NYMEX Light Sweet Crude Oil Future April 2013

Trading Metrics calculated at close of trading on 08-Nov-2012

Day Change Summary
	Previous	Current
	07-Nov-2012	08-Nov-2012	Change	Change %	Previous Week
Open	90.37	87.11	-3.26	-3.6%	87.97
High	90.85	87.88	-2.97	-3.3%	89.28
Low	86.42	86.64	0.22	0.3%	86.96
Close	86.72	87.35	0.63	0.7%	87.17
Range	4.43	1.24	-3.19	-72.0%	2.32
ATR	2.02	1.96	-0.06	-2.7%	0.00
Volume	20,306	24,847	4,541	22.4%	51,506

Daily Pivots for day following 08-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	91.01	90.42	88.03
R3	89.77	89.18	87.69
R2	88.53	88.53	87.58
R1	87.94	87.94	87.46	88.24
PP	87.29	87.29	87.29	87.44
S1	86.70	86.70	87.24	87.00
S2	86.05	86.05	87.12
S3	84.81	85.46	87.01
S4	83.57	84.22	86.67

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%	2.47	2.8%	19%	False	False	18,514
10	91.29	86.42	4.87	5.6%	1.80	2.1%	19%	False	False	14,179
20	95.11	86.42	8.69	9.9%	1.81	2.1%	11%	False	False	11,236
40	101.50	86.42	15.08	17.3%	1.92	2.2%	6%	False	False	9,778
60	101.50	86.42	15.08	17.3%	1.68	1.9%	6%	False	False	8,669
80	101.50	86.42	15.08	17.3%	1.55	1.8%	6%	False	False	7,577

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.19
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	93.15
2.618	91.13
1.618	89.89
1.000	89.12
0.618	88.65
HIGH	87.88
0.618	87.41
0.500	87.26
0.382	87.11
LOW	86.64
0.618	85.87
1.000	85.40
1.618	84.63
2.618	83.39
4.250	81.37

Fisher Pivots for day following 08-Nov-2012
Pivot	1 day	3 day
R1	87.32	88.86
PP	87.29	88.35
S1	87.26	87.85

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

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