NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 17-Nov-2011

Day Change Summary
	Previous	Current
	16-Nov-2011	17-Nov-2011	Change	Change %	Previous Week
Open	98.28	101.17	2.89	2.9%	93.85
High	102.00	102.55	0.55	0.5%	98.15
Low	97.75	98.06	0.31	0.3%	93.19
Close	101.78	98.56	-3.22	-3.2%	98.12
Range	4.25	4.49	0.24	5.6%	4.96
ATR	2.64	2.77	0.13	5.0%	0.00
Volume	28,895	72,743	43,848	151.7%	141,606

Daily Pivots for day following 17-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.19	110.37	101.03
R3	108.70	105.88	99.79
R2	104.21	104.21	99.38
R1	101.39	101.39	98.97	100.56
PP	99.72	99.72	99.72	99.31
S1	96.90	96.90	98.15	96.07
S2	95.23	95.23	97.74
S3	90.74	92.41	97.33
S4	86.25	87.92	96.09

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	102.55	96.49	6.06	6.1%	2.79	2.8%	34%	True	False	38,317
10	102.55	92.49	10.06	10.2%	2.49	2.5%	60%	True	False	32,634
20	102.55	86.84	15.71	15.9%	2.60	2.6%	75%	True	False	33,525
40	102.55	76.65	25.90	26.3%	2.78	2.8%	85%	True	False	28,106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	121.63
2.618	114.30
1.618	109.81
1.000	107.04
0.618	105.32
HIGH	102.55
0.618	100.83
0.500	100.31
0.382	99.78
LOW	98.06
0.618	95.29
1.000	93.57
1.618	90.80
2.618	86.31
4.250	78.98

Fisher Pivots for day following 17-Nov-2011
Pivot	1 day	3 day
R1	100.31	99.88
PP	99.72	99.44
S1	99.14	99.00

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

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