NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 28-Oct-2011

Day Change Summary
	Previous	Current
	27-Oct-2011	28-Oct-2011	Change	Change %	Previous Week
Open	91.07	93.51	2.44	2.7%	87.48
High	93.98	93.51	-0.47	-0.5%	93.98
Low	91.04	91.80	0.76	0.8%	87.40
Close	93.54	93.09	-0.45	-0.5%	93.09
Range	2.94	1.71	-1.23	-41.8%	6.58
ATR	3.11	3.02	-0.10	-3.2%	0.00
Volume	41,592	38,997	-2,595	-6.2%	238,073

Daily Pivots for day following 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	97.93	97.22	94.03
R3	96.22	95.51	93.56
R2	94.51	94.51	93.40
R1	93.80	93.80	93.25	93.30
PP	92.80	92.80	92.80	92.55
S1	92.09	92.09	92.93	91.59
S2	91.09	91.09	92.78
S3	89.38	90.38	92.62
S4	87.67	88.67	92.15

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	111.23	108.74	96.71
R3	104.65	102.16	94.90
R2	98.07	98.07	94.30
R1	95.58	95.58	93.69	96.83
PP	91.49	91.49	91.49	92.11
S1	89.00	89.00	92.49	90.25
S2	84.91	84.91	91.88
S3	78.33	82.42	91.28
S4	71.75	75.84	89.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.98	87.40	6.58	7.1%	2.96	3.2%	86%	False	False	47,614
10	93.98	84.69	9.29	10.0%	2.92	3.1%	90%	False	False	34,493
20	93.98	75.90	18.08	19.4%	2.78	3.0%	95%	False	False	27,934
40	93.98	75.90	18.08	19.4%	2.92	3.1%	95%	False	False	21,076
60	93.98	75.90	18.08	19.4%	2.97	3.2%	95%	False	False	17,531
80	102.81	75.90	26.91	28.9%	2.76	3.0%	64%	False	False	14,701

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	100.78
2.618	97.99
1.618	96.28
1.000	95.22
0.618	94.57
HIGH	93.51
0.618	92.86
0.500	92.66
0.382	92.45
LOW	91.80
0.618	90.74
1.000	90.09
1.618	89.03
2.618	87.32
4.250	84.53

Fisher Pivots for day following 28-Oct-2011
Pivot	1 day	3 day
R1	92.95	92.70
PP	92.80	92.32
S1	92.66	91.93

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

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