NYMEX Light Sweet Crude Oil Future September 2012

Trading Metrics calculated at close of trading on 01-Mar-2012

Day Change Summary
	Previous	Current
	29-Feb-2012	01-Mar-2012	Change	Change %	Previous Week
Open	107.91	108.30	0.39	0.4%	106.35
High	108.48	110.87	2.39	2.2%	110.60
Low	106.20	107.93	1.73	1.6%	106.19
Close	108.21	109.80	1.59	1.5%	110.56
Range	2.28	2.94	0.66	28.9%	4.41
ATR	1.70	1.79	0.09	5.2%	0.00
Volume	15,626	12,487	-3,139	-20.1%	86,098

Daily Pivots for day following 01-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	118.35	117.02	111.42
R3	115.41	114.08	110.61
R2	112.47	112.47	110.34
R1	111.14	111.14	110.07	111.81
PP	109.53	109.53	109.53	109.87
S1	108.20	108.20	109.53	108.87
S2	106.59	106.59	109.26
S3	103.65	105.26	108.99
S4	100.71	102.32	108.18

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	122.35	120.86	112.99
R3	117.94	116.45	111.77
R2	113.53	113.53	111.37
R1	112.04	112.04	110.96	112.79
PP	109.12	109.12	109.12	109.49
S1	107.63	107.63	110.16	108.38
S2	104.71	104.71	109.75
S3	100.30	103.22	109.35
S4	95.89	98.81	108.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110.87	106.20	4.67	4.3%	2.07	1.9%	77%	True	False	24,325
10	110.87	103.62	7.25	6.6%	1.68	1.5%	85%	True	False	21,393
20	110.87	97.59	13.28	12.1%	1.51	1.4%	92%	True	False	18,011
40	110.87	97.59	13.28	12.1%	1.54	1.4%	92%	True	False	13,429

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	123.37
2.618	118.57
1.618	115.63
1.000	113.81
0.618	112.69
HIGH	110.87
0.618	109.75
0.500	109.40
0.382	109.05
LOW	107.93
0.618	106.11
1.000	104.99
1.618	103.17
2.618	100.23
4.250	95.44

Fisher Pivots for day following 01-Mar-2012
Pivot	1 day	3 day
R1	109.67	109.38
PP	109.53	108.96
S1	109.40	108.54

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These figures are updated between 7pm and 10pm EST after a trading day.

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