NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 27-Sep-2012

Day Change Summary
	Previous	Current
	26-Sep-2012	27-Sep-2012	Change	Change %	Previous Week
Open	90.82	90.08	-0.74	-0.8%	99.50
High	91.34	92.39	1.05	1.1%	99.81
Low	88.95	89.88	0.93	1.0%	90.96
Close	89.98	91.85	1.87	2.1%	92.89
Range	2.39	2.51	0.12	5.0%	8.85
ATR	2.33	2.34	0.01	0.5%	0.00
Volume	272,057	237,289	-34,768	-12.8%	1,151,450

Daily Pivots for day following 27-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	98.90	97.89	93.23
R3	96.39	95.38	92.54
R2	93.88	93.88	92.31
R1	92.87	92.87	92.08	93.38
PP	91.37	91.37	91.37	91.63
S1	90.36	90.36	91.62	90.87
S2	88.86	88.86	91.39
S3	86.35	87.85	91.16
S4	83.84	85.34	90.47

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	121.10	115.85	97.76
R3	112.25	107.00	95.32
R2	103.40	103.40	94.51
R1	98.15	98.15	93.70	96.35
PP	94.55	94.55	94.55	93.66
S1	89.30	89.30	92.08	87.50
S2	85.70	85.70	91.27
S3	76.85	80.45	90.46
S4	68.00	71.60	88.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.84	88.95	4.89	5.3%	2.18	2.4%	59%	False	False	223,544
10	100.73	88.95	11.78	12.8%	2.74	3.0%	25%	False	False	222,917
20	100.73	88.95	11.78	12.8%	2.37	2.6%	25%	False	False	146,915
40	100.73	87.58	13.15	14.3%	2.16	2.4%	32%	False	False	95,868
60	100.73	84.91	15.82	17.2%	2.16	2.3%	44%	False	False	72,817
80	100.73	78.83	21.90	23.8%	2.33	2.5%	59%	False	False	59,587
100	100.73	78.83	21.90	23.8%	2.25	2.4%	59%	False	False	49,438
120	107.15	78.83	28.32	30.8%	2.11	2.3%	46%	False	False	42,726

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.47
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	103.06
2.618	98.96
1.618	96.45
1.000	94.90
0.618	93.94
HIGH	92.39
0.618	91.43
0.500	91.14
0.382	90.84
LOW	89.88
0.618	88.33
1.000	87.37
1.618	85.82
2.618	83.31
4.250	79.21

Fisher Pivots for day following 27-Sep-2012
Pivot	1 day	3 day
R1	91.61	91.59
PP	91.37	91.33
S1	91.14	91.08

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

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