NYMEX Light Sweet Crude Oil Future May 2012

Trading Metrics calculated at close of trading on 22-Nov-2011

Day Change Summary
	Previous	Current
	21-Nov-2011	22-Nov-2011	Change	Change %	Previous Week
Open	96.77	97.40	0.63	0.7%	98.03
High	97.53	98.98	1.45	1.5%	102.80
Low	95.45	97.27	1.82	1.9%	96.81
Close	97.08	98.51	1.43	1.5%	97.57
Range	2.08	1.71	-0.37	-17.8%	5.99
ATR	2.56	2.51	-0.05	-1.8%	0.00
Volume	15,556	13,734	-1,822	-11.7%	76,910

Daily Pivots for day following 22-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.38	102.66	99.45
R3	101.67	100.95	98.98
R2	99.96	99.96	98.82
R1	99.24	99.24	98.67	99.60
PP	98.25	98.25	98.25	98.44
S1	97.53	97.53	98.35	97.89
S2	96.54	96.54	98.20
S3	94.83	95.82	98.04
S4	93.12	94.11	97.57

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	117.03	113.29	100.86
R3	111.04	107.30	99.22
R2	105.05	105.05	98.67
R1	101.31	101.31	98.12	100.19
PP	99.06	99.06	99.06	98.50
S1	95.32	95.32	97.02	94.20
S2	93.07	93.07	96.47
S3	87.08	89.33	95.92
S4	81.09	83.34	94.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.80	95.45	7.35	7.5%	3.02	3.1%	42%	False	False	16,830
10	102.80	94.17	8.63	8.8%	2.54	2.6%	50%	False	False	14,973
20	102.80	88.58	14.22	14.4%	2.22	2.3%	70%	False	False	14,243
40	102.80	76.44	26.36	26.8%	2.44	2.5%	84%	False	False	11,566
60	102.80	76.44	26.36	26.8%	2.39	2.4%	84%	False	False	9,941

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.53
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	106.25
2.618	103.46
1.618	101.75
1.000	100.69
0.618	100.04
HIGH	98.98
0.618	98.33
0.500	98.13
0.382	97.92
LOW	97.27
0.618	96.21
1.000	95.56
1.618	94.50
2.618	92.79
4.250	90.00

Fisher Pivots for day following 22-Nov-2011
Pivot	1 day	3 day
R1	98.38	98.22
PP	98.25	97.93
S1	98.13	97.64

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

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