NYMEX Light Sweet Crude Oil Future March 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	87.67	88.48	0.81	0.9%	87.90
High	88.82	88.58	-0.24	-0.3%	88.82
Low	87.63	86.44	-1.19	-1.4%	86.37
Close	88.65	86.61	-2.04	-2.3%	86.61
Range	1.19	2.14	0.95	79.8%	2.45
ATR	1.86	1.89	0.02	1.3%	0.00
Volume	24,098	27,079	2,981	12.4%	111,860

Daily Pivots for day following 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	93.63	92.26	87.79
R3	91.49	90.12	87.20
R2	89.35	89.35	87.00
R1	87.98	87.98	86.81	87.60
PP	87.21	87.21	87.21	87.02
S1	85.84	85.84	86.41	85.46
S2	85.07	85.07	86.22
S3	82.93	83.70	86.02
S4	80.79	81.56	85.43

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.62	93.06	87.96
R3	92.17	90.61	87.28
R2	89.72	89.72	87.06
R1	88.16	88.16	86.83	87.72
PP	87.27	87.27	87.27	87.04
S1	85.71	85.71	86.39	85.27
S2	84.82	84.82	86.16
S3	82.37	83.26	85.94
S4	79.92	80.81	85.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.82	86.37	2.45	2.8%	1.43	1.7%	10%	False	False	22,372
10	92.60	86.37	6.23	7.2%	1.81	2.1%	4%	False	False	22,777
20	95.21	86.37	8.84	10.2%	1.85	2.1%	3%	False	False	21,531
40	101.78	86.37	15.41	17.8%	1.99	2.3%	2%	False	False	19,485
60	101.78	86.37	15.41	17.8%	1.85	2.1%	2%	False	False	17,421
80	101.78	86.37	15.41	17.8%	1.79	2.1%	2%	False	False	15,138
100	101.78	80.62	21.16	24.4%	1.82	2.1%	28%	False	False	13,331

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	0.31
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	97.68
2.618	94.18
1.618	92.04
1.000	90.72
0.618	89.90
HIGH	88.58
0.618	87.76
0.500	87.51
0.382	87.26
LOW	86.44
0.618	85.12
1.000	84.30
1.618	82.98
2.618	80.84
4.250	77.35

Fisher Pivots for day following 02-Nov-2012
Pivot	1 day	3 day
R1	87.51	87.63
PP	87.21	87.29
S1	86.91	86.95

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

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