NYMEX Light Sweet Crude Oil Future January 2013

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

Day Change Summary
	Previous	Current
	09-Nov-2012	12-Nov-2012	Change	Change %	Previous Week
Open	85.45	86.61	1.16	1.4%	85.22
High	87.24	87.02	-0.22	-0.3%	89.67
Low	84.61	85.78	1.17	1.4%	84.53
Close	86.55	86.07	-0.48	-0.6%	86.55
Range	2.63	1.24	-1.39	-52.9%	5.14
ATR	2.28	2.21	-0.07	-3.3%	0.00
Volume	103,032	116,282	13,250	12.9%	477,319

Daily Pivots for day following 12-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	90.01	89.28	86.75
R3	88.77	88.04	86.41
R2	87.53	87.53	86.30
R1	86.80	86.80	86.18	86.55
PP	86.29	86.29	86.29	86.16
S1	85.56	85.56	85.96	85.31
S2	85.05	85.05	85.84
S3	83.81	84.32	85.73
S4	82.57	83.08	85.39

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	102.34	99.58	89.38
R3	97.20	94.44	87.96
R2	92.06	92.06	87.49
R1	89.30	89.30	87.02	90.68
PP	86.92	86.92	86.92	87.61
S1	84.16	84.16	86.08	85.54
S2	81.78	81.78	85.61
S3	76.64	79.02	85.14
S4	71.50	73.88	83.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.67	84.53	5.14	6.0%	2.76	3.2%	30%	False	False	97,262
10	89.67	84.53	5.14	6.0%	2.19	2.5%	30%	False	False	81,448
20	93.98	84.53	9.45	11.0%	2.12	2.5%	16%	False	False	66,928
40	98.07	84.53	13.54	15.7%	2.24	2.6%	11%	False	False	48,939
60	101.19	84.53	16.66	19.4%	2.15	2.5%	9%	False	False	39,617
80	101.19	84.53	16.66	19.4%	2.08	2.4%	9%	False	False	33,340
100	101.19	79.69	21.50	25.0%	2.11	2.4%	30%	False	False	28,855
120	101.19	79.69	21.50	25.0%	2.13	2.5%	30%	False	False	25,274

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	92.29
2.618	90.27
1.618	89.03
1.000	88.26
0.618	87.79
HIGH	87.02
0.618	86.55
0.500	86.40
0.382	86.25
LOW	85.78
0.618	85.01
1.000	84.54
1.618	83.77
2.618	82.53
4.250	80.51

Fisher Pivots for day following 12-Nov-2012
Pivot	1 day	3 day
R1	86.40	86.02
PP	86.29	85.97
S1	86.18	85.93

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

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