NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 08-Sep-2011

Day Change Summary
	Previous	Current
	07-Sep-2011	08-Sep-2011	Change	Change %	Previous Week
Open	87.11	90.49	3.38	3.9%	86.20
High	90.96	90.64	-0.32	-0.4%	90.56
Low	86.85	88.82	1.97	2.3%	85.85
Close	89.86	89.49	-0.37	-0.4%	87.13
Range	4.11	1.82	-2.29	-55.7%	4.71
ATR	3.25	3.15	-0.10	-3.1%	0.00
Volume	93,792	109,447	15,655	16.7%	458,621

Daily Pivots for day following 08-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	95.11	94.12	90.49
R3	93.29	92.30	89.99
R2	91.47	91.47	89.82
R1	90.48	90.48	89.66	90.07
PP	89.65	89.65	89.65	89.44
S1	88.66	88.66	89.32	88.25
S2	87.83	87.83	89.16
S3	86.01	86.84	88.99
S4	84.19	85.02	88.49

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.98	99.26	89.72
R3	97.27	94.55	88.43
R2	92.56	92.56	87.99
R1	89.84	89.84	87.56	91.20
PP	87.85	87.85	87.85	88.53
S1	85.13	85.13	86.70	86.49
S2	83.14	83.14	86.27
S3	78.43	80.42	85.83
S4	73.72	75.71	84.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.96	83.88	7.08	7.9%	2.90	3.2%	79%	False	False	81,897
10	90.96	83.72	7.24	8.1%	2.75	3.1%	80%	False	False	87,360
20	90.96	80.15	10.81	12.1%	3.13	3.5%	86%	False	False	83,476
40	101.83	77.12	24.71	27.6%	3.22	3.6%	50%	False	False	72,065
60	101.83	77.12	24.71	27.6%	3.05	3.4%	50%	False	False	67,269
80	105.14	77.12	28.02	31.3%	2.96	3.3%	44%	False	False	63,720
100	115.50	77.12	38.38	42.9%	3.13	3.5%	32%	False	False	60,256
120	115.50	77.12	38.38	42.9%	2.95	3.3%	32%	False	False	57,167

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.54
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	98.38
2.618	95.40
1.618	93.58
1.000	92.46
0.618	91.76
HIGH	90.64
0.618	89.94
0.500	89.73
0.382	89.52
LOW	88.82
0.618	87.70
1.000	87.00
1.618	85.88
2.618	84.06
4.250	81.09

Fisher Pivots for day following 08-Sep-2011
Pivot	1 day	3 day
R1	89.73	88.80
PP	89.65	88.11
S1	89.57	87.42

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

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