NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 16-Nov-2011

Day Change Summary
	Previous	Current
	15-Nov-2011	16-Nov-2011	Change	Change %	Previous Week
Open	98.04	99.33	1.29	1.3%	94.40
High	99.84	102.89	3.05	3.1%	99.40
Low	97.51	98.39	0.88	0.9%	93.23
Close	99.37	102.59	3.22	3.2%	98.99
Range	2.33	4.50	2.17	93.1%	6.17
ATR	2.97	3.08	0.11	3.7%	0.00
Volume	277,573	356,363	78,790	28.4%	1,523,834

Daily Pivots for day following 16-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.79	113.19	105.07
R3	110.29	108.69	103.83
R2	105.79	105.79	103.42
R1	104.19	104.19	103.00	104.99
PP	101.29	101.29	101.29	101.69
S1	99.69	99.69	102.18	100.49
S2	96.79	96.79	101.77
S3	92.29	95.19	101.35
S4	87.79	90.69	100.12

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	115.72	113.52	102.38
R3	109.55	107.35	100.69
R2	103.38	103.38	100.12
R1	101.18	101.18	99.56	102.28
PP	97.21	97.21	97.21	97.76
S1	95.01	95.01	98.42	96.11
S2	91.04	91.04	97.86
S3	84.87	88.84	97.29
S4	78.70	82.67	95.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.89	95.20	7.69	7.5%	2.91	2.8%	96%	True	False	298,782
10	102.89	90.87	12.02	11.7%	2.84	2.8%	98%	True	False	301,458
20	102.89	84.22	18.67	18.2%	3.05	3.0%	98%	True	False	315,773
40	102.89	75.15	27.74	27.0%	3.28	3.2%	99%	True	False	230,126
60	102.89	75.15	27.74	27.0%	3.10	3.0%	99%	True	False	181,788
80	102.89	75.15	27.74	27.0%	3.28	3.2%	99%	True	False	155,144
100	102.89	75.15	27.74	27.0%	3.14	3.1%	99%	True	False	134,385
120	105.14	75.15	29.99	29.2%	3.07	3.0%	91%	False	False	122,012

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.77
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	122.02
2.618	114.67
1.618	110.17
1.000	107.39
0.618	105.67
HIGH	102.89
0.618	101.17
0.500	100.64
0.382	100.11
LOW	98.39
0.618	95.61
1.000	93.89
1.618	91.11
2.618	86.61
4.250	79.27

Fisher Pivots for day following 16-Nov-2011
Pivot	1 day	3 day
R1	101.94	101.74
PP	101.29	100.89
S1	100.64	100.04

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

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