NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 05-Jan-2011

Day Change Summary
	Previous	Current
	04-Jan-2011	05-Jan-2011	Change	Change %	Previous Week
Open	94.53	92.96	-1.57	-1.7%	93.58
High	94.81	94.60	-0.21	-0.2%	94.44
Low	92.12	91.90	-0.22	-0.2%	91.82
Close	93.06	94.38	1.32	1.4%	94.06
Range	2.69	2.70	0.01	0.4%	2.62
ATR	1.37	1.47	0.09	6.9%	0.00
Volume	7,387	18,409	11,022	149.2%	30,570

Daily Pivots for day following 05-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.73	100.75	95.87
R3	99.03	98.05	95.12
R2	96.33	96.33	94.88
R1	95.35	95.35	94.63	95.84
PP	93.63	93.63	93.63	93.87
S1	92.65	92.65	94.13	93.14
S2	90.93	90.93	93.89
S3	88.23	89.95	93.64
S4	85.53	87.25	92.90

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%	2.08	2.2%	74%	False	False	9,585
10	95.29	91.82	3.47	3.7%	1.41	1.5%	74%	False	False	7,006
20	95.29	89.17	6.12	6.5%	1.27	1.3%	85%	False	False	7,221
40	95.29	83.16	12.13	12.9%	1.31	1.4%	92%	False	False	6,169

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	106.08
2.618	101.67
1.618	98.97
1.000	97.30
0.618	96.27
HIGH	94.60
0.618	93.57
0.500	93.25
0.382	92.93
LOW	91.90
0.618	90.23
1.000	89.20
1.618	87.53
2.618	84.83
4.250	80.43

Fisher Pivots for day following 05-Jan-2011
Pivot	1 day	3 day
R1	94.00	94.12
PP	93.63	93.86
S1	93.25	93.60

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

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