NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 03-Oct-2011

Day Change Summary
	Previous	Current
	30-Sep-2011	03-Oct-2011	Change	Change %	Previous Week
Open	83.37	79.06	-4.31	-5.2%	80.55
High	83.44	80.02	-3.42	-4.1%	85.24
Low	78.85	77.10	-1.75	-2.2%	77.70
Close	79.46	78.04	-1.42	-1.8%	79.46
Range	4.59	2.92	-1.67	-36.4%	7.54
ATR	3.52	3.48	-0.04	-1.2%	0.00
Volume	36,248	56,346	20,098	55.4%	170,629

Daily Pivots for day following 03-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	87.15	85.51	79.65
R3	84.23	82.59	78.84
R2	81.31	81.31	78.58
R1	79.67	79.67	78.31	79.03
PP	78.39	78.39	78.39	78.07
S1	76.75	76.75	77.77	76.11
S2	75.47	75.47	77.50
S3	72.55	73.83	77.24
S4	69.63	70.91	76.43

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.42	98.98	83.61
R3	95.88	91.44	81.53
R2	88.34	88.34	80.84
R1	83.90	83.90	80.15	82.35
PP	80.80	80.80	80.80	80.03
S1	76.36	76.36	78.77	74.81
S2	73.26	73.26	78.08
S3	65.72	68.82	77.39
S4	58.18	61.28	75.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.24	77.10	8.14	10.4%	3.91	5.0%	12%	False	True	36,472
10	88.50	77.10	11.40	14.6%	3.84	4.9%	8%	False	True	34,374
20	91.14	77.10	14.04	18.0%	3.32	4.3%	7%	False	True	31,475
40	91.14	77.10	14.04	18.0%	3.28	4.2%	7%	False	True	25,106
60	102.12	77.10	25.02	32.1%	3.06	3.9%	4%	False	True	19,755
80	104.09	77.10	26.99	34.6%	2.86	3.7%	3%	False	True	17,143
100	105.30	77.10	28.20	36.1%	2.76	3.5%	3%	False	True	15,058

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.74
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	92.43
2.618	87.66
1.618	84.74
1.000	82.94
0.618	81.82
HIGH	80.02
0.618	78.90
0.500	78.56
0.382	78.22
LOW	77.10
0.618	75.30
1.000	74.18
1.618	72.38
2.618	69.46
4.250	64.69

Fisher Pivots for day following 03-Oct-2011
Pivot	1 day	3 day
R1	78.56	80.77
PP	78.39	79.86
S1	78.21	78.95

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

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