NYMEX Light Sweet Crude Oil Future October 2012

Trading Metrics calculated at close of trading on 15-Mar-2012

Day Change Summary
	Previous	Current
	14-Mar-2012	15-Mar-2012	Change	Change %	Previous Week
Open	108.72	107.74	-0.98	-0.9%	108.00
High	109.04	108.19	-0.85	-0.8%	109.74
Low	107.61	106.71	-0.90	-0.8%	106.28
Close	107.70	107.45	-0.25	-0.2%	109.17
Range	1.43	1.48	0.05	3.5%	3.46
ATR	1.56	1.56	-0.01	-0.4%	0.00
Volume	11,574	9,068	-2,506	-21.7%	51,677

Daily Pivots for day following 15-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	111.89	111.15	108.26
R3	110.41	109.67	107.86
R2	108.93	108.93	107.72
R1	108.19	108.19	107.59	107.82
PP	107.45	107.45	107.45	107.27
S1	106.71	106.71	107.31	106.34
S2	105.97	105.97	107.18
S3	104.49	105.23	107.04
S4	103.01	103.75	106.64

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	106.71	3.03	2.8%	1.44	1.3%	24%	False	True	11,189
10	109.74	106.28	3.46	3.2%	1.54	1.4%	34%	False	False	10,215
20	110.65	103.41	7.24	6.7%	1.56	1.4%	56%	False	False	10,523
40	110.65	97.89	12.76	11.9%	1.23	1.1%	75%	False	False	8,074

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.32
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	114.48
2.618	112.06
1.618	110.58
1.000	109.67
0.618	109.10
HIGH	108.19
0.618	107.62
0.500	107.45
0.382	107.28
LOW	106.71
0.618	105.80
1.000	105.23
1.618	104.32
2.618	102.84
4.250	100.42

Fisher Pivots for day following 15-Mar-2012
Pivot	1 day	3 day
R1	107.45	107.97
PP	107.45	107.79
S1	107.45	107.62

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

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