NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 07-Oct-2011

Day Change Summary
	Previous	Current
	06-Oct-2011	07-Oct-2011	Change	Change %	Previous Week
Open	80.20	83.34	3.14	3.9%	79.08
High	83.46	84.44	0.98	1.2%	84.44
Low	79.93	81.97	2.04	2.6%	76.15
Close	83.39	83.49	0.10	0.1%	83.49
Range	3.53	2.47	-1.06	-30.0%	8.29
ATR	3.19	3.14	-0.05	-1.6%	0.00
Volume	9,863	8,746	-1,117	-11.3%	40,168

Daily Pivots for day following 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	90.71	89.57	84.85
R3	88.24	87.10	84.17
R2	85.77	85.77	83.94
R1	84.63	84.63	83.72	85.20
PP	83.30	83.30	83.30	83.59
S1	82.16	82.16	83.26	82.73
S2	80.83	80.83	83.04
S3	78.36	79.69	82.81
S4	75.89	77.22	82.13

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.23	103.15	88.05
R3	97.94	94.86	85.77
R2	89.65	89.65	85.01
R1	86.57	86.57	84.25	88.11
PP	81.36	81.36	81.36	82.13
S1	78.28	78.28	82.73	79.82
S2	73.07	73.07	81.97
S3	64.78	69.99	81.21
S4	56.49	61.70	78.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.44	76.15	8.29	9.9%	2.76	3.3%	89%	True	False	8,033
10	85.85	76.15	9.70	11.6%	3.19	3.8%	76%	False	False	7,346
20	91.22	76.15	15.07	18.1%	2.95	3.5%	49%	False	False	7,869
40	91.44	76.15	15.29	18.3%	2.67	3.2%	48%	False	False	7,159
60	102.67	76.15	26.52	31.8%	2.59	3.1%	28%	False	False	6,229

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	0.99
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	94.94
2.618	90.91
1.618	88.44
1.000	86.91
0.618	85.97
HIGH	84.44
0.618	83.50
0.500	83.21
0.382	82.91
LOW	81.97
0.618	80.44
1.000	79.50
1.618	77.97
2.618	75.50
4.250	71.47

Fisher Pivots for day following 07-Oct-2011
Pivot	1 day	3 day
R1	83.40	82.74
PP	83.30	81.99
S1	83.21	81.24

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

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