NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 29-Jun-2011

Day Change Summary
	Previous	Current
	28-Jun-2011	29-Jun-2011	Change	Change %	Previous Week
Open	93.41	95.29	1.88	2.0%	93.82
High	95.49	98.14	2.65	2.8%	97.70
Low	93.33	95.29	1.96	2.1%	92.55
Close	95.47	97.19	1.72	1.8%	93.74
Range	2.16	2.85	0.69	31.9%	5.15
ATR	2.47	2.49	0.03	1.1%	0.00
Volume	5,357	9,214	3,857	72.0%	37,428

Daily Pivots for day following 29-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.42	104.16	98.76
R3	102.57	101.31	97.97
R2	99.72	99.72	97.71
R1	98.46	98.46	97.45	99.09
PP	96.87	96.87	96.87	97.19
S1	95.61	95.61	96.93	96.24
S2	94.02	94.02	96.67
S3	91.17	92.76	96.41
S4	88.32	89.91	95.62

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.11	107.08	96.57
R3	104.96	101.93	95.16
R2	99.81	99.81	94.68
R1	96.78	96.78	94.21	95.72
PP	94.66	94.66	94.66	94.14
S1	91.63	91.63	93.27	90.57
S2	89.51	89.51	92.80
S3	84.36	86.48	92.32
S4	79.21	81.33	90.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.14	92.39	5.75	5.9%	2.19	2.3%	83%	True	False	8,743
10	98.14	92.39	5.75	5.9%	1.99	2.0%	83%	True	False	7,943
20	104.25	92.39	11.86	12.2%	2.25	2.3%	40%	False	False	9,045
40	111.84	92.39	19.45	20.0%	2.80	2.9%	25%	False	False	7,169

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.21
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	110.25
2.618	105.60
1.618	102.75
1.000	100.99
0.618	99.90
HIGH	98.14
0.618	97.05
0.500	96.72
0.382	96.38
LOW	95.29
0.618	93.53
1.000	92.44
1.618	90.68
2.618	87.83
4.250	83.18

Fisher Pivots for day following 29-Jun-2011
Pivot	1 day	3 day
R1	97.03	96.55
PP	96.87	95.91
S1	96.72	95.27

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

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