NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 17-Oct-2011

Day Change Summary
	Previous	Current
	14-Oct-2011	17-Oct-2011	Change	Change %	Previous Week
Open	84.93	87.66	2.73	3.2%	84.43
High	87.94	88.71	0.77	0.9%	87.94
Low	84.82	86.63	1.81	2.1%	83.95
Close	87.35	87.27	-0.08	-0.1%	87.35
Range	3.12	2.08	-1.04	-33.3%	3.99
ATR	2.94	2.87	-0.06	-2.1%	0.00
Volume	9,082	11,645	2,563	28.2%	60,368

Daily Pivots for day following 17-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	93.78	92.60	88.41
R3	91.70	90.52	87.84
R2	89.62	89.62	87.65
R1	88.44	88.44	87.46	87.99
PP	87.54	87.54	87.54	87.31
S1	86.36	86.36	87.08	85.91
S2	85.46	85.46	86.89
S3	83.38	84.28	86.70
S4	81.30	82.20	86.13

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	98.38	96.86	89.54
R3	94.39	92.87	88.45
R2	90.40	90.40	88.08
R1	88.88	88.88	87.72	89.64
PP	86.41	86.41	86.41	86.80
S1	84.89	84.89	86.98	85.65
S2	82.42	82.42	86.62
S3	78.43	80.90	86.25
S4	74.44	76.91	85.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.71	84.22	4.49	5.1%	2.27	2.6%	68%	True	False	13,010
10	88.71	76.15	12.56	14.4%	2.49	2.9%	89%	True	False	10,494
20	89.19	76.15	13.04	14.9%	2.94	3.4%	85%	False	False	8,737
40	91.44	76.15	15.29	17.5%	2.64	3.0%	73%	False	False	7,974
60	102.67	76.15	26.52	30.4%	2.67	3.1%	42%	False	False	7,049

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	0.72
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.55
2.618	94.16
1.618	92.08
1.000	90.79
0.618	90.00
HIGH	88.71
0.618	87.92
0.500	87.67
0.382	87.42
LOW	86.63
0.618	85.34
1.000	84.55
1.618	83.26
2.618	81.18
4.250	77.79

Fisher Pivots for day following 17-Oct-2011
Pivot	1 day	3 day
R1	87.67	87.00
PP	87.54	86.73
S1	87.40	86.47

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

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