NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 02-Nov-2011

Day Change Summary
	Previous	Current
	01-Nov-2011	02-Nov-2011	Change	Change %	Previous Week
Open	92.41	91.32	-1.09	-1.2%	87.42
High	92.73	93.60	0.87	0.9%	94.22
Low	89.05	90.91	1.86	2.1%	87.14
Close	92.05	92.35	0.30	0.3%	93.24
Range	3.68	2.69	-0.99	-26.9%	7.08
ATR	3.22	3.18	-0.04	-1.2%	0.00
Volume	43,846	88,060	44,214	100.8%	632,464

Daily Pivots for day following 02-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.36	99.04	93.83
R3	97.67	96.35	93.09
R2	94.98	94.98	92.84
R1	93.66	93.66	92.60	94.32
PP	92.29	92.29	92.29	92.62
S1	90.97	90.97	92.10	91.63
S2	89.60	89.60	91.86
S3	86.91	88.28	91.61
S4	84.22	85.59	90.87

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	112.77	110.09	97.13
R3	105.69	103.01	95.19
R2	98.61	98.61	94.54
R1	95.93	95.93	93.89	97.27
PP	91.53	91.53	91.53	92.21
S1	88.85	88.85	92.59	90.19
S2	84.45	84.45	91.94
S3	77.37	81.77	91.29
S4	70.29	74.69	89.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.16	89.05	5.11	5.5%	2.76	3.0%	65%	False	False	84,268
10	94.22	84.38	9.84	10.7%	3.11	3.4%	81%	False	False	96,025
20	94.22	79.36	14.86	16.1%	3.00	3.2%	87%	False	False	78,189
40	94.22	75.35	18.87	20.4%	3.12	3.4%	90%	False	False	56,235
60	94.22	75.35	18.87	20.4%	3.09	3.4%	90%	False	False	43,758
80	102.12	75.35	26.77	29.0%	3.05	3.3%	64%	False	False	35,218
100	102.12	75.35	26.77	29.0%	2.89	3.1%	64%	False	False	29,982
120	105.30	75.35	29.95	32.4%	2.79	3.0%	57%	False	False	26,202

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	0.44
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	105.03
2.618	100.64
1.618	97.95
1.000	96.29
0.618	95.26
HIGH	93.60
0.618	92.57
0.500	92.26
0.382	91.94
LOW	90.91
0.618	89.25
1.000	88.22
1.618	86.56
2.618	83.87
4.250	79.48

Fisher Pivots for day following 02-Nov-2011
Pivot	1 day	3 day
R1	92.32	92.01
PP	92.29	91.67
S1	92.26	91.33

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

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