NYMEX Light Sweet Crude Oil Future June 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	88.75	91.00	2.25	2.5%	88.89
High	92.03	91.68	-0.35	-0.4%	90.06
Low	88.53	87.22	-1.31	-1.5%	87.46
Close	91.64	87.59	-4.05	-4.4%	88.02
Range	3.50	4.46	0.96	27.4%	2.60
ATR	1.93	2.11	0.18	9.4%	0.00
Volume	21,519	32,650	11,131	51.7%	88,951

Daily Pivots for day following 07-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	102.21	99.36	90.04
R3	97.75	94.90	88.82
R2	93.29	93.29	88.41
R1	90.44	90.44	88.00	89.64
PP	88.83	88.83	88.83	88.43
S1	85.98	85.98	87.18	85.18
S2	84.37	84.37	86.77
S3	79.91	81.52	86.36
S4	75.45	77.06	85.14

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	96.31	94.77	89.45
R3	93.71	92.17	88.74
R2	91.11	91.11	88.50
R1	89.57	89.57	88.26	89.04
PP	88.51	88.51	88.51	88.25
S1	86.97	86.97	87.78	86.44
S2	85.91	85.91	87.54
S3	83.31	84.37	87.31
S4	80.71	81.77	86.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.03	87.22	4.81	5.5%	2.54	2.9%	8%	False	True	24,481
10	92.03	87.22	4.81	5.5%	1.92	2.2%	8%	False	True	22,176
20	95.50	87.22	8.28	9.5%	1.91	2.2%	4%	False	True	23,075
40	101.40	87.22	14.18	16.2%	2.07	2.4%	3%	False	True	24,144

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	0.29
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	110.64
2.618	103.36
1.618	98.90
1.000	96.14
0.618	94.44
HIGH	91.68
0.618	89.98
0.500	89.45
0.382	88.92
LOW	87.22
0.618	84.46
1.000	82.76
1.618	80.00
2.618	75.54
4.250	68.27

Fisher Pivots for day following 07-Nov-2012
Pivot	1 day	3 day
R1	89.45	89.63
PP	88.83	88.95
S1	88.21	88.27

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

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