NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 29-Sep-2011

Day Change Summary
	Previous	Current
	28-Sep-2011	29-Sep-2011	Change	Change %	Previous Week
Open	83.76	80.67	-3.09	-3.7%	87.80
High	84.62	83.98	-0.64	-0.8%	87.99
Low	80.49	79.64	-0.85	-1.1%	77.55
Close	81.21	82.14	0.93	1.1%	79.85
Range	4.13	4.34	0.21	5.1%	10.44
ATR	3.52	3.58	0.06	1.7%	0.00
Volume	269,226	329,579	60,353	22.4%	1,656,978

Daily Pivots for day following 29-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	94.94	92.88	84.53
R3	90.60	88.54	83.33
R2	86.26	86.26	82.94
R1	84.20	84.20	82.54	85.23
PP	81.92	81.92	81.92	82.44
S1	79.86	79.86	81.74	80.89
S2	77.58	77.58	81.34
S3	73.24	75.52	80.95
S4	68.90	71.18	79.75

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.12	106.92	85.59
R3	102.68	96.48	82.72
R2	92.24	92.24	81.76
R1	86.04	86.04	80.81	83.92
PP	81.80	81.80	81.80	80.74
S1	75.60	75.60	78.89	73.48
S2	71.36	71.36	77.94
S3	60.92	65.16	76.98
S4	50.48	54.72	74.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.77	77.11	7.66	9.3%	4.21	5.1%	66%	False	False	322,191
10	89.93	77.11	12.82	15.6%	3.75	4.6%	39%	False	False	303,756
20	90.69	77.11	13.58	16.5%	3.33	4.1%	37%	False	False	201,545
40	93.27	76.61	16.66	20.3%	3.56	4.3%	33%	False	False	133,165
60	101.39	76.61	24.78	30.2%	3.25	4.0%	22%	False	False	99,269
80	104.00	76.61	27.39	33.3%	3.09	3.8%	20%	False	False	80,139
100	105.74	76.61	29.13	35.5%	3.05	3.7%	19%	False	False	66,213
120	115.57	76.61	38.96	47.4%	3.04	3.7%	14%	False	False	56,466

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.88
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	102.43
2.618	95.34
1.618	91.00
1.000	88.32
0.618	86.66
HIGH	83.98
0.618	82.32
0.500	81.81
0.382	81.30
LOW	79.64
0.618	76.96
1.000	75.30
1.618	72.62
2.618	68.28
4.250	61.20

Fisher Pivots for day following 29-Sep-2011
Pivot	1 day	3 day
R1	82.03	82.21
PP	81.92	82.18
S1	81.81	82.16

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

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