NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 04-Oct-2011

Day Change Summary
	Previous	Current
	03-Oct-2011	04-Oct-2011	Change	Change %	Previous Week
Open	79.06	76.94	-2.12	-2.7%	80.55
High	80.02	78.32	-1.70	-2.1%	85.24
Low	77.10	75.35	-1.75	-2.3%	77.70
Close	78.04	76.07	-1.97	-2.5%	79.46
Range	2.92	2.97	0.05	1.7%	7.54
ATR	3.48	3.44	-0.04	-1.0%	0.00
Volume	56,346	46,414	-9,932	-17.6%	170,629

Daily Pivots for day following 04-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	85.49	83.75	77.70
R3	82.52	80.78	76.89
R2	79.55	79.55	76.61
R1	77.81	77.81	76.34	77.20
PP	76.58	76.58	76.58	76.27
S1	74.84	74.84	75.80	74.23
S2	73.61	73.61	75.53
S3	70.64	71.87	75.25
S4	67.67	68.90	74.44

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	85.11	75.35	9.76	12.8%	3.75	4.9%	7%	False	True	40,363
10	88.50	75.35	13.15	17.3%	3.90	5.1%	5%	False	True	36,483
20	91.14	75.35	15.79	20.8%	3.30	4.3%	5%	False	True	32,756
40	91.14	75.35	15.79	20.8%	3.25	4.3%	5%	False	True	25,862
60	102.12	75.35	26.77	35.2%	3.08	4.1%	3%	False	True	20,341
80	102.12	75.35	26.77	35.2%	2.86	3.8%	3%	False	True	17,556
100	105.30	75.35	29.95	39.4%	2.75	3.6%	2%	False	True	15,422

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.85
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.94
2.618	86.10
1.618	83.13
1.000	81.29
0.618	80.16
HIGH	78.32
0.618	77.19
0.500	76.84
0.382	76.48
LOW	75.35
0.618	73.51
1.000	72.38
1.618	70.54
2.618	67.57
4.250	62.73

Fisher Pivots for day following 04-Oct-2011
Pivot	1 day	3 day
R1	76.84	79.40
PP	76.58	78.29
S1	76.33	77.18

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

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