NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 12-Oct-2011

Day Change Summary
	Previous	Current
	11-Oct-2011	12-Oct-2011	Change	Change %	Previous Week
Open	85.83	85.45	-0.38	-0.4%	78.72
High	86.81	86.76	-0.05	-0.1%	84.16
Low	84.16	84.71	0.55	0.7%	75.15
Close	86.01	85.78	-0.23	-0.3%	83.17
Range	2.65	2.05	-0.60	-22.6%	9.01
ATR	3.50	3.40	-0.10	-3.0%	0.00
Volume	150,237	129,356	-20,881	-13.9%	725,088

Daily Pivots for day following 12-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	91.90	90.89	86.91
R3	89.85	88.84	86.34
R2	87.80	87.80	86.16
R1	86.79	86.79	85.97	87.30
PP	85.75	85.75	85.75	86.00
S1	84.74	84.74	85.59	85.25
S2	83.70	83.70	85.40
S3	81.65	82.69	85.22
S4	79.60	80.64	84.65

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.86	104.52	88.13
R3	98.85	95.51	85.65
R2	89.84	89.84	84.82
R1	86.50	86.50	84.00	88.17
PP	80.83	80.83	80.83	81.66
S1	77.49	77.49	82.34	79.16
S2	71.82	71.82	81.52
S3	62.81	68.48	80.69
S4	53.80	59.47	78.21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.81	79.24	7.57	8.8%	2.88	3.4%	86%	False	False	141,309
10	86.81	75.15	11.66	13.6%	3.31	3.9%	91%	False	False	133,729
20	90.45	75.15	15.30	17.8%	3.41	4.0%	69%	False	False	111,054
40	90.96	75.15	15.81	18.4%	3.23	3.8%	67%	False	False	98,163
60	101.83	75.15	26.68	31.1%	3.29	3.8%	40%	False	False	87,952
80	101.83	75.15	26.68	31.1%	3.13	3.7%	40%	False	False	79,970
100	105.14	75.15	29.99	35.0%	3.05	3.6%	35%	False	False	75,080
120	115.50	75.15	40.35	47.0%	3.19	3.7%	26%	False	False	70,629

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.87
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	95.47
2.618	92.13
1.618	90.08
1.000	88.81
0.618	88.03
HIGH	86.76
0.618	85.98
0.500	85.74
0.382	85.49
LOW	84.71
0.618	83.44
1.000	82.66
1.618	81.39
2.618	79.34
4.250	76.00

Fisher Pivots for day following 12-Oct-2011
Pivot	1 day	3 day
R1	85.77	85.50
PP	85.75	85.21
S1	85.74	84.93

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

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