NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 20-Sep-2011

Day Change Summary
	Previous	Current
	19-Sep-2011	20-Sep-2011	Change	Change %	Previous Week
Open	87.80	86.01	-1.79	-2.0%	86.99
High	87.80	87.68	-0.12	-0.1%	90.60
Low	84.90	85.25	0.35	0.4%	85.17
Close	85.81	86.92	1.11	1.3%	88.18
Range	2.90	2.43	-0.47	-16.2%	5.43
ATR	3.05	3.01	-0.04	-1.5%	0.00
Volume	272,508	254,624	-17,884	-6.6%	702,350

Daily Pivots for day following 20-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	93.91	92.84	88.26
R3	91.48	90.41	87.59
R2	89.05	89.05	87.37
R1	87.98	87.98	87.14	88.52
PP	86.62	86.62	86.62	86.88
S1	85.55	85.55	86.70	86.09
S2	84.19	84.19	86.47
S3	81.76	83.12	86.25
S4	79.33	80.69	85.58

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.27	101.66	91.17
R3	98.84	96.23	89.67
R2	93.41	93.41	89.18
R1	90.80	90.80	88.68	92.11
PP	87.98	87.98	87.98	88.64
S1	85.37	85.37	87.68	86.68
S2	82.55	82.55	87.18
S3	77.12	79.94	86.69
S4	71.69	74.51	85.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.31	84.90	5.41	6.2%	2.44	2.8%	37%	False	False	193,559
10	90.69	84.90	5.79	6.7%	2.86	3.3%	35%	False	False	150,761
20	90.69	83.30	7.39	8.5%	2.77	3.2%	49%	False	False	110,406
40	101.39	76.61	24.78	28.5%	3.29	3.8%	42%	False	False	80,565
60	101.39	76.61	24.78	28.5%	3.01	3.5%	42%	False	False	63,259
80	104.85	76.61	28.24	32.5%	2.92	3.4%	37%	False	False	51,847
100	115.57	76.61	38.96	44.8%	3.08	3.5%	26%	False	False	43,363
120	115.57	76.61	38.96	44.8%	2.88	3.3%	26%	False	False	37,448

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.63
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	98.01
2.618	94.04
1.618	91.61
1.000	90.11
0.618	89.18
HIGH	87.68
0.618	86.75
0.500	86.47
0.382	86.18
LOW	85.25
0.618	83.75
1.000	82.82
1.618	81.32
2.618	78.89
4.250	74.92

Fisher Pivots for day following 20-Sep-2011
Pivot	1 day	3 day
R1	86.77	87.42
PP	86.62	87.25
S1	86.47	87.09

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

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