NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 13-Sep-2011

Day Change Summary
	Previous	Current
	12-Sep-2011	13-Sep-2011	Change	Change %	Previous Week
Open	86.99	89.09	2.10	2.4%	86.80
High	89.08	90.60	1.52	1.7%	90.69
Low	85.17	87.95	2.78	3.3%	83.47
Close	88.31	90.28	1.97	2.2%	87.41
Range	3.91	2.65	-1.26	-32.2%	7.22
ATR	3.26	3.21	-0.04	-1.3%	0.00
Volume	123,400	138,284	14,884	12.1%	333,913

Daily Pivots for day following 13-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	97.56	96.57	91.74
R3	94.91	93.92	91.01
R2	92.26	92.26	90.77
R1	91.27	91.27	90.52	91.77
PP	89.61	89.61	89.61	89.86
S1	88.62	88.62	90.04	89.12
S2	86.96	86.96	89.79
S3	84.31	85.97	89.55
S4	81.66	83.32	88.82

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.85	105.35	91.38
R3	101.63	98.13	89.40
R2	94.41	94.41	88.73
R1	90.91	90.91	88.07	92.66
PP	87.19	87.19	87.19	88.07
S1	83.69	83.69	86.75	85.44
S2	79.97	79.97	86.09
S3	72.75	76.47	85.42
S4	65.53	69.25	83.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.69	85.17	5.52	6.1%	3.28	3.6%	93%	False	False	107,964
10	90.69	83.47	7.22	8.0%	2.96	3.3%	94%	False	False	92,461
20	90.69	79.76	10.93	12.1%	3.10	3.4%	96%	False	False	74,638
40	101.39	76.61	24.78	27.4%	3.26	3.6%	55%	False	False	60,051
60	101.39	76.61	24.78	27.4%	3.03	3.4%	55%	False	False	48,844
80	104.85	76.61	28.24	31.3%	2.93	3.2%	48%	False	False	40,288
100	115.57	76.61	38.96	43.2%	3.04	3.4%	35%	False	False	33,999
120	115.57	76.61	38.96	43.2%	2.82	3.1%	35%	False	False	29,715

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	0.69
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	101.86
2.618	97.54
1.618	94.89
1.000	93.25
0.618	92.24
HIGH	90.60
0.618	89.59
0.500	89.28
0.382	88.96
LOW	87.95
0.618	86.31
1.000	85.30
1.618	83.66
2.618	81.01
4.250	76.69

Fisher Pivots for day following 13-Sep-2011
Pivot	1 day	3 day
R1	89.95	89.48
PP	89.61	88.68
S1	89.28	87.89

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

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