NYMEX Light Sweet Crude Oil Future April 2013

Trading Metrics calculated at close of trading on 05-Nov-2012

Day Change Summary
	Previous	Current
	02-Nov-2012	05-Nov-2012	Change	Change %	Previous Week
Open	89.01	87.25	-1.76	-2.0%	87.97
High	89.07	88.10	-0.97	-1.1%	89.28
Low	87.06	86.81	-0.25	-0.3%	86.96
Close	87.17	87.91	0.74	0.8%	87.17
Range	2.01	1.29	-0.72	-35.8%	2.32
ATR	1.74	1.71	-0.03	-1.9%	0.00
Volume	10,110	21,338	11,228	111.1%	51,506

Daily Pivots for day following 05-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	91.48	90.98	88.62
R3	90.19	89.69	88.26
R2	88.90	88.90	88.15
R1	88.40	88.40	88.03	88.65
PP	87.61	87.61	87.61	87.73
S1	87.11	87.11	87.79	87.36
S2	86.32	86.32	87.67
S3	85.03	85.82	87.56
S4	83.74	84.53	87.20

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.76	93.29	88.45
R3	92.44	90.97	87.81
R2	90.12	90.12	87.60
R1	88.65	88.65	87.38	88.23
PP	87.80	87.80	87.80	87.59
S1	86.33	86.33	86.96	85.91
S2	85.48	85.48	86.74
S3	83.16	84.01	86.53
S4	80.84	81.69	85.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.28	86.81	2.47	2.8%	1.28	1.5%	45%	False	True	11,690
10	91.07	86.81	4.26	4.8%	1.58	1.8%	26%	False	True	10,467
20	95.40	86.81	8.59	9.8%	1.70	1.9%	13%	False	True	9,610
40	101.50	86.81	14.69	16.7%	1.77	2.0%	7%	False	True	8,942
60	101.50	86.81	14.69	16.7%	1.56	1.8%	7%	False	True	7,929

Crabel Price Patterns
NR	True
NR4	False
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	0.23
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.58
2.618	91.48
1.618	90.19
1.000	89.39
0.618	88.90
HIGH	88.10
0.618	87.61
0.500	87.46
0.382	87.30
LOW	86.81
0.618	86.01
1.000	85.52
1.618	84.72
2.618	83.43
4.250	81.33

Fisher Pivots for day following 05-Nov-2012
Pivot	1 day	3 day
R1	87.76	88.05
PP	87.61	88.00
S1	87.46	87.96

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

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