NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 08-Nov-2011

Day Change Summary
	Previous	Current
	07-Nov-2011	08-Nov-2011	Change	Change %	Previous Week
Open	93.85	95.32	1.47	1.6%	92.74
High	95.73	96.43	0.70	0.7%	94.06
Low	93.19	95.00	1.81	1.9%	88.43
Close	95.26	96.29	1.03	1.1%	93.85
Range	2.54	1.43	-1.11	-43.7%	5.63
ATR	2.81	2.71	-0.10	-3.5%	0.00
Volume	19,243	24,875	5,632	29.3%	117,425

Daily Pivots for day following 08-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.20	99.67	97.08
R3	98.77	98.24	96.68
R2	97.34	97.34	96.55
R1	96.81	96.81	96.42	97.08
PP	95.91	95.91	95.91	96.04
S1	95.38	95.38	96.16	95.65
S2	94.48	94.48	96.03
S3	93.05	93.95	95.90
S4	91.62	92.52	95.50

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	96.43	90.09	6.34	6.6%	2.28	2.4%	98%	True	False	23,915
10	96.43	88.43	8.00	8.3%	2.43	2.5%	98%	True	False	30,105
20	96.43	84.37	12.06	12.5%	2.54	2.6%	99%	True	False	29,473
40	96.43	76.65	19.78	20.5%	2.73	2.8%	99%	True	False	24,824

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.40
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	102.51
2.618	100.17
1.618	98.74
1.000	97.86
0.618	97.31
HIGH	96.43
0.618	95.88
0.500	95.72
0.382	95.55
LOW	95.00
0.618	94.12
1.000	93.57
1.618	92.69
2.618	91.26
4.250	88.92

Fisher Pivots for day following 08-Nov-2011
Pivot	1 day	3 day
R1	96.10	95.68
PP	95.91	95.07
S1	95.72	94.46

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

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