NYMEX Light Sweet Crude Oil Future June 2013

Trading Metrics calculated at close of trading on 12-Nov-2012

Day Change Summary
	Previous	Current
	09-Nov-2012	12-Nov-2012	Change	Change %	Previous Week
Open	88.25	89.34	1.09	1.2%	87.89
High	89.91	89.81	-0.10	-0.1%	92.03
Low	87.38	88.63	1.25	1.4%	87.22
Close	89.29	88.92	-0.37	-0.4%	89.29
Range	2.53	1.18	-1.35	-53.4%	4.81
ATR	2.08	2.01	-0.06	-3.1%	0.00
Volume	23,525	21,192	-2,333	-9.9%	136,152

Daily Pivots for day following 12-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	92.66	91.97	89.57
R3	91.48	90.79	89.24
R2	90.30	90.30	89.14
R1	89.61	89.61	89.03	89.37
PP	89.12	89.12	89.12	89.00
S1	88.43	88.43	88.81	88.19
S2	87.94	87.94	88.70
S3	86.76	87.25	88.60
S4	85.58	86.07	88.27

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	103.94	101.43	91.94
R3	99.13	96.62	90.61
R2	94.32	94.32	90.17
R1	91.81	91.81	89.73	93.07
PP	89.51	89.51	89.51	90.14
S1	87.00	87.00	88.85	88.26
S2	84.70	84.70	88.41
S3	79.89	82.19	87.97
S4	75.08	77.38	86.64

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	5.4%	2.56	2.9%	35%	False	False	25,527
10	92.03	87.22	4.81	5.4%	1.98	2.2%	35%	False	False	22,230
20	95.50	87.22	8.28	9.3%	1.91	2.1%	21%	False	False	22,936
40	98.50	87.22	11.28	12.7%	2.00	2.2%	15%	False	False	23,311

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	94.83
2.618	92.90
1.618	91.72
1.000	90.99
0.618	90.54
HIGH	89.81
0.618	89.36
0.500	89.22
0.382	89.08
LOW	88.63
0.618	87.90
1.000	87.45
1.618	86.72
2.618	85.54
4.250	83.62

Fisher Pivots for day following 12-Nov-2012
Pivot	1 day	3 day
R1	89.22	88.83
PP	89.12	88.74
S1	89.02	88.65

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

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