NYMEX Light Sweet Crude Oil Future October 2012

Trading Metrics calculated at close of trading on 10-Feb-2012

Day Change Summary
	Previous	Current
	09-Feb-2012	10-Feb-2012	Change	Change %	Previous Week
Open	102.39	101.75	-0.64	-0.6%	99.87
High	103.08	101.86	-1.22	-1.2%	103.08
Low	102.39	101.60	-0.79	-0.8%	99.77
Close	103.08	101.83	-1.25	-1.2%	101.83
Range	0.69	0.26	-0.43	-62.3%	3.31
ATR	1.31	1.32	0.01	0.9%	0.00
Volume	8,308	6,181	-2,127	-25.6%	41,577

Daily Pivots for day following 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	102.54	102.45	101.97
R3	102.28	102.19	101.90
R2	102.02	102.02	101.88
R1	101.93	101.93	101.85	101.98
PP	101.76	101.76	101.76	101.79
S1	101.67	101.67	101.81	101.72
S2	101.50	101.50	101.78
S3	101.24	101.41	101.76
S4	100.98	101.15	101.69

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	111.49	109.97	103.65
R3	108.18	106.66	102.74
R2	104.87	104.87	102.44
R1	103.35	103.35	102.13	104.11
PP	101.56	101.56	101.56	101.94
S1	100.04	100.04	101.53	100.80
S2	98.25	98.25	101.22
S3	94.94	96.73	100.92
S4	91.63	93.42	100.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.08	99.77	3.31	3.3%	0.79	0.8%	62%	False	False	8,315
10	103.08	97.89	5.19	5.1%	0.95	0.9%	76%	False	False	6,560
20	103.08	97.89	5.19	5.1%	0.83	0.8%	76%	False	False	5,368

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.18
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	102.97
2.618	102.54
1.618	102.28
1.000	102.12
0.618	102.02
HIGH	101.86
0.618	101.76
0.500	101.73
0.382	101.70
LOW	101.60
0.618	101.44
1.000	101.34
1.618	101.18
2.618	100.92
4.250	100.50

Fisher Pivots for day following 10-Feb-2012
Pivot	1 day	3 day
R1	101.80	102.29
PP	101.76	102.13
S1	101.73	101.98

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

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