NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 01-Jun-2011

Day Change Summary
	Previous	Current
	31-May-2011	01-Jun-2011	Change	Change %	Previous Week
Open	101.21	103.22	2.01	2.0%	100.03
High	103.90	103.88	-0.02	0.0%	102.37
Low	100.23	100.43	0.20	0.2%	96.79
Close	103.27	100.86	-2.41	-2.3%	101.16
Range	3.67	3.45	-0.22	-6.0%	5.58
ATR	3.44	3.44	0.00	0.0%	0.00
Volume	54,216	88,914	34,698	64.0%	318,071

Daily Pivots for day following 01-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	112.07	109.92	102.76
R3	108.62	106.47	101.81
R2	105.17	105.17	101.49
R1	103.02	103.02	101.18	102.37
PP	101.72	101.72	101.72	101.40
S1	99.57	99.57	100.54	98.92
S2	98.27	98.27	100.23
S3	94.82	96.12	99.91
S4	91.37	92.67	98.96

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	116.85	114.58	104.23
R3	111.27	109.00	102.69
R2	105.69	105.69	102.18
R1	103.42	103.42	101.67	104.56
PP	100.11	100.11	100.11	100.67
S1	97.84	97.84	100.65	98.98
S2	94.53	94.53	100.14
S3	88.95	92.26	99.63
S4	83.37	86.68	98.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.90	98.66	5.24	5.2%	2.78	2.8%	42%	False	False	71,404
10	103.90	96.75	7.15	7.1%	3.09	3.1%	57%	False	False	60,855
20	111.99	95.51	16.48	16.3%	4.17	4.1%	32%	False	False	56,036
40	115.52	95.51	20.01	19.8%	3.38	3.3%	27%	False	False	41,418
60	115.52	95.51	20.01	19.8%	3.04	3.0%	27%	False	False	32,967
80	115.52	93.92	21.60	21.4%	2.86	2.8%	32%	False	False	29,855
100	115.52	91.78	23.74	23.5%	2.57	2.6%	38%	False	False	26,558
120	115.52	89.48	26.04	25.8%	2.36	2.3%	44%	False	False	22,910

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.69
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118.54
2.618	112.91
1.618	109.46
1.000	107.33
0.618	106.01
HIGH	103.88
0.618	102.56
0.500	102.16
0.382	101.75
LOW	100.43
0.618	98.30
1.000	96.98
1.618	94.85
2.618	91.40
4.250	85.77

Fisher Pivots for day following 01-Jun-2011
Pivot	1 day	3 day
R1	102.16	102.07
PP	101.72	101.66
S1	101.29	101.26

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

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