NYMEX Light Sweet Crude Oil Future April 2013

Trading Metrics calculated at close of trading on 07-Nov-2012

Day Change Summary
	Previous	Current
	06-Nov-2012	07-Nov-2012	Change	Change %	Previous Week
Open	87.92	90.37	2.45	2.8%	87.97
High	91.29	90.85	-0.44	-0.5%	89.28
Low	87.92	86.42	-1.50	-1.7%	86.96
Close	90.87	86.72	-4.15	-4.6%	87.17
Range	3.37	4.43	1.06	31.5%	2.32
ATR	1.83	2.02	0.19	10.2%	0.00
Volume	15,971	20,306	4,335	27.1%	51,506

Daily Pivots for day following 07-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	101.29	98.43	89.16
R3	96.86	94.00	87.94
R2	92.43	92.43	87.53
R1	89.57	89.57	87.13	88.79
PP	88.00	88.00	88.00	87.60
S1	85.14	85.14	86.31	84.36
S2	83.57	83.57	85.91
S3	79.14	80.71	85.50
S4	74.71	76.28	84.28

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	91.29	86.42	4.87	5.6%	2.45	2.8%	6%	False	True	15,801
10	91.29	86.42	4.87	5.6%	1.81	2.1%	6%	False	True	12,772
20	95.11	86.42	8.69	10.0%	1.83	2.1%	3%	False	True	10,611
40	101.50	86.42	15.08	17.4%	1.93	2.2%	2%	False	True	9,366
60	101.50	86.42	15.08	17.4%	1.68	1.9%	2%	False	True	8,305
80	101.50	86.42	15.08	17.4%	1.55	1.8%	2%	False	True	7,329

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	109.68
2.618	102.45
1.618	98.02
1.000	95.28
0.618	93.59
HIGH	90.85
0.618	89.16
0.500	88.64
0.382	88.11
LOW	86.42
0.618	83.68
1.000	81.99
1.618	79.25
2.618	74.82
4.250	67.59

Fisher Pivots for day following 07-Nov-2012
Pivot	1 day	3 day
R1	88.64	88.86
PP	88.00	88.14
S1	87.36	87.43

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

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