NYMEX Light Sweet Crude Oil Future May 2012

Trading Metrics calculated at close of trading on 12-Oct-2011

Day Change Summary
	Previous	Current
	11-Oct-2011	12-Oct-2011	Change	Change %	Previous Week
Open	84.89	85.49	0.60	0.7%	79.37
High	87.18	87.23	0.05	0.1%	84.71
Low	84.82	85.49	0.67	0.8%	76.44
Close	86.66	86.48	-0.18	-0.2%	83.58
Range	2.36	1.74	-0.62	-26.3%	8.27
ATR	2.91	2.83	-0.08	-2.9%	0.00
Volume	9,508	13,200	3,692	38.8%	41,952

Daily Pivots for day following 12-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	91.62	90.79	87.44
R3	89.88	89.05	86.96
R2	88.14	88.14	86.80
R1	87.31	87.31	86.64	87.73
PP	86.40	86.40	86.40	86.61
S1	85.57	85.57	86.32	85.99
S2	84.66	84.66	86.16
S3	82.92	83.83	86.00
S4	81.18	82.09	85.52

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.39	103.25	88.13
R3	98.12	94.98	85.85
R2	89.85	89.85	85.10
R1	86.71	86.71	84.34	88.28
PP	81.58	81.58	81.58	82.36
S1	78.44	78.44	82.82	80.01
S2	73.31	73.31	82.06
S3	65.04	70.17	81.31
S4	56.77	61.90	79.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.23	80.09	7.14	8.3%	2.53	2.9%	89%	True	False	10,015
10	87.23	76.44	10.79	12.5%	2.66	3.1%	93%	True	False	8,056
20	91.22	76.44	14.78	17.1%	2.78	3.2%	68%	False	False	7,196
40	91.59	76.44	15.15	17.5%	2.36	2.7%	66%	False	False	6,715

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	0.55
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	94.63
2.618	91.79
1.618	90.05
1.000	88.97
0.618	88.31
HIGH	87.23
0.618	86.57
0.500	86.36
0.382	86.15
LOW	85.49
0.618	84.41
1.000	83.75
1.618	82.67
2.618	80.93
4.250	78.10

Fisher Pivots for day following 12-Oct-2011
Pivot	1 day	3 day
R1	86.44	86.20
PP	86.40	85.91
S1	86.36	85.63

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

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