NYMEX Light Sweet Crude Oil Future September 2012

Trading Metrics calculated at close of trading on 02-Mar-2012

Day Change Summary
	Previous	Current
	01-Mar-2012	02-Mar-2012	Change	Change %	Previous Week
Open	108.30	109.80	1.50	1.4%	110.11
High	110.87	109.80	-1.07	-1.0%	110.87
Low	107.93	107.19	-0.74	-0.7%	106.20
Close	109.80	108.05	-1.75	-1.6%	108.05
Range	2.94	2.61	-0.33	-11.2%	4.67
ATR	1.79	1.85	0.06	3.3%	0.00
Volume	12,487	19,628	7,141	57.2%	109,241

Daily Pivots for day following 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	116.18	114.72	109.49
R3	113.57	112.11	108.77
R2	110.96	110.96	108.53
R1	109.50	109.50	108.29	108.93
PP	108.35	108.35	108.35	108.06
S1	106.89	106.89	107.81	106.32
S2	105.74	105.74	107.57
S3	103.13	104.28	107.33
S4	100.52	101.67	106.61

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	122.38	119.89	110.62
R3	117.71	115.22	109.33
R2	113.04	113.04	108.91
R1	110.55	110.55	108.48	109.46
PP	108.37	108.37	108.37	107.83
S1	105.88	105.88	107.62	104.79
S2	103.70	103.70	107.19
S3	99.03	101.21	106.77
S4	94.36	96.54	105.48

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%	2.30	2.1%	40%	False	False	21,848
10	110.87	104.68	6.19	5.7%	1.84	1.7%	54%	False	False	21,349
20	110.87	98.55	12.32	11.4%	1.56	1.4%	77%	False	False	18,329
40	110.87	97.59	13.28	12.3%	1.57	1.5%	79%	False	False	13,653

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

Fibonacci Retracements and Extensions
4.250	120.89
2.618	116.63
1.618	114.02
1.000	112.41
0.618	111.41
HIGH	109.80
0.618	108.80
0.500	108.50
0.382	108.19
LOW	107.19
0.618	105.58
1.000	104.58
1.618	102.97
2.618	100.36
4.250	96.10

Fisher Pivots for day following 02-Mar-2012
Pivot	1 day	3 day
R1	108.50	108.54
PP	108.35	108.37
S1	108.20	108.21

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

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