NYMEX Light Sweet Crude Oil Future October 2012

Trading Metrics calculated at close of trading on 22-Mar-2012

Day Change Summary
	Previous	Current
	21-Mar-2012	22-Mar-2012	Change	Change %	Previous Week
Open	108.18	108.25	0.07	0.1%	109.03
High	108.79	108.25	-0.54	-0.5%	109.22
Low	107.81	106.24	-1.57	-1.5%	106.71
Close	108.68	106.89	-1.79	-1.6%	109.10
Range	0.98	2.01	1.03	105.1%	2.51
ATR	1.55	1.61	0.06	4.1%	0.00
Volume	10,769	6,577	-4,192	-38.9%	56,513

Daily Pivots for day following 22-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	113.16	112.03	108.00
R3	111.15	110.02	107.44
R2	109.14	109.14	107.26
R1	108.01	108.01	107.07	107.57
PP	107.13	107.13	107.13	106.91
S1	106.00	106.00	106.71	105.56
S2	105.12	105.12	106.52
S3	103.11	103.99	106.34
S4	101.10	101.98	105.78

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	115.87	115.00	110.48
R3	113.36	112.49	109.79
R2	110.85	110.85	109.56
R1	109.98	109.98	109.33	110.42
PP	108.34	108.34	108.34	108.56
S1	107.47	107.47	108.87	107.91
S2	105.83	105.83	108.64
S3	103.32	104.96	108.41
S4	100.81	102.45	107.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.80	106.24	3.56	3.3%	1.51	1.4%	18%	False	True	10,162
10	109.80	106.24	3.56	3.3%	1.48	1.4%	18%	False	True	10,676
20	110.65	106.24	4.41	4.1%	1.61	1.5%	15%	False	True	10,712
40	110.65	97.89	12.76	11.9%	1.30	1.2%	71%	False	False	8,807

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	0.24
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	116.79
2.618	113.51
1.618	111.50
1.000	110.26
0.618	109.49
HIGH	108.25
0.618	107.48
0.500	107.25
0.382	107.01
LOW	106.24
0.618	105.00
1.000	104.23
1.618	102.99
2.618	100.98
4.250	97.70

Fisher Pivots for day following 22-Mar-2012
Pivot	1 day	3 day
R1	107.25	107.78
PP	107.13	107.48
S1	107.01	107.19

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

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