NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 01-Dec-2011

Day Change Summary
	Previous	Current
	30-Nov-2011	01-Dec-2011	Change	Change %	Previous Week
Open	99.02	100.33	1.31	1.3%	97.00
High	101.34	100.84	-0.50	-0.5%	98.86
Low	98.71	98.79	0.08	0.1%	95.43
Close	100.21	100.23	0.02	0.0%	96.80
Range	2.63	2.05	-0.58	-22.1%	3.43
ATR	2.66	2.62	-0.04	-1.6%	0.00
Volume	38,888	42,796	3,908	10.0%	135,485

Daily Pivots for day following 01-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.10	105.22	101.36
R3	104.05	103.17	100.79
R2	102.00	102.00	100.61
R1	101.12	101.12	100.42	100.54
PP	99.95	99.95	99.95	99.66
S1	99.07	99.07	100.04	98.49
S2	97.90	97.90	99.85
S3	95.85	97.02	99.67
S4	93.80	94.97	99.10

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	101.34	95.50	5.84	5.8%	2.40	2.4%	81%	False	False	31,612
10	102.55	95.43	7.12	7.1%	2.58	2.6%	67%	False	False	38,212
20	102.55	90.12	12.43	12.4%	2.48	2.5%	81%	False	False	32,935
40	102.55	80.26	22.29	22.2%	2.56	2.6%	90%	False	False	31,264

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.60
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	109.55
2.618	106.21
1.618	104.16
1.000	102.89
0.618	102.11
HIGH	100.84
0.618	100.06
0.500	99.82
0.382	99.57
LOW	98.79
0.618	97.52
1.000	96.74
1.618	95.47
2.618	93.42
4.250	90.08

Fisher Pivots for day following 01-Dec-2011
Pivot	1 day	3 day
R1	100.09	99.96
PP	99.95	99.68
S1	99.82	99.41

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

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