NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 17-Sep-2012

Day Change Summary
	Previous	Current
	14-Sep-2012	17-Sep-2012	Change	Change %	Previous Week
Open	98.29	99.50	1.21	1.2%	96.66
High	100.73	99.81	-0.92	-0.9%	100.73
Low	98.29	94.98	-3.31	-3.4%	95.69
Close	99.33	96.95	-2.38	-2.4%	99.33
Range	2.44	4.83	2.39	98.0%	5.04
ATR	2.01	2.21	0.20	10.0%	0.00
Volume	141,037	171,494	30,457	21.6%	484,761

Daily Pivots for day following 17-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	111.74	109.17	99.61
R3	106.91	104.34	98.28
R2	102.08	102.08	97.84
R1	99.51	99.51	97.39	98.38
PP	97.25	97.25	97.25	96.68
S1	94.68	94.68	96.51	93.55
S2	92.42	92.42	96.06
S3	87.59	89.85	95.62
S4	82.76	85.02	94.29

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	113.70	111.56	102.10
R3	108.66	106.52	100.72
R2	103.62	103.62	100.25
R1	101.48	101.48	99.79	102.55
PP	98.58	98.58	98.58	99.12
S1	96.44	96.44	98.87	97.51
S2	93.54	93.54	98.41
S3	88.50	91.40	97.94
S4	83.46	86.36	96.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.73	94.98	5.75	5.9%	2.45	2.5%	34%	False	True	117,456
10	100.73	94.41	6.32	6.5%	2.33	2.4%	40%	False	False	94,608
20	100.73	94.28	6.45	6.7%	2.11	2.2%	41%	False	False	67,957
40	100.73	87.50	13.23	13.6%	2.10	2.2%	71%	False	False	53,925
60	100.73	78.83	21.90	22.6%	2.24	2.3%	83%	False	False	43,845
80	100.73	78.83	21.90	22.6%	2.30	2.4%	83%	False	False	36,488
100	107.15	78.83	28.32	29.2%	2.18	2.3%	64%	False	False	31,073
120	108.69	78.83	29.86	30.8%	2.08	2.1%	61%	False	False	27,142

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	0.53
Widest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	120.34
2.618	112.45
1.618	107.62
1.000	104.64
0.618	102.79
HIGH	99.81
0.618	97.96
0.500	97.40
0.382	96.83
LOW	94.98
0.618	92.00
1.000	90.15
1.618	87.17
2.618	82.34
4.250	74.45

Fisher Pivots for day following 17-Sep-2012
Pivot	1 day	3 day
R1	97.40	97.86
PP	97.25	97.55
S1	97.10	97.25

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

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