NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 05-Oct-2011

Day Change Summary
	Previous	Current
	04-Oct-2011	05-Oct-2011	Change	Change %	Previous Week
Open	76.98	78.64	1.66	2.2%	81.37
High	78.39	80.18	1.79	2.3%	85.48
Low	75.66	77.57	1.91	2.5%	77.95
Close	76.29	80.11	3.82	5.0%	79.60
Range	2.73	2.61	-0.12	-4.4%	7.53
ATR	3.28	3.32	0.04	1.3%	0.00
Volume	21,755	18,246	-3,509	-16.1%	81,947

Daily Pivots for day following 05-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	87.12	86.22	81.55
R3	84.51	83.61	80.83
R2	81.90	81.90	80.59
R1	81.00	81.00	80.35	81.45
PP	79.29	79.29	79.29	79.51
S1	78.39	78.39	79.87	78.84
S2	76.68	76.68	79.63
S3	74.07	75.78	79.39
S4	71.46	73.17	78.67

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.60	99.13	83.74
R3	96.07	91.60	81.67
R2	88.54	88.54	80.98
R1	84.07	84.07	80.29	82.54
PP	81.01	81.01	81.01	80.25
S1	76.54	76.54	78.91	75.01
S2	73.48	73.48	78.22
S3	65.95	69.01	77.53
S4	58.42	61.48	75.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.54	75.66	8.88	11.1%	3.31	4.1%	50%	False	False	18,306
10	85.75	75.66	10.09	12.6%	3.72	4.6%	44%	False	False	18,303
20	90.96	75.66	15.30	19.1%	3.06	3.8%	29%	False	False	16,073
40	91.05	75.66	15.39	19.2%	2.91	3.6%	29%	False	False	12,389
60	102.42	75.66	26.76	33.4%	2.90	3.6%	17%	False	False	10,112
80	102.42	75.66	26.76	33.4%	2.69	3.4%	17%	False	False	8,905

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	0.60
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	91.27
2.618	87.01
1.618	84.40
1.000	82.79
0.618	81.79
HIGH	80.18
0.618	79.18
0.500	78.88
0.382	78.57
LOW	77.57
0.618	75.96
1.000	74.96
1.618	73.35
2.618	70.74
4.250	66.48

Fisher Pivots for day following 05-Oct-2011
Pivot	1 day	3 day
R1	79.70	79.38
PP	79.29	78.65
S1	78.88	77.92

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

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