NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 08-Oct-2012

Day Change Summary
	Previous	Current
	05-Oct-2012	08-Oct-2012	Change	Change %	Previous Week
Open	91.51	89.85	-1.66	-1.8%	92.15
High	91.71	89.89	-1.82	-2.0%	93.33
Low	89.01	88.21	-0.80	-0.9%	87.70
Close	89.88	89.33	-0.55	-0.6%	89.88
Range	2.70	1.68	-1.02	-37.8%	5.63
ATR	2.46	2.41	-0.06	-2.3%	0.00
Volume	279,131	202,688	-76,443	-27.4%	1,303,759

Daily Pivots for day following 08-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.18	93.44	90.25
R3	92.50	91.76	89.79
R2	90.82	90.82	89.64
R1	90.08	90.08	89.48	89.61
PP	89.14	89.14	89.14	88.91
S1	88.40	88.40	89.18	87.93
S2	87.46	87.46	89.02
S3	85.78	86.72	88.87
S4	84.10	85.04	88.41

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.19	104.17	92.98
R3	101.56	98.54	91.43
R2	95.93	95.93	90.91
R1	92.91	92.91	90.40	91.61
PP	90.30	90.30	90.30	89.65
S1	87.28	87.28	89.36	85.98
S2	84.67	84.67	88.85
S3	79.04	81.65	88.33
S4	73.41	76.02	86.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.94	87.70	5.24	5.9%	2.75	3.1%	31%	False	False	258,088
10	93.33	87.70	5.63	6.3%	2.47	2.8%	29%	False	False	246,501
20	100.73	87.70	13.03	14.6%	2.47	2.8%	13%	False	False	211,028
40	100.73	87.70	13.03	14.6%	2.19	2.5%	13%	False	False	130,563
60	100.73	87.50	13.23	14.8%	2.18	2.4%	14%	False	False	98,673
80	100.73	78.83	21.90	24.5%	2.31	2.6%	48%	False	False	79,377
100	100.73	78.83	21.90	24.5%	2.30	2.6%	48%	False	False	65,911
120	107.15	78.83	28.32	31.7%	2.18	2.4%	37%	False	False	56,496

Crabel Price Patterns
NR	True
NR4	True
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	0.41
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	97.03
2.618	94.29
1.618	92.61
1.000	91.57
0.618	90.93
HIGH	89.89
0.618	89.25
0.500	89.05
0.382	88.85
LOW	88.21
0.618	87.17
1.000	86.53
1.618	85.49
2.618	83.81
4.250	81.07

Fisher Pivots for day following 08-Oct-2012
Pivot	1 day	3 day
R1	89.24	89.88
PP	89.14	89.69
S1	89.05	89.51

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

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