NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 12-Jul-2011

Day Change Summary
	Previous	Current
	11-Jul-2011	12-Jul-2011	Change	Change %	Previous Week
Open	96.10	95.09	-1.01	-1.1%	94.98
High	96.75	97.50	0.75	0.8%	99.42
Low	94.14	93.55	-0.59	-0.6%	94.34
Close	95.15	97.43	2.28	2.4%	96.20
Range	2.61	3.95	1.34	51.3%	5.08
ATR	2.88	2.96	0.08	2.7%	0.00
Volume	279,701	308,209	28,508	10.2%	1,163,877

Daily Pivots for day following 12-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.01	106.67	99.60
R3	104.06	102.72	98.52
R2	100.11	100.11	98.15
R1	98.77	98.77	97.79	99.44
PP	96.16	96.16	96.16	96.50
S1	94.82	94.82	97.07	95.49
S2	92.21	92.21	96.71
S3	88.26	90.87	96.34
S4	84.31	86.92	95.26

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	111.89	109.13	98.99
R3	106.81	104.05	97.60
R2	101.73	101.73	97.13
R1	98.97	98.97	96.67	100.35
PP	96.65	96.65	96.65	97.35
S1	93.89	93.89	95.73	95.27
S2	91.57	91.57	95.27
S3	86.49	88.81	94.80
S4	81.41	83.73	93.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.42	93.55	5.87	6.0%	2.89	3.0%	66%	False	True	297,632
10	99.42	90.44	8.98	9.2%	2.76	2.8%	78%	False	False	285,026
20	100.39	89.61	10.78	11.1%	2.87	2.9%	73%	False	False	267,151
40	103.90	89.61	14.29	14.7%	2.88	3.0%	55%	False	False	174,301
60	115.52	89.61	25.91	26.6%	3.22	3.3%	30%	False	False	128,895
80	115.52	89.61	25.91	26.6%	2.95	3.0%	30%	False	False	101,461
100	115.52	89.61	25.91	26.6%	2.96	3.0%	30%	False	False	85,636
120	115.52	89.61	25.91	26.6%	2.72	2.8%	30%	False	False	73,921

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.61
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	114.29
2.618	107.84
1.618	103.89
1.000	101.45
0.618	99.94
HIGH	97.50
0.618	95.99
0.500	95.53
0.382	95.06
LOW	93.55
0.618	91.11
1.000	89.60
1.618	87.16
2.618	83.21
4.250	76.76

Fisher Pivots for day following 12-Jul-2011
Pivot	1 day	3 day
R1	96.80	97.08
PP	96.16	96.72
S1	95.53	96.37

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

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