NYMEX Light Sweet Crude Oil Future October 2012

Trading Metrics calculated at close of trading on 13-Mar-2012

Day Change Summary
	Previous	Current
	12-Mar-2012	13-Mar-2012	Change	Change %	Previous Week
Open	109.03	108.88	-0.15	-0.1%	108.00
High	109.03	109.22	0.19	0.2%	109.74
Low	107.56	107.95	0.39	0.4%	106.28
Close	108.38	108.83	0.45	0.4%	109.17
Range	1.47	1.27	-0.20	-13.6%	3.46
ATR	1.60	1.57	-0.02	-1.5%	0.00
Volume	9,783	9,874	91	0.9%	51,677

Daily Pivots for day following 13-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	112.48	111.92	109.53
R3	111.21	110.65	109.18
R2	109.94	109.94	109.06
R1	109.38	109.38	108.95	109.03
PP	108.67	108.67	108.67	108.49
S1	108.11	108.11	108.71	107.76
S2	107.40	107.40	108.60
S3	106.13	106.84	108.48
S4	104.86	105.57	108.13

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	118.78	117.43	111.07
R3	115.32	113.97	110.12
R2	111.86	111.86	109.80
R1	110.51	110.51	109.49	111.19
PP	108.40	108.40	108.40	108.73
S1	107.05	107.05	108.85	107.73
S2	104.94	104.94	108.54
S3	101.48	103.59	108.22
S4	98.02	100.13	107.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.74	106.47	3.27	3.0%	1.39	1.3%	72%	False	False	11,667
10	110.65	106.26	4.39	4.0%	1.67	1.5%	59%	False	False	9,435
20	110.65	103.18	7.47	6.9%	1.46	1.3%	76%	False	False	10,073
40	110.65	97.89	12.76	11.7%	1.17	1.1%	86%	False	False	7,751

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	0.24
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114.62
2.618	112.54
1.618	111.27
1.000	110.49
0.618	110.00
HIGH	109.22
0.618	108.73
0.500	108.59
0.382	108.44
LOW	107.95
0.618	107.17
1.000	106.68
1.618	105.90
2.618	104.63
4.250	102.55

Fisher Pivots for day following 13-Mar-2012
Pivot	1 day	3 day
R1	108.75	108.77
PP	108.67	108.71
S1	108.59	108.65

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

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