NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 10-Nov-2011

Day Change Summary
	Previous	Current
	09-Nov-2011	10-Nov-2011	Change	Change %	Previous Week
Open	95.10	94.38	-0.72	-0.8%	91.66
High	96.55	97.04	0.49	0.5%	93.73
Low	93.88	94.38	0.50	0.5%	89.40
Close	94.87	96.81	1.94	2.0%	93.73
Range	2.67	2.66	-0.01	-0.4%	4.33
ATR	2.19	2.22	0.03	1.5%	0.00
Volume	7,455	7,198	-257	-3.4%	25,857

Daily Pivots for day following 10-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.06	103.09	98.27
R3	101.40	100.43	97.54
R2	98.74	98.74	97.30
R1	97.77	97.77	97.05	98.26
PP	96.08	96.08	96.08	96.32
S1	95.11	95.11	96.57	95.60
S2	93.42	93.42	96.32
S3	90.76	92.45	96.08
S4	88.10	89.79	95.35

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.28	103.83	96.11
R3	100.95	99.50	94.92
R2	96.62	96.62	94.52
R1	95.17	95.17	94.13	95.90
PP	92.29	92.29	92.29	92.65
S1	90.84	90.84	93.33	91.57
S2	87.96	87.96	92.94
S3	83.63	86.51	92.54
S4	79.30	82.18	91.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.04	92.71	4.33	4.5%	1.95	2.0%	95%	True	False	5,649
10	97.04	89.40	7.64	7.9%	1.50	1.6%	97%	True	False	5,459
20	97.04	85.15	11.89	12.3%	2.06	2.1%	98%	True	False	5,503

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	0.39
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108.35
2.618	104.00
1.618	101.34
1.000	99.70
0.618	98.68
HIGH	97.04
0.618	96.02
0.500	95.71
0.382	95.40
LOW	94.38
0.618	92.74
1.000	91.72
1.618	90.08
2.618	87.42
4.250	83.08

Fisher Pivots for day following 10-Nov-2011
Pivot	1 day	3 day
R1	96.44	96.36
PP	96.08	95.91
S1	95.71	95.46

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

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