NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 14-Sep-2011

Day Change Summary
	Previous	Current
	13-Sep-2011	14-Sep-2011	Change	Change %	Previous Week
Open	89.09	89.99	0.90	1.0%	86.80
High	90.60	90.31	-0.29	-0.3%	90.69
Low	87.95	88.29	0.34	0.4%	83.47
Close	90.28	89.01	-1.27	-1.4%	87.41
Range	2.65	2.02	-0.63	-23.8%	7.22
ATR	3.21	3.13	-0.09	-2.7%	0.00
Volume	138,284	128,511	-9,773	-7.1%	333,913

Daily Pivots for day following 14-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	95.26	94.16	90.12
R3	93.24	92.14	89.57
R2	91.22	91.22	89.38
R1	90.12	90.12	89.20	89.66
PP	89.20	89.20	89.20	88.98
S1	88.10	88.10	88.82	87.64
S2	87.18	87.18	88.64
S3	85.16	86.08	88.45
S4	83.14	84.06	87.90

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	90.60	85.17	5.43	6.1%	2.83	3.2%	71%	False	False	114,650
10	90.69	83.47	7.22	8.1%	2.89	3.2%	77%	False	False	96,321
20	90.69	79.76	10.93	12.3%	3.09	3.5%	85%	False	False	78,657
40	101.39	76.61	24.78	27.8%	3.25	3.6%	50%	False	False	62,705
60	101.39	76.61	24.78	27.8%	3.03	3.4%	50%	False	False	50,677
80	104.85	76.61	28.24	31.7%	2.91	3.3%	44%	False	False	41,812
100	115.57	76.61	38.96	43.8%	3.05	3.4%	32%	False	False	35,219
120	115.57	76.61	38.96	43.8%	2.83	3.2%	32%	False	False	30,710

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.61
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	98.90
2.618	95.60
1.618	93.58
1.000	92.33
0.618	91.56
HIGH	90.31
0.618	89.54
0.500	89.30
0.382	89.06
LOW	88.29
0.618	87.04
1.000	86.27
1.618	85.02
2.618	83.00
4.250	79.71

Fisher Pivots for day following 14-Sep-2011
Pivot	1 day	3 day
R1	89.30	88.64
PP	89.20	88.26
S1	89.11	87.89

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

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