I am granted for an automatic 2 months extension coz I am living out of the country. Do I need to attach a statement to explain this while paper filing my taxes?

Yes. From IRS Pub 54:

Automatic 2-month extension. You are allowed an automatic 2-month extension to file your return and pay federal income tax if you are a U.S. citizen or resident alien, and on the regular due date of your return: 

You are living outside the United States and Puerto Rico and your main place of business or post of duty is outside the United States and Puerto Rico, or 

You are in military or naval service on duty outside the United States and Puerto Rico. If you use a calendar year, the regular due date of your return is April 15. Even if you are allowed an extension, you will have to pay interest on any tax not paid by the regular due date of your return. 

 How to get the extension. To use this automatic 2-month extension, you must attach a statement to your return explaining which of the two situations listed earlier qualified you for the extension.