NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 19-Mar-2012

Day Change Summary
	Previous	Current
	16-Mar-2012	19-Mar-2012	Change	Change %	Previous Week
Open	107.73	109.36	1.63	1.5%	108.07
High	109.23	109.80	0.57	0.5%	109.23
Low	107.67	109.34	1.67	1.6%	106.54
Close	109.14	109.80	0.66	0.6%	109.14
Range	1.56	0.46	-1.10	-70.5%	2.69
ATR	1.37	1.32	-0.05	-3.7%	0.00
Volume	11,420	5,473	-5,947	-52.1%	39,015

Daily Pivots for day following 19-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	111.03	110.87	110.05
R3	110.57	110.41	109.93
R2	110.11	110.11	109.88
R1	109.95	109.95	109.84	110.03
PP	109.65	109.65	109.65	109.69
S1	109.49	109.49	109.76	109.57
S2	109.19	109.19	109.72
S3	108.73	109.03	109.67
S4	108.27	108.57	109.55

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	116.37	115.45	110.62
R3	113.68	112.76	109.88
R2	110.99	110.99	109.63
R1	110.07	110.07	109.39	110.53
PP	108.30	108.30	108.30	108.54
S1	107.38	107.38	108.89	107.84
S2	105.61	105.61	108.65
S3	102.92	104.69	108.40
S4	100.23	102.00	107.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.80	106.54	3.26	3.0%	1.27	1.2%	100%	True	False	7,563
10	109.80	106.45	3.35	3.1%	1.19	1.1%	100%	True	False	7,565
20	110.08	106.30	3.78	3.4%	1.22	1.1%	93%	False	False	8,013

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.26
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	111.76
2.618	111.00
1.618	110.54
1.000	110.26
0.618	110.08
HIGH	109.80
0.618	109.62
0.500	109.57
0.382	109.52
LOW	109.34
0.618	109.06
1.000	108.88
1.618	108.60
2.618	108.14
4.250	107.39

Fisher Pivots for day following 19-Mar-2012
Pivot	1 day	3 day
R1	109.72	109.26
PP	109.65	108.71
S1	109.57	108.17

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

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