NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 04-Nov-2011

Day Change Summary
	Previous	Current
	03-Nov-2011	04-Nov-2011	Change	Change %	Previous Week
Open	90.48	92.92	2.44	2.7%	92.74
High	93.49	94.06	0.57	0.6%	94.06
Low	90.12	92.49	2.37	2.6%	88.43
Close	93.23	93.85	0.62	0.7%	93.85
Range	3.37	1.57	-1.80	-53.4%	5.63
ATR	2.93	2.83	-0.10	-3.3%	0.00
Volume	22,983	24,871	1,888	8.2%	117,425

Daily Pivots for day following 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	98.18	97.58	94.71
R3	96.61	96.01	94.28
R2	95.04	95.04	94.14
R1	94.44	94.44	93.99	94.74
PP	93.47	93.47	93.47	93.62
S1	92.87	92.87	93.71	93.17
S2	91.90	91.90	93.56
S3	90.33	91.30	93.42
S4	88.76	89.73	92.99

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.00	107.06	96.95
R3	103.37	101.43	95.40
R2	97.74	97.74	94.88
R1	95.80	95.80	94.37	96.77
PP	92.11	92.11	92.11	92.60
S1	90.17	90.17	93.33	91.14
S2	86.48	86.48	92.82
S3	80.85	84.54	92.30
S4	75.22	78.91	90.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.06	88.43	5.63	6.0%	2.59	2.8%	96%	True	False	23,485
10	94.06	87.62	6.44	6.9%	2.61	2.8%	97%	True	False	34,831
20	94.06	84.11	9.95	10.6%	2.59	2.8%	98%	True	False	29,201
40	94.06	76.65	17.41	18.6%	2.78	3.0%	99%	True	False	24,635

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.31
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	100.73
2.618	98.17
1.618	96.60
1.000	95.63
0.618	95.03
HIGH	94.06
0.618	93.46
0.500	93.28
0.382	93.09
LOW	92.49
0.618	91.52
1.000	90.92
1.618	89.95
2.618	88.38
4.250	85.82

Fisher Pivots for day following 04-Nov-2011
Pivot	1 day	3 day
R1	93.66	93.26
PP	93.47	92.67
S1	93.28	92.08

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

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