NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 18-Nov-2011

Day Change Summary
	Previous	Current
	17-Nov-2011	18-Nov-2011	Change	Change %	Previous Week
Open	101.76	98.61	-3.15	-3.1%	99.30
High	103.37	100.15	-3.22	-3.1%	103.37
Low	98.28	96.64	-1.64	-1.7%	96.64
Close	98.82	97.41	-1.41	-1.4%	97.41
Range	5.09	3.51	-1.58	-31.0%	6.73
ATR	3.22	3.24	0.02	0.6%	0.00
Volume	142,927	35,421	-107,506	-75.2%	1,114,389

Daily Pivots for day following 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.60	106.51	99.34
R3	105.09	103.00	98.38
R2	101.58	101.58	98.05
R1	99.49	99.49	97.73	98.78
PP	98.07	98.07	98.07	97.71
S1	95.98	95.98	97.09	95.27
S2	94.56	94.56	96.77
S3	91.05	92.47	96.44
S4	87.54	88.96	95.48

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	119.33	115.10	101.11
R3	112.60	108.37	99.26
R2	105.87	105.87	98.64
R1	101.64	101.64	98.03	100.39
PP	99.14	99.14	99.14	98.52
S1	94.91	94.91	96.79	93.66
S2	92.41	92.41	96.18
S3	85.68	88.18	95.56
S4	78.95	81.45	93.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.37	96.64	6.73	6.9%	3.59	3.7%	11%	False	True	222,877
10	103.37	93.23	10.14	10.4%	3.12	3.2%	41%	False	False	263,822
20	103.37	87.00	16.37	16.8%	3.19	3.3%	64%	False	False	292,365
40	103.37	75.15	28.22	29.0%	3.26	3.3%	79%	False	False	228,166
60	103.37	75.15	28.22	29.0%	3.15	3.2%	79%	False	False	182,509
80	103.37	75.15	28.22	29.0%	3.34	3.4%	79%	False	False	156,150
100	103.37	75.15	28.22	29.0%	3.17	3.3%	79%	False	False	135,073
120	104.20	75.15	29.05	29.8%	3.09	3.2%	77%	False	False	122,782

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.86
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115.07
2.618	109.34
1.618	105.83
1.000	103.66
0.618	102.32
HIGH	100.15
0.618	98.81
0.500	98.40
0.382	97.98
LOW	96.64
0.618	94.47
1.000	93.13
1.618	90.96
2.618	87.45
4.250	81.72

Fisher Pivots for day following 18-Nov-2011
Pivot	1 day	3 day
R1	98.40	100.01
PP	98.07	99.14
S1	97.74	98.28

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

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