NYMEX Light Sweet Crude Oil Future April 2013

Trading Metrics calculated at close of trading on 09-Nov-2012

Day Change Summary
	Previous	Current
	08-Nov-2012	09-Nov-2012	Change	Change %	Previous Week
Open	87.11	87.21	0.10	0.1%	87.25
High	87.88	88.51	0.63	0.7%	91.29
Low	86.64	86.64	0.00	0.0%	86.42
Close	87.35	88.36	1.01	1.2%	88.36
Range	1.24	1.87	0.63	50.8%	4.87
ATR	1.96	1.95	-0.01	-0.3%	0.00
Volume	24,847	15,704	-9,143	-36.8%	98,166

Daily Pivots for day following 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	93.45	92.77	89.39
R3	91.58	90.90	88.87
R2	89.71	89.71	88.70
R1	89.03	89.03	88.53	89.37
PP	87.84	87.84	87.84	88.01
S1	87.16	87.16	88.19	87.50
S2	85.97	85.97	88.02
S3	84.10	85.29	87.85
S4	82.23	83.42	87.33

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	103.30	100.70	91.04
R3	98.43	95.83	89.70
R2	93.56	93.56	89.25
R1	90.96	90.96	88.81	92.26
PP	88.69	88.69	88.69	89.34
S1	86.09	86.09	87.91	87.39
S2	83.82	83.82	87.47
S3	78.95	81.22	87.02
S4	74.08	76.35	85.68

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	5.5%	2.44	2.8%	40%	False	False	19,633
10	91.29	86.42	4.87	5.5%	1.86	2.1%	40%	False	False	14,967
20	95.11	86.42	8.69	9.8%	1.85	2.1%	22%	False	False	11,594
40	100.83	86.42	14.41	16.3%	1.94	2.2%	13%	False	False	9,830
60	101.50	86.42	15.08	17.1%	1.70	1.9%	13%	False	False	8,868
80	101.50	86.42	15.08	17.1%	1.55	1.8%	13%	False	False	7,730

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	96.46
2.618	93.41
1.618	91.54
1.000	90.38
0.618	89.67
HIGH	88.51
0.618	87.80
0.500	87.58
0.382	87.35
LOW	86.64
0.618	85.48
1.000	84.77
1.618	83.61
2.618	81.74
4.250	78.69

Fisher Pivots for day following 09-Nov-2012
Pivot	1 day	3 day
R1	88.10	88.64
PP	87.84	88.54
S1	87.58	88.45

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

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