NYMEX Light Sweet Crude Oil Future October 2012

Trading Metrics calculated at close of trading on 26-Mar-2012

Day Change Summary
	Previous	Current
	23-Mar-2012	26-Mar-2012	Change	Change %	Previous Week
Open	107.27	107.90	0.63	0.6%	109.01
High	109.50	108.78	-0.72	-0.7%	109.80
Low	106.90	107.90	1.00	0.9%	106.24
Close	108.37	108.68	0.31	0.3%	108.37
Range	2.60	0.88	-1.72	-66.2%	3.56
ATR	1.69	1.63	-0.06	-3.4%	0.00
Volume	9,707	8,352	-1,355	-14.0%	44,306

Daily Pivots for day following 26-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	111.09	110.77	109.16
R3	110.21	109.89	108.92
R2	109.33	109.33	108.84
R1	109.01	109.01	108.76	109.17
PP	108.45	108.45	108.45	108.54
S1	108.13	108.13	108.60	108.29
S2	107.57	107.57	108.52
S3	106.69	107.25	108.44
S4	105.81	106.37	108.20

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	118.82	117.15	110.33
R3	115.26	113.59	109.35
R2	111.70	111.70	109.02
R1	110.03	110.03	108.70	109.09
PP	108.14	108.14	108.14	107.66
S1	106.47	106.47	108.04	105.53
S2	104.58	104.58	107.72
S3	101.02	102.91	107.39
S4	97.46	99.35	106.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.50	106.24	3.26	3.0%	1.66	1.5%	75%	False	False	8,621
10	109.80	106.24	3.56	3.3%	1.52	1.4%	69%	False	False	9,938
20	110.65	106.24	4.41	4.1%	1.64	1.5%	55%	False	False	9,805
40	110.65	97.89	12.76	11.7%	1.35	1.2%	85%	False	False	9,061

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	112.52
2.618	111.08
1.618	110.20
1.000	109.66
0.618	109.32
HIGH	108.78
0.618	108.44
0.500	108.34
0.382	108.24
LOW	107.90
0.618	107.36
1.000	107.02
1.618	106.48
2.618	105.60
4.250	104.16

Fisher Pivots for day following 26-Mar-2012
Pivot	1 day	3 day
R1	108.57	108.41
PP	108.45	108.14
S1	108.34	107.87

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

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