NYMEX Light Sweet Crude Oil Future April 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	77.48	79.00	1.52	2.0%	80.82
High	78.85	80.43	1.58	2.0%	85.85
Low	76.15	78.03	1.88	2.5%	78.72
Close	76.78	80.43	3.65	4.8%	80.02
Range	2.70	2.40	-0.30	-11.1%	7.13
ATR	3.13	3.17	0.04	1.2%	0.00
Volume	5,521	8,801	3,280	59.4%	33,295

Daily Pivots for day following 05-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	86.83	86.03	81.75
R3	84.43	83.63	81.09
R2	82.03	82.03	80.87
R1	81.23	81.23	80.65	81.63
PP	79.63	79.63	79.63	79.83
S1	78.83	78.83	80.21	79.23
S2	77.23	77.23	79.99
S3	74.83	76.43	79.77
S4	72.43	74.03	79.11

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.92	98.60	83.94
R3	95.79	91.47	81.98
R2	88.66	88.66	81.33
R1	84.34	84.34	80.67	82.94
PP	81.53	81.53	81.53	80.83
S1	77.21	77.21	79.37	75.81
S2	74.40	74.40	78.71
S3	67.27	70.08	78.06
S4	60.14	62.95	76.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.78	76.15	8.63	10.7%	3.16	3.9%	50%	False	False	6,682
10	85.85	76.15	9.70	12.1%	3.44	4.3%	44%	False	False	7,155
20	91.22	76.15	15.07	18.7%	2.88	3.6%	28%	False	False	7,707
40	91.44	76.15	15.29	19.0%	2.68	3.3%	28%	False	False	6,960

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	0.87
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	90.63
2.618	86.71
1.618	84.31
1.000	82.83
0.618	81.91
HIGH	80.43
0.618	79.51
0.500	79.23
0.382	78.95
LOW	78.03
0.618	76.55
1.000	75.63
1.618	74.15
2.618	71.75
4.250	67.83

Fisher Pivots for day following 05-Oct-2011
Pivot	1 day	3 day
R1	80.03	79.73
PP	79.63	79.03
S1	79.23	78.34

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

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