NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 01-Nov-2011

Day Change Summary
	Previous	Current
	31-Oct-2011	01-Nov-2011	Change	Change %	Previous Week
Open	93.53	92.58	-0.95	-1.0%	87.05
High	93.80	92.88	-0.92	-1.0%	94.65
Low	91.36	89.17	-2.19	-2.4%	87.00
Close	93.19	92.19	-1.00	-1.1%	93.32
Range	2.44	3.71	1.27	52.0%	7.65
ATR	3.30	3.35	0.05	1.6%	0.00
Volume	201,050	325,567	124,517	61.9%	1,877,449

Daily Pivots for day following 01-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.54	101.08	94.23
R3	98.83	97.37	93.21
R2	95.12	95.12	92.87
R1	93.66	93.66	92.53	92.54
PP	91.41	91.41	91.41	90.85
S1	89.95	89.95	91.85	88.83
S2	87.70	87.70	91.51
S3	83.99	86.24	91.17
S4	80.28	82.53	90.15

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.61	111.61	97.53
R3	106.96	103.96	95.42
R2	99.31	99.31	94.72
R1	96.31	96.31	94.02	97.81
PP	91.66	91.66	91.66	92.41
S1	88.66	88.66	92.62	90.16
S2	84.01	84.01	91.92
S3	76.36	81.01	91.22
S4	68.71	73.36	89.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.25	89.17	5.08	5.5%	3.10	3.4%	59%	False	True	296,219
10	94.65	84.22	10.43	11.3%	3.34	3.6%	76%	False	False	338,794
20	94.65	77.13	17.52	19.0%	3.12	3.4%	86%	False	False	246,271
40	94.65	75.15	19.50	21.2%	3.28	3.6%	87%	False	False	172,672
60	94.65	75.15	19.50	21.2%	3.31	3.6%	87%	False	False	142,790
80	101.83	75.15	26.68	28.9%	3.26	3.5%	64%	False	False	121,138
100	101.83	75.15	26.68	28.9%	3.14	3.4%	64%	False	False	108,706
120	105.14	75.15	29.99	32.5%	3.07	3.3%	57%	False	False	99,158

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.54
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	108.65
2.618	102.59
1.618	98.88
1.000	96.59
0.618	95.17
HIGH	92.88
0.618	91.46
0.500	91.03
0.382	90.59
LOW	89.17
0.618	86.88
1.000	85.46
1.618	83.17
2.618	79.46
4.250	73.40

Fisher Pivots for day following 01-Nov-2011
Pivot	1 day	3 day
R1	91.80	91.98
PP	91.41	91.76
S1	91.03	91.55

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

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