NYMEX Light Sweet Crude Oil Future May 2012

Trading Metrics calculated at close of trading on 02-Nov-2011

Day Change Summary
	Previous	Current
	01-Nov-2011	02-Nov-2011	Change	Change %	Previous Week
Open	90.26	92.52	2.26	2.5%	88.75
High	90.98	92.72	1.74	1.9%	93.62
Low	88.58	91.82	3.24	3.7%	88.04
Close	91.52	91.82	0.30	0.3%	92.90
Range	2.40	0.90	-1.50	-62.5%	5.58
ATR	2.78	2.67	-0.11	-4.1%	0.00
Volume	6,044	19,011	12,967	214.5%	89,161

Daily Pivots for day following 02-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	94.82	94.22	92.32
R3	93.92	93.32	92.07
R2	93.02	93.02	91.99
R1	92.42	92.42	91.90	92.27
PP	92.12	92.12	92.12	92.05
S1	91.52	91.52	91.74	91.37
S2	91.22	91.22	91.66
S3	90.32	90.62	91.57
S4	89.42	89.72	91.33

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.26	106.16	95.97
R3	102.68	100.58	94.43
R2	97.10	97.10	93.92
R1	95.00	95.00	93.41	96.05
PP	91.52	91.52	91.52	92.05
S1	89.42	89.42	92.39	90.47
S2	85.94	85.94	91.88
S3	80.36	83.84	91.37
S4	74.78	78.26	89.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.62	88.58	5.04	5.5%	1.84	2.0%	64%	False	False	13,450
10	93.62	84.95	8.67	9.4%	2.27	2.5%	79%	False	False	13,888
20	93.62	80.09	13.53	14.7%	2.41	2.6%	87%	False	False	11,765
40	93.62	76.44	17.18	18.7%	2.49	2.7%	90%	False	False	9,222

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 46 trading days

Fibonacci Retracements and Extensions
4.250	96.55
2.618	95.08
1.618	94.18
1.000	93.62
0.618	93.28
HIGH	92.72
0.618	92.38
0.500	92.27
0.382	92.16
LOW	91.82
0.618	91.26
1.000	90.92
1.618	90.36
2.618	89.46
4.250	88.00

Fisher Pivots for day following 02-Nov-2011
Pivot	1 day	3 day
R1	92.27	91.47
PP	92.12	91.11
S1	91.97	90.76

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

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