NYMEX Light Sweet Crude Oil Future May 2012

Trading Metrics calculated at close of trading on 03-Oct-2011

Day Change Summary
	Previous	Current
	30-Sep-2011	03-Oct-2011	Change	Change %	Previous Week
Open	83.50	79.37	-4.13	-4.9%	80.13
High	84.25	79.88	-4.37	-5.2%	86.02
Low	80.07	78.37	-1.70	-2.1%	79.11
Close	80.29	78.99	-1.30	-1.6%	80.29
Range	4.18	1.51	-2.67	-63.9%	6.91
ATR	3.00	2.93	-0.08	-2.6%	0.00
Volume	4,525	6,810	2,285	50.5%	28,678

Daily Pivots for day following 03-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	83.61	82.81	79.82
R3	82.10	81.30	79.41
R2	80.59	80.59	79.27
R1	79.79	79.79	79.13	79.44
PP	79.08	79.08	79.08	78.90
S1	78.28	78.28	78.85	77.93
S2	77.57	77.57	78.71
S3	76.06	76.77	78.57
S4	74.55	75.26	78.16

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.54	98.32	84.09
R3	95.63	91.41	82.19
R2	88.72	88.72	81.56
R1	84.50	84.50	80.92	86.61
PP	81.81	81.81	81.81	82.86
S1	77.59	77.59	79.66	79.70
S2	74.90	74.90	79.02
S3	67.99	70.68	78.39
S4	61.08	63.77	76.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.02	78.37	7.65	9.7%	3.00	3.8%	8%	False	True	5,396
10	89.52	78.37	11.15	14.1%	3.23	4.1%	6%	False	True	5,993
20	91.46	78.37	13.09	16.6%	2.58	3.3%	5%	False	True	6,359

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	0.70
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	86.30
2.618	83.83
1.618	82.32
1.000	81.39
0.618	80.81
HIGH	79.88
0.618	79.30
0.500	79.13
0.382	78.95
LOW	78.37
0.618	77.44
1.000	76.86
1.618	75.93
2.618	74.42
4.250	71.95

Fisher Pivots for day following 03-Oct-2011
Pivot	1 day	3 day
R1	79.13	81.69
PP	79.08	80.79
S1	79.04	79.89

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

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