NYMEX Light Sweet Crude Oil Future July 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	97.69	101.37	3.68	3.8%	93.73
High	101.60	101.37	-0.23	-0.2%	97.87
Low	97.69	97.85	0.16	0.2%	93.12
Close	101.47	98.32	-3.15	-3.1%	97.89
Range	3.91	3.52	-0.39	-10.0%	4.75
ATR	2.22	2.32	0.10	4.5%	0.00
Volume	4,943	15,269	10,326	208.9%	27,576

Daily Pivots for day following 17-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.74	107.55	100.26
R3	106.22	104.03	99.29
R2	102.70	102.70	98.97
R1	100.51	100.51	98.64	99.85
PP	99.18	99.18	99.18	98.85
S1	96.99	96.99	98.00	96.33
S2	95.66	95.66	97.67
S3	92.14	93.47	97.35
S4	88.62	89.95	96.38

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.54	108.97	100.50
R3	105.79	104.22	99.20
R2	101.04	101.04	98.76
R1	99.47	99.47	98.33	100.26
PP	96.29	96.29	96.29	96.69
S1	94.72	94.72	97.45	95.51
S2	91.54	91.54	97.02
S3	86.79	89.97	96.58
S4	82.04	85.22	95.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.60	96.34	5.26	5.3%	2.42	2.5%	38%	False	False	7,074
10	101.60	92.71	8.89	9.0%	2.19	2.2%	63%	False	False	6,361
20	101.60	86.96	14.64	14.9%	1.99	2.0%	78%	False	False	6,374

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	0.37
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116.33
2.618	110.59
1.618	107.07
1.000	104.89
0.618	103.55
HIGH	101.37
0.618	100.03
0.500	99.61
0.382	99.19
LOW	97.85
0.618	95.67
1.000	94.33
1.618	92.15
2.618	88.63
4.250	82.89

Fisher Pivots for day following 17-Nov-2011
Pivot	1 day	3 day
R1	99.61	99.33
PP	99.18	98.99
S1	98.75	98.66

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

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