NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 18-Nov-2011

Day Change Summary
	Previous	Current
	17-Nov-2011	18-Nov-2011	Change	Change %	Previous Week
Open	102.00	98.29	-3.71	-3.6%	98.50
High	103.08	100.02	-3.06	-3.0%	103.08
Low	98.58	96.85	-1.73	-1.8%	96.85
Close	98.84	97.61	-1.23	-1.2%	97.61
Range	4.50	3.17	-1.33	-29.6%	6.23
ATR	2.68	2.72	0.03	1.3%	0.00
Volume	29,246	20,307	-8,939	-30.6%	89,461

Daily Pivots for day following 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.67	105.81	99.35
R3	104.50	102.64	98.48
R2	101.33	101.33	98.19
R1	99.47	99.47	97.90	98.82
PP	98.16	98.16	98.16	97.83
S1	96.30	96.30	97.32	95.65
S2	94.99	94.99	97.03
S3	91.82	93.13	96.74
S4	88.65	89.96	95.87

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	117.87	113.97	101.04
R3	111.64	107.74	99.32
R2	105.41	105.41	98.75
R1	101.51	101.51	98.18	100.35
PP	99.18	99.18	99.18	98.60
S1	95.28	95.28	97.04	94.12
S2	92.95	92.95	96.47
S3	86.72	89.05	95.90
S4	80.49	82.82	94.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.08	96.85	6.23	6.4%	3.00	3.1%	12%	False	True	17,892
10	103.08	93.48	9.60	9.8%	2.55	2.6%	43%	False	False	16,562
20	103.08	87.95	15.13	15.5%	2.51	2.6%	64%	False	False	17,291
40	103.08	76.15	26.93	27.6%	2.68	2.7%	80%	False	False	13,142
60	103.08	76.15	26.93	27.6%	2.62	2.7%	80%	False	False	11,321
80	103.08	76.15	26.93	27.6%	2.71	2.8%	80%	False	False	9,788

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.64
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113.49
2.618	108.32
1.618	105.15
1.000	103.19
0.618	101.98
HIGH	100.02
0.618	98.81
0.500	98.44
0.382	98.06
LOW	96.85
0.618	94.89
1.000	93.68
1.618	91.72
2.618	88.55
4.250	83.38

Fisher Pivots for day following 18-Nov-2011
Pivot	1 day	3 day
R1	98.44	99.97
PP	98.16	99.18
S1	97.89	98.40

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

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