NYMEX Light Sweet Crude Oil Future October 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	108.10	108.26	0.16	0.1%	106.36
High	108.10	110.65	2.55	2.4%	110.33
Low	106.26	108.21	1.95	1.8%	106.21
Close	108.09	109.60	1.51	1.4%	110.33
Range	1.84	2.44	0.60	32.6%	4.12
ATR	1.49	1.56	0.08	5.2%	0.00
Volume	6,842	5,996	-846	-12.4%	41,868

Daily Pivots for day following 01-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	116.81	115.64	110.94
R3	114.37	113.20	110.27
R2	111.93	111.93	110.05
R1	110.76	110.76	109.82	111.35
PP	109.49	109.49	109.49	109.78
S1	108.32	108.32	109.38	108.91
S2	107.05	107.05	109.15
S3	104.61	105.88	108.93
S4	102.17	103.44	108.26

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	121.32	119.94	112.60
R3	117.20	115.82	111.46
R2	113.08	113.08	111.09
R1	111.70	111.70	110.71	112.39
PP	108.96	108.96	108.96	109.30
S1	107.58	107.58	109.95	108.27
S2	104.84	104.84	109.57
S3	100.72	103.46	109.20
S4	96.60	99.34	108.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110.65	106.26	4.39	4.0%	1.83	1.7%	76%	True	False	12,257
10	110.65	103.41	7.24	6.6%	1.58	1.4%	85%	True	False	10,830
20	110.65	97.89	12.76	11.6%	1.23	1.1%	92%	True	False	8,978

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	0.13
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	121.02
2.618	117.04
1.618	114.60
1.000	113.09
0.618	112.16
HIGH	110.65
0.618	109.72
0.500	109.43
0.382	109.14
LOW	108.21
0.618	106.70
1.000	105.77
1.618	104.26
2.618	101.82
4.250	97.84

Fisher Pivots for day following 01-Mar-2012
Pivot	1 day	3 day
R1	109.54	109.22
PP	109.49	108.84
S1	109.43	108.46

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

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