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 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | 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 | 
                             
             
         |