NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 12-Oct-2012

Day Change Summary
	Previous	Current
	11-Oct-2012	12-Oct-2012	Change	Change %	Previous Week
Open	91.27	92.41	1.14	1.2%	89.85
High	92.94	92.64	-0.30	-0.3%	93.66
Low	91.09	91.16	0.07	0.1%	88.21
Close	92.07	91.86	-0.21	-0.2%	91.86
Range	1.85	1.48	-0.37	-20.0%	5.45
ATR	2.46	2.39	-0.07	-2.8%	0.00
Volume	300,087	198,462	-101,625	-33.9%	1,382,779

Daily Pivots for day following 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	96.33	95.57	92.67
R3	94.85	94.09	92.27
R2	93.37	93.37	92.13
R1	92.61	92.61	92.00	92.25
PP	91.89	91.89	91.89	91.71
S1	91.13	91.13	91.72	90.77
S2	90.41	90.41	91.59
S3	88.93	89.65	91.45
S4	87.45	88.17	91.05

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.59	105.18	94.86
R3	102.14	99.73	93.36
R2	96.69	96.69	92.86
R1	94.28	94.28	92.36	95.49
PP	91.24	91.24	91.24	91.85
S1	88.83	88.83	91.36	90.04
S2	85.79	85.79	90.86
S3	80.34	83.38	90.36
S4	74.89	77.93	88.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.66	88.21	5.45	5.9%	2.25	2.5%	67%	False	False	276,555
10	93.66	87.70	5.96	6.5%	2.54	2.8%	70%	False	False	268,653
20	99.81	87.70	12.11	13.2%	2.58	2.8%	34%	False	False	249,243
40	100.73	87.70	13.03	14.2%	2.26	2.5%	32%	False	False	155,106
60	100.73	87.50	13.23	14.4%	2.21	2.4%	33%	False	False	116,752
80	100.73	78.83	21.90	23.8%	2.31	2.5%	59%	False	False	93,480
100	100.73	78.83	21.90	23.8%	2.33	2.5%	59%	False	False	77,410
120	107.15	78.83	28.32	30.8%	2.22	2.4%	46%	False	False	66,067

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	98.93
2.618	96.51
1.618	95.03
1.000	94.12
0.618	93.55
HIGH	92.64
0.618	92.07
0.500	91.90
0.382	91.73
LOW	91.16
0.618	90.25
1.000	89.68
1.618	88.77
2.618	87.29
4.250	84.87

Fisher Pivots for day following 12-Oct-2012
Pivot	1 day	3 day
R1	91.90	92.34
PP	91.89	92.18
S1	91.87	92.02

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

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