NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 03-Oct-2011

Day Change Summary
	Previous	Current
	30-Sep-2011	03-Oct-2011	Change	Change %	Previous Week
Open	83.07	78.92	-4.15	-5.0%	79.64
High	83.23	79.64	-3.59	-4.3%	84.77
Low	78.53	76.65	-1.88	-2.4%	77.11
Close	79.20	77.61	-1.59	-2.0%	79.20
Range	4.70	2.99	-1.71	-36.4%	7.66
ATR	3.66	3.61	-0.05	-1.3%	0.00
Volume	337,963	377,071	39,108	11.6%	1,548,490

Daily Pivots for day following 03-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	86.94	85.26	79.25
R3	83.95	82.27	78.43
R2	80.96	80.96	78.16
R1	79.28	79.28	77.88	78.63
PP	77.97	77.97	77.97	77.64
S1	76.29	76.29	77.34	75.64
S2	74.98	74.98	77.06
S3	71.99	73.30	76.79
S4	69.00	70.31	75.97

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.34	98.93	83.41
R3	95.68	91.27	81.31
R2	88.02	88.02	80.60
R1	83.61	83.61	79.90	81.99
PP	80.36	80.36	80.36	79.55
S1	75.95	75.95	78.50	74.33
S2	72.70	72.70	77.80
S3	65.04	68.29	77.09
S4	57.38	60.63	74.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.77	76.65	8.12	10.5%	4.00	5.2%	12%	False	True	322,712
10	87.99	76.65	11.34	14.6%	3.96	5.1%	8%	False	True	331,003
20	90.69	76.65	14.04	18.1%	3.46	4.5%	7%	False	True	230,940
40	90.69	76.61	14.08	18.1%	3.47	4.5%	7%	False	False	148,450
60	101.39	76.61	24.78	31.9%	3.29	4.2%	4%	False	False	110,149
80	103.57	76.61	26.96	34.7%	3.12	4.0%	4%	False	False	88,522
100	104.85	76.61	28.24	36.4%	3.02	3.9%	4%	False	False	73,106
120	115.57	76.61	38.96	50.2%	3.04	3.9%	3%	False	False	62,269

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	0.91
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	92.35
2.618	87.47
1.618	84.48
1.000	82.63
0.618	81.49
HIGH	79.64
0.618	78.50
0.500	78.15
0.382	77.79
LOW	76.65
0.618	74.80
1.000	73.66
1.618	71.81
2.618	68.82
4.250	63.94

Fisher Pivots for day following 03-Oct-2011
Pivot	1 day	3 day
R1	78.15	80.32
PP	77.97	79.41
S1	77.79	78.51

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

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