NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 11-Nov-2011

Day Change Summary
	Previous	Current
	10-Nov-2011	11-Nov-2011	Change	Change %	Previous Week
Open	94.95	96.60	1.65	1.7%	93.85
High	97.24	98.15	0.91	0.9%	98.15
Low	94.60	96.54	1.94	2.1%	93.19
Close	97.00	98.12	1.12	1.2%	98.12
Range	2.64	1.61	-1.03	-39.0%	4.96
ATR	2.71	2.63	-0.08	-2.9%	0.00
Volume	34,422	31,722	-2,700	-7.8%	141,606

Daily Pivots for day following 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.43	101.89	99.01
R3	100.82	100.28	98.56
R2	99.21	99.21	98.42
R1	98.67	98.67	98.27	98.94
PP	97.60	97.60	97.60	97.74
S1	97.06	97.06	97.97	97.33
S2	95.99	95.99	97.82
S3	94.38	95.45	97.68
S4	92.77	93.84	97.23

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	111.37	109.70	100.85
R3	106.41	104.74	99.48
R2	101.45	101.45	99.03
R1	99.78	99.78	98.57	100.62
PP	96.49	96.49	96.49	96.90
S1	94.82	94.82	97.67	95.66
S2	91.53	91.53	97.21
S3	86.57	89.86	96.76
S4	81.61	84.90	95.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.15	93.19	4.96	5.1%	2.19	2.2%	99%	True	False	28,321
10	98.15	88.43	9.72	9.9%	2.39	2.4%	100%	True	False	25,903
20	98.15	85.00	13.15	13.4%	2.54	2.6%	100%	True	False	30,207
40	98.15	76.65	21.50	21.9%	2.77	2.8%	100%	True	False	25,779

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	0.27
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	104.99
2.618	102.36
1.618	100.75
1.000	99.76
0.618	99.14
HIGH	98.15
0.618	97.53
0.500	97.35
0.382	97.16
LOW	96.54
0.618	95.55
1.000	94.93
1.618	93.94
2.618	92.33
4.250	89.70

Fisher Pivots for day following 11-Nov-2011
Pivot	1 day	3 day
R1	97.86	97.45
PP	97.60	96.77
S1	97.35	96.10

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

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