NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 07-Oct-2011

Day Change Summary
	Previous	Current
	06-Oct-2011	07-Oct-2011	Change	Change %	Previous Week
Open	80.66	84.00	3.34	4.1%	79.74
High	83.89	84.86	0.97	1.2%	84.86
Low	80.26	82.26	2.00	2.5%	76.65
Close	83.75	83.70	-0.05	-0.1%	83.70
Range	3.63	2.60	-1.03	-28.4%	8.21
ATR	3.25	3.20	-0.05	-1.4%	0.00
Volume	26,163	29,528	3,365	12.9%	120,792

Daily Pivots for day following 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	91.41	90.15	85.13
R3	88.81	87.55	84.42
R2	86.21	86.21	84.18
R1	84.95	84.95	83.94	84.28
PP	83.61	83.61	83.61	83.27
S1	82.35	82.35	83.46	81.68
S2	81.01	81.01	83.22
S3	78.41	79.75	82.99
S4	75.81	77.15	82.27

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.37	103.24	88.22
R3	98.16	95.03	85.96
R2	89.95	89.95	85.21
R1	86.82	86.82	84.45	88.39
PP	81.74	81.74	81.74	82.52
S1	78.61	78.61	82.95	80.18
S2	73.53	73.53	82.19
S3	65.32	70.40	81.44
S4	57.11	62.19	79.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.86	76.65	8.21	9.8%	2.80	3.3%	86%	True	False	24,158
10	86.37	76.65	9.72	11.6%	3.23	3.9%	73%	False	False	21,245
20	91.63	76.65	14.98	17.9%	2.97	3.5%	47%	False	False	20,068

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	True
Stretch	0.83
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	95.91
2.618	91.67
1.618	89.07
1.000	87.46
0.618	86.47
HIGH	84.86
0.618	83.87
0.500	83.56
0.382	83.25
LOW	82.26
0.618	80.65
1.000	79.66
1.618	78.05
2.618	75.45
4.250	71.21

Fisher Pivots for day following 07-Oct-2011
Pivot	1 day	3 day
R1	83.65	83.05
PP	83.61	82.40
S1	83.56	81.75

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

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