NYMEX Light Sweet Crude Oil Future December 2011

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

Day Change Summary
	Previous	Current
	11-May-2011	12-May-2011	Change	Change %	Previous Week
Open	105.15	100.15	-5.00	-4.8%	114.60
High	106.14	101.94	-4.20	-4.0%	115.50
Low	98.82	96.86	-1.96	-2.0%	95.79
Close	99.62	100.46	0.84	0.8%	98.72
Range	7.32	5.08	-2.24	-30.6%	19.71
ATR	3.91	3.99	0.08	2.1%	0.00
Volume	52,788	79,120	26,332	49.9%	231,209

Daily Pivots for day following 12-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.99	112.81	103.25
R3	109.91	107.73	101.86
R2	104.83	104.83	101.39
R1	102.65	102.65	100.93	103.74
PP	99.75	99.75	99.75	100.30
S1	97.57	97.57	99.99	98.66
S2	94.67	94.67	99.53
S3	89.59	92.49	99.06
S4	84.51	87.41	97.67

Weekly Pivots for week ending 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	162.47	150.30	109.56
R3	142.76	130.59	104.14
R2	123.05	123.05	102.33
R1	110.88	110.88	100.53	107.11
PP	103.34	103.34	103.34	101.45
S1	91.17	91.17	96.91	87.40
S2	83.63	83.63	95.11
S3	63.92	71.46	93.30
S4	44.21	51.75	87.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.14	95.79	10.35	10.3%	5.99	6.0%	45%	False	False	72,609
10	115.50	95.79	19.71	19.6%	5.16	5.1%	24%	False	False	53,954
20	115.50	95.79	19.71	19.6%	3.77	3.8%	24%	False	False	47,082
40	115.50	95.79	19.71	19.6%	3.01	3.0%	24%	False	False	43,533
60	115.50	95.75	19.75	19.7%	2.99	3.0%	24%	False	False	50,818

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.11
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123.53
2.618	115.24
1.618	110.16
1.000	107.02
0.618	105.08
HIGH	101.94
0.618	100.00
0.500	99.40
0.382	98.80
LOW	96.86
0.618	93.72
1.000	91.78
1.618	88.64
2.618	83.56
4.250	75.27

Fisher Pivots for day following 12-May-2011
Pivot	1 day	3 day
R1	100.11	101.50
PP	99.75	101.15
S1	99.40	100.81

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

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