NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 06-Jan-2011

Day Change Summary
	Previous	Current
	05-Jan-2011	06-Jan-2011	Change	Change %	Previous Week
Open	92.96	94.56	1.60	1.7%	93.58
High	94.60	94.60	0.00	0.0%	94.44
Low	91.90	92.75	0.85	0.9%	91.82
Close	94.38	93.09	-1.29	-1.4%	94.06
Range	2.70	1.85	-0.85	-31.5%	2.62
ATR	1.47	1.49	0.03	1.9%	0.00
Volume	18,409	19,677	1,268	6.9%	30,570

Daily Pivots for day following 06-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	99.03	97.91	94.11
R3	97.18	96.06	93.60
R2	95.33	95.33	93.43
R1	94.21	94.21	93.26	93.85
PP	93.48	93.48	93.48	93.30
S1	92.36	92.36	92.92	92.00
S2	91.63	91.63	92.75
S3	89.78	90.51	92.58
S4	87.93	88.66	92.07

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	91.90	3.39	3.6%	2.05	2.2%	35%	False	False	11,987
10	95.29	91.82	3.47	3.7%	1.54	1.7%	37%	False	False	8,589
20	95.29	89.17	6.12	6.6%	1.30	1.4%	64%	False	False	7,640
40	95.29	83.16	12.13	13.0%	1.32	1.4%	82%	False	False	6,538

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	0.25
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	102.46
2.618	99.44
1.618	97.59
1.000	96.45
0.618	95.74
HIGH	94.60
0.618	93.89
0.500	93.68
0.382	93.46
LOW	92.75
0.618	91.61
1.000	90.90
1.618	89.76
2.618	87.91
4.250	84.89

Fisher Pivots for day following 06-Jan-2011
Pivot	1 day	3 day
R1	93.68	93.36
PP	93.48	93.27
S1	93.29	93.18

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

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