NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 19-Sep-2012

Day Change Summary
	Previous	Current
	18-Sep-2012	19-Sep-2012	Change	Change %	Previous Week
Open	96.98	95.83	-1.15	-1.2%	96.66
High	97.55	96.50	-1.05	-1.1%	100.73
Low	95.42	91.55	-3.87	-4.1%	95.69
Close	95.62	92.30	-3.32	-3.5%	99.33
Range	2.13	4.95	2.82	132.4%	5.04
ATR	2.21	2.40	0.20	8.9%	0.00
Volume	175,924	378,443	202,519	115.1%	484,761

Daily Pivots for day following 19-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	108.30	105.25	95.02
R3	103.35	100.30	93.66
R2	98.40	98.40	93.21
R1	95.35	95.35	92.75	94.40
PP	93.45	93.45	93.45	92.98
S1	90.40	90.40	91.85	89.45
S2	88.50	88.50	91.39
S3	83.55	85.45	90.94
S4	78.60	80.50	89.58

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	91.55	9.18	9.9%	3.28	3.6%	8%	False	True	197,020
10	100.73	91.55	9.18	9.9%	2.63	2.9%	8%	False	True	136,528
20	100.73	91.55	9.18	9.9%	2.30	2.5%	8%	False	True	92,190
40	100.73	87.50	13.23	14.3%	2.15	2.3%	36%	False	False	66,570
60	100.73	78.83	21.90	23.7%	2.27	2.5%	62%	False	False	52,283
80	100.73	78.83	21.90	23.7%	2.36	2.6%	62%	False	False	43,222
100	107.15	78.83	28.32	30.7%	2.24	2.4%	48%	False	False	36,445
120	107.51	78.83	28.68	31.1%	2.10	2.3%	47%	False	False	31,701

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	0.51
Widest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	117.54
2.618	109.46
1.618	104.51
1.000	101.45
0.618	99.56
HIGH	96.50
0.618	94.61
0.500	94.03
0.382	93.44
LOW	91.55
0.618	88.49
1.000	86.60
1.618	83.54
2.618	78.59
4.250	70.51

Fisher Pivots for day following 19-Sep-2012
Pivot	1 day	3 day
R1	94.03	95.68
PP	93.45	94.55
S1	92.88	93.43

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

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