NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 01-Nov-2012

Day Change Summary
	Previous	Current
	31-Oct-2012	01-Nov-2012	Change	Change %	Previous Week
Open	85.73	86.10	0.37	0.4%	90.05
High	87.19	87.42	0.23	0.3%	91.27
Low	85.61	85.92	0.31	0.4%	84.94
Close	86.24	87.09	0.85	1.0%	86.28
Range	1.58	1.50	-0.08	-5.1%	6.33
ATR	2.11	2.06	-0.04	-2.1%	0.00
Volume	212,577	197,179	-15,398	-7.2%	1,304,428

Daily Pivots for day following 01-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	91.31	90.70	87.92
R3	89.81	89.20	87.50
R2	88.31	88.31	87.37
R1	87.70	87.70	87.23	88.01
PP	86.81	86.81	86.81	86.96
S1	86.20	86.20	86.95	86.51
S2	85.31	85.31	86.82
S3	83.81	84.70	86.68
S4	82.31	83.20	86.27

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	106.49	102.71	89.76
R3	100.16	96.38	88.02
R2	93.83	93.83	87.44
R1	90.05	90.05	86.86	88.78
PP	87.50	87.50	87.50	86.86
S1	83.72	83.72	85.70	82.45
S2	81.17	81.17	85.12
S3	74.84	77.39	84.54
S4	68.51	71.06	82.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.42	84.66	2.76	3.2%	1.47	1.7%	88%	True	False	174,817
10	93.49	84.66	8.83	10.1%	2.10	2.4%	28%	False	False	229,594
20	94.02	84.66	9.36	10.7%	2.07	2.4%	26%	False	False	179,412
40	101.01	84.66	16.35	18.8%	2.24	2.6%	15%	False	False	129,208
60	101.01	84.66	16.35	18.8%	2.11	2.4%	15%	False	False	105,619
80	101.01	84.66	16.35	18.8%	2.14	2.5%	15%	False	False	90,767
100	101.01	79.12	21.89	25.1%	2.25	2.6%	36%	False	False	81,816
120	101.01	79.12	21.89	25.1%	2.29	2.6%	36%	False	False	76,033

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	0.46
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.80
2.618	91.35
1.618	89.85
1.000	88.92
0.618	88.35
HIGH	87.42
0.618	86.85
0.500	86.67
0.382	86.49
LOW	85.92
0.618	84.99
1.000	84.42
1.618	83.49
2.618	81.99
4.250	79.55

Fisher Pivots for day following 01-Nov-2012
Pivot	1 day	3 day
R1	86.95	86.81
PP	86.81	86.54
S1	86.67	86.26

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

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