NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 27-Oct-2011

Day Change Summary
	Previous	Current
	26-Oct-2011	27-Oct-2011	Change	Change %	Previous Week
Open	91.43	91.35	-0.08	-0.1%	88.32
High	92.58	93.65	1.07	1.2%	90.09
Low	89.60	90.72	1.12	1.3%	85.00
Close	89.79	93.20	3.41	3.8%	87.91
Range	2.98	2.93	-0.05	-1.7%	5.09
ATR	2.91	2.98	0.07	2.3%	0.00
Volume	67,085	34,991	-32,094	-47.8%	114,221

Daily Pivots for day following 27-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.31	100.19	94.81
R3	98.38	97.26	94.01
R2	95.45	95.45	93.74
R1	94.33	94.33	93.47	94.89
PP	92.52	92.52	92.52	92.81
S1	91.40	91.40	92.93	91.96
S2	89.59	89.59	92.66
S3	86.66	88.47	92.39
S4	83.73	85.54	91.59

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.94	100.51	90.71
R3	97.85	95.42	89.31
R2	92.76	92.76	88.84
R1	90.33	90.33	88.38	89.00
PP	87.67	87.67	87.67	87.00
S1	85.24	85.24	87.44	83.91
S2	82.58	82.58	86.98
S3	77.49	80.15	86.51
S4	72.40	75.06	85.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.65	86.84	6.81	7.3%	2.85	3.1%	93%	True	False	42,835
10	93.65	85.00	8.65	9.3%	2.85	3.1%	95%	True	False	33,215
20	93.65	76.65	17.00	18.2%	2.78	3.0%	97%	True	False	28,283

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	False
Stretch	0.55
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106.10
2.618	101.32
1.618	98.39
1.000	96.58
0.618	95.46
HIGH	93.65
0.618	92.53
0.500	92.19
0.382	91.84
LOW	90.72
0.618	88.91
1.000	87.79
1.618	85.98
2.618	83.05
4.250	78.27

Fisher Pivots for day following 27-Oct-2011
Pivot	1 day	3 day
R1	92.86	92.68
PP	92.52	92.15
S1	92.19	91.63

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

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