NYMEX Light Sweet Crude Oil Future October 2012

Trading Metrics calculated at close of trading on 17-Feb-2012

Day Change Summary
	Previous	Current
	16-Feb-2012	17-Feb-2012	Change	Change %	Previous Week
Open	103.41	104.42	1.01	1.0%	103.17
High	104.63	105.27	0.64	0.6%	105.27
Low	103.41	104.42	1.01	1.0%	102.33
Close	104.63	105.05	0.42	0.4%	105.05
Range	1.22	0.85	-0.37	-30.3%	2.94
ATR	1.29	1.26	-0.03	-2.4%	0.00
Volume	9,222	8,695	-527	-5.7%	35,430

Daily Pivots for day following 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.46	107.11	105.52
R3	106.61	106.26	105.28
R2	105.76	105.76	105.21
R1	105.41	105.41	105.13	105.59
PP	104.91	104.91	104.91	105.00
S1	104.56	104.56	104.97	104.74
S2	104.06	104.06	104.89
S3	103.21	103.71	104.82
S4	102.36	102.86	104.58

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	113.04	111.98	106.67
R3	110.10	109.04	105.86
R2	107.16	107.16	105.59
R1	106.10	106.10	105.32	106.63
PP	104.22	104.22	104.22	104.48
S1	103.16	103.16	104.78	103.69
S2	101.28	101.28	104.51
S3	98.34	100.22	104.24
S4	95.40	97.28	103.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.27	102.33	2.94	2.8%	0.91	0.9%	93%	True	False	7,086
10	105.27	99.77	5.50	5.2%	0.85	0.8%	96%	True	False	7,700
20	105.27	97.89	7.38	7.0%	0.87	0.8%	97%	True	False	6,062

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	0.11
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108.88
2.618	107.50
1.618	106.65
1.000	106.12
0.618	105.80
HIGH	105.27
0.618	104.95
0.500	104.85
0.382	104.74
LOW	104.42
0.618	103.89
1.000	103.57
1.618	103.04
2.618	102.19
4.250	100.81

Fisher Pivots for day following 17-Feb-2012
Pivot	1 day	3 day
R1	104.98	104.81
PP	104.91	104.58
S1	104.85	104.34

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

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