NYMEX Light Sweet Crude Oil Future February 2013

Trading Metrics calculated at close of trading on 02-Nov-2012

Day Change Summary
	Previous	Current
	01-Nov-2012	02-Nov-2012	Change	Change %	Previous Week
Open	87.06	87.91	0.85	1.0%	87.24
High	88.31	88.25	-0.06	-0.1%	88.31
Low	87.00	85.79	-1.21	-1.4%	85.76
Close	88.10	86.00	-2.10	-2.4%	86.00
Range	1.31	2.46	1.15	87.8%	2.55
ATR	1.93	1.97	0.04	1.9%	0.00
Volume	36,433	45,930	9,497	26.1%	164,450

Daily Pivots for day following 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.06	92.49	87.35
R3	91.60	90.03	86.68
R2	89.14	89.14	86.45
R1	87.57	87.57	86.23	87.13
PP	86.68	86.68	86.68	86.46
S1	85.11	85.11	85.77	84.67
S2	84.22	84.22	85.55
S3	81.76	82.65	85.32
S4	79.30	80.19	84.65

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.34	92.72	87.40
R3	91.79	90.17	86.70
R2	89.24	89.24	86.47
R1	87.62	87.62	86.23	87.16
PP	86.69	86.69	86.69	86.46
S1	85.07	85.07	85.77	84.61
S2	84.14	84.14	85.53
S3	81.59	82.52	85.30
S4	79.04	79.97	84.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.31	85.76	2.55	3.0%	1.57	1.8%	9%	False	False	32,890
10	92.17	85.76	6.41	7.5%	1.89	2.2%	4%	False	False	30,554
20	94.87	85.76	9.11	10.6%	1.94	2.3%	3%	False	False	25,665
40	101.53	85.76	15.77	18.3%	2.10	2.4%	2%	False	False	21,572
60	101.53	85.76	15.77	18.3%	1.94	2.3%	2%	False	False	17,792
80	101.53	85.76	15.77	18.3%	1.87	2.2%	2%	False	False	15,163
100	101.53	80.09	21.44	24.9%	1.94	2.3%	28%	False	False	13,217
120	101.53	80.09	21.44	24.9%	1.82	2.1%	28%	False	False	11,635

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.36
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	98.71
2.618	94.69
1.618	92.23
1.000	90.71
0.618	89.77
HIGH	88.25
0.618	87.31
0.500	87.02
0.382	86.73
LOW	85.79
0.618	84.27
1.000	83.33
1.618	81.81
2.618	79.35
4.250	75.34

Fisher Pivots for day following 02-Nov-2012
Pivot	1 day	3 day
R1	87.02	87.05
PP	86.68	86.70
S1	86.34	86.35

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

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