NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 29-Nov-2011

Day Change Summary
	Previous	Current
	28-Nov-2011	29-Nov-2011	Change	Change %	Previous Week
Open	97.29	97.50	0.21	0.2%	97.00
High	100.24	99.73	-0.51	-0.5%	98.86
Low	97.17	97.47	0.30	0.3%	95.43
Close	98.18	99.48	1.30	1.3%	96.80
Range	3.07	2.26	-0.81	-26.4%	3.43
ATR	2.70	2.67	-0.03	-1.2%	0.00
Volume	15,669	32,139	16,470	105.1%	135,485

Daily Pivots for day following 29-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.67	104.84	100.72
R3	103.41	102.58	100.10
R2	101.15	101.15	99.89
R1	100.32	100.32	99.69	100.74
PP	98.89	98.89	98.89	99.10
S1	98.06	98.06	99.27	98.48
S2	96.63	96.63	99.07
S3	94.37	95.80	98.86
S4	92.11	93.54	98.24

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.32	105.49	98.69
R3	103.89	102.06	97.74
R2	100.46	100.46	97.43
R1	98.63	98.63	97.11	97.83
PP	97.03	97.03	97.03	96.63
S1	95.20	95.20	96.49	94.40
S2	93.60	93.60	96.17
S3	90.17	91.77	95.86
S4	86.74	88.34	94.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.24	95.50	4.74	4.8%	2.24	2.3%	84%	False	False	27,620
10	102.55	95.43	7.12	7.2%	2.72	2.7%	57%	False	False	35,830
20	102.55	88.43	14.12	14.2%	2.54	2.5%	78%	False	False	31,015
40	102.55	76.65	25.90	26.0%	2.57	2.6%	88%	False	False	30,377

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.64
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109.34
2.618	105.65
1.618	103.39
1.000	101.99
0.618	101.13
HIGH	99.73
0.618	98.87
0.500	98.60
0.382	98.33
LOW	97.47
0.618	96.07
1.000	95.21
1.618	93.81
2.618	91.55
4.250	87.87

Fisher Pivots for day following 29-Nov-2011
Pivot	1 day	3 day
R1	99.19	98.94
PP	98.89	98.41
S1	98.60	97.87

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

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