NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 25-Sep-2012

Day Change Summary
	Previous	Current
	24-Sep-2012	25-Sep-2012	Change	Change %	Previous Week
Open	93.18	92.11	-1.07	-1.1%	99.50
High	93.18	93.20	0.02	0.0%	99.81
Low	91.06	90.57	-0.49	-0.5%	90.96
Close	91.93	91.37	-0.56	-0.6%	92.89
Range	2.12	2.63	0.51	24.1%	8.85
ATR	2.30	2.32	0.02	1.0%	0.00
Volume	188,315	239,024	50,709	26.9%	1,151,450

Daily Pivots for day following 25-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.60	98.12	92.82
R3	96.97	95.49	92.09
R2	94.34	94.34	91.85
R1	92.86	92.86	91.61	92.29
PP	91.71	91.71	91.71	91.43
S1	90.23	90.23	91.13	89.66
S2	89.08	89.08	90.89
S3	86.45	87.60	90.65
S4	83.82	84.97	89.92

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	121.10	115.85	97.76
R3	112.25	107.00	95.32
R2	103.40	103.40	94.51
R1	98.15	98.15	93.70	96.35
PP	94.55	94.55	94.55	93.66
S1	89.30	89.30	92.08	87.50
S2	85.70	85.70	91.27
S3	76.85	80.45	90.46
S4	68.00	71.60	88.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.50	90.57	5.93	6.5%	2.62	2.9%	13%	False	True	246,274
10	100.73	90.57	10.16	11.1%	2.62	2.9%	8%	False	True	190,913
20	100.73	90.57	10.16	11.1%	2.27	2.5%	8%	False	True	126,356
40	100.73	87.58	13.15	14.4%	2.16	2.4%	29%	False	False	85,307
60	100.73	83.34	17.39	19.0%	2.20	2.4%	46%	False	False	65,176
80	100.73	78.83	21.90	24.0%	2.32	2.5%	57%	False	False	53,500
100	102.76	78.83	23.93	26.2%	2.26	2.5%	52%	False	False	44,624
120	107.15	78.83	28.32	31.0%	2.10	2.3%	44%	False	False	38,593

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.50
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	104.38
2.618	100.09
1.618	97.46
1.000	95.83
0.618	94.83
HIGH	93.20
0.618	92.20
0.500	91.89
0.382	91.57
LOW	90.57
0.618	88.94
1.000	87.94
1.618	86.31
2.618	83.68
4.250	79.39

Fisher Pivots for day following 25-Sep-2012
Pivot	1 day	3 day
R1	91.89	92.21
PP	91.71	91.93
S1	91.54	91.65

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

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