NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 03-Jan-2011

Day Change Summary
	Previous	Current
	31-Dec-2010	03-Jan-2011	Change	Change %	Previous Week
Open	92.50	94.73	2.23	2.4%	93.58
High	94.44	95.29	0.85	0.9%	94.44
Low	92.31	94.43	2.12	2.3%	91.82
Close	94.06	94.45	0.39	0.4%	94.06
Range	2.13	0.86	-1.27	-59.6%	2.62
ATR	1.27	1.27	0.00	-0.2%	0.00
Volume	11,081	3,381	-7,700	-69.5%	30,570

Daily Pivots for day following 03-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	97.30	96.74	94.92
R3	96.44	95.88	94.69
R2	95.58	95.58	94.61
R1	95.02	95.02	94.53	94.87
PP	94.72	94.72	94.72	94.65
S1	94.16	94.16	94.37	94.01
S2	93.86	93.86	94.29
S3	93.00	93.30	94.21
S4	92.14	92.44	93.98

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	101.30	100.30	95.50
R3	98.68	97.68	94.78
R2	96.06	96.06	94.54
R1	95.06	95.06	94.30	95.56
PP	93.44	93.44	93.44	93.69
S1	92.44	92.44	93.82	92.94
S2	90.82	90.82	93.58
S3	88.20	89.82	93.34
S4	85.58	87.20	92.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.29	91.82	3.47	3.7%	1.24	1.3%	76%	True	False	6,147
10	95.29	90.36	4.93	5.2%	1.10	1.2%	83%	True	False	5,798
20	95.29	89.17	6.12	6.5%	1.14	1.2%	86%	True	False	7,009
40	95.29	83.16	12.13	12.8%	1.22	1.3%	93%	True	False	5,713

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	0.20
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	98.95
2.618	97.54
1.618	96.68
1.000	96.15
0.618	95.82
HIGH	95.29
0.618	94.96
0.500	94.86
0.382	94.76
LOW	94.43
0.618	93.90
1.000	93.57
1.618	93.04
2.618	92.18
4.250	90.78

Fisher Pivots for day following 03-Jan-2011
Pivot	1 day	3 day
R1	94.86	94.15
PP	94.72	93.85
S1	94.59	93.56

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

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