NYMEX Light Sweet Crude Oil Future May 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	88.59	89.44	0.85	1.0%	88.50
High	89.68	89.56	-0.12	-0.1%	89.68
Low	88.56	87.46	-1.10	-1.2%	87.28
Close	89.56	87.65	-1.91	-2.1%	87.65
Range	1.12	2.10	0.98	87.5%	2.40
ATR	1.63	1.66	0.03	2.1%	0.00
Volume	7,347	11,614	4,267	58.1%	40,766

Daily Pivots for day following 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.52	93.19	88.81
R3	92.42	91.09	88.23
R2	90.32	90.32	88.04
R1	88.99	88.99	87.84	88.61
PP	88.22	88.22	88.22	88.03
S1	86.89	86.89	87.46	86.51
S2	86.12	86.12	87.27
S3	84.02	84.79	87.07
S4	81.92	82.69	86.50

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.40	93.93	88.97
R3	93.00	91.53	88.31
R2	90.60	90.60	88.09
R1	89.13	89.13	87.87	88.67
PP	88.20	88.20	88.20	87.97
S1	86.73	86.73	87.43	86.27
S2	85.80	85.80	87.21
S3	83.40	84.33	86.99
S4	81.00	81.93	86.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.68	87.28	2.40	2.7%	1.31	1.5%	15%	False	False	8,153
10	93.21	87.28	5.93	6.8%	1.66	1.9%	6%	False	False	7,579
20	95.57	87.28	8.29	9.5%	1.59	1.8%	4%	False	False	7,537
40	101.54	87.28	14.26	16.3%	1.58	1.8%	3%	False	False	6,917

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	0.27
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	98.49
2.618	95.06
1.618	92.96
1.000	91.66
0.618	90.86
HIGH	89.56
0.618	88.76
0.500	88.51
0.382	88.26
LOW	87.46
0.618	86.16
1.000	85.36
1.618	84.06
2.618	81.96
4.250	78.54

Fisher Pivots for day following 02-Nov-2012
Pivot	1 day	3 day
R1	88.51	88.57
PP	88.22	88.26
S1	87.94	87.96

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

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