NYMEX Light Sweet Crude Oil Future March 2012

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

Day Change Summary
	Previous	Current
	25-Nov-2011	28-Nov-2011	Change	Change %	Previous Week
Open	96.01	97.72	1.71	1.8%	97.30
High	97.71	100.89	3.18	3.3%	98.91
Low	95.30	97.37	2.07	2.2%	95.30
Close	97.03	98.43	1.40	1.4%	97.03
Range	2.41	3.52	1.11	46.1%	3.61
ATR	2.78	2.86	0.08	2.8%	0.00
Volume	43,709	28,180	-15,529	-35.5%	182,535

Daily Pivots for day following 28-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.46	107.46	100.37
R3	105.94	103.94	99.40
R2	102.42	102.42	99.08
R1	100.42	100.42	98.75	101.42
PP	98.90	98.90	98.90	99.40
S1	96.90	96.90	98.11	97.90
S2	95.38	95.38	97.78
S3	91.86	93.38	97.46
S4	88.34	89.86	96.49

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.91	106.08	99.02
R3	104.30	102.47	98.02
R2	100.69	100.69	97.69
R1	98.86	98.86	97.36	97.97
PP	97.08	97.08	97.08	96.64
S1	95.25	95.25	96.70	94.36
S2	93.47	93.47	96.37
S3	89.86	91.64	96.04
S4	86.25	88.03	95.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.89	95.30	5.59	5.7%	2.52	2.6%	56%	True	False	42,143
10	103.20	95.30	7.90	8.0%	2.90	2.9%	40%	False	False	45,022
20	103.20	88.85	14.35	14.6%	2.69	2.7%	67%	False	False	38,183
40	103.20	75.90	27.30	27.7%	2.74	2.8%	83%	False	False	33,058
60	103.20	75.90	27.30	27.7%	2.84	2.9%	83%	False	False	26,778
80	103.20	75.90	27.30	27.7%	2.90	2.9%	83%	False	False	22,694
100	103.20	75.90	27.30	27.7%	2.75	2.8%	83%	False	False	19,397

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.59
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	115.85
2.618	110.11
1.618	106.59
1.000	104.41
0.618	103.07
HIGH	100.89
0.618	99.55
0.500	99.13
0.382	98.71
LOW	97.37
0.618	95.19
1.000	93.85
1.618	91.67
2.618	88.15
4.250	82.41

Fisher Pivots for day following 28-Nov-2011
Pivot	1 day	3 day
R1	99.13	98.32
PP	98.90	98.21
S1	98.66	98.10

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

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