NYMEX Light Sweet Crude Oil Future May 2012

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

Day Change Summary
	Previous	Current
	02-Nov-2011	03-Nov-2011	Change	Change %	Previous Week
Open	92.52	91.43	-1.09	-1.2%	88.75
High	92.72	93.45	0.73	0.8%	93.62
Low	91.82	90.61	-1.21	-1.3%	88.04
Close	91.82	93.35	1.53	1.7%	92.90
Range	0.90	2.84	1.94	215.6%	5.58
ATR	2.67	2.68	0.01	0.5%	0.00
Volume	19,011	10,476	-8,535	-44.9%	89,161

Daily Pivots for day following 03-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.99	100.01	94.91
R3	98.15	97.17	94.13
R2	95.31	95.31	93.87
R1	94.33	94.33	93.61	94.82
PP	92.47	92.47	92.47	92.72
S1	91.49	91.49	93.09	91.98
S2	89.63	89.63	92.83
S3	86.79	88.65	92.57
S4	83.95	85.81	91.79

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	93.45	88.58	4.87	5.2%	1.86	2.0%	98%	True	False	12,472
10	93.62	86.76	6.86	7.3%	2.29	2.5%	96%	False	False	14,351
20	93.62	82.09	11.53	12.4%	2.37	2.5%	98%	False	False	11,777
40	93.62	76.44	17.18	18.4%	2.54	2.7%	98%	False	False	9,381

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	105.52
2.618	100.89
1.618	98.05
1.000	96.29
0.618	95.21
HIGH	93.45
0.618	92.37
0.500	92.03
0.382	91.69
LOW	90.61
0.618	88.85
1.000	87.77
1.618	86.01
2.618	83.17
4.250	78.54

Fisher Pivots for day following 03-Nov-2011
Pivot	1 day	3 day
R1	92.91	92.57
PP	92.47	91.79
S1	92.03	91.02

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

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