NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 16-May-2011

Day Change Summary
	Previous	Current
	13-May-2011	16-May-2011	Change	Change %	Previous Week
Open	98.81	99.36	0.55	0.6%	98.11
High	100.70	99.65	-1.05	-1.0%	104.60
Low	97.09	96.83	-0.26	-0.3%	95.25
Close	99.65	97.37	-2.28	-2.3%	99.65
Range	3.61	2.82	-0.79	-21.9%	9.35
ATR	4.10	4.00	-0.09	-2.2%	0.00
Volume	335,574	292,713	-42,861	-12.8%	2,139,498

Daily Pivots for day following 16-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.41	104.71	98.92
R3	103.59	101.89	98.15
R2	100.77	100.77	97.89
R1	99.07	99.07	97.63	98.51
PP	97.95	97.95	97.95	97.67
S1	96.25	96.25	97.11	95.69
S2	95.13	95.13	96.85
S3	92.31	93.43	96.59
S4	89.49	90.61	95.82

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	127.88	123.12	104.79
R3	118.53	113.77	102.22
R2	109.18	109.18	101.36
R1	104.42	104.42	100.51	106.80
PP	99.83	99.83	99.83	101.03
S1	95.07	95.07	98.79	97.45
S2	90.48	90.48	97.94
S3	81.13	85.72	97.08
S4	71.78	76.37	94.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.60	95.25	9.35	9.6%	4.52	4.6%	23%	False	False	398,755
10	113.22	94.63	18.59	19.1%	5.31	5.5%	15%	False	False	425,024
20	114.83	94.63	20.20	20.7%	3.96	4.1%	14%	False	False	343,089
40	114.83	94.63	20.20	20.7%	3.15	3.2%	14%	False	False	228,340
60	114.83	92.44	22.39	23.0%	3.36	3.5%	22%	False	False	180,427
80	114.83	90.50	24.33	25.0%	2.97	3.0%	28%	False	False	156,485
100	114.83	90.50	24.33	25.0%	2.71	2.8%	28%	False	False	133,548
120	114.83	82.46	32.37	33.2%	2.54	2.6%	46%	False	False	116,582

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	1.10
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	111.64
2.618	107.03
1.618	104.21
1.000	102.47
0.618	101.39
HIGH	99.65
0.618	98.57
0.500	98.24
0.382	97.91
LOW	96.83
0.618	95.09
1.000	94.01
1.618	92.27
2.618	89.45
4.250	84.85

Fisher Pivots for day following 16-May-2011
Pivot	1 day	3 day
R1	98.24	97.98
PP	97.95	97.77
S1	97.66	97.57

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

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