NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 07-Jan-2011

Day Change Summary
	Previous	Current
	06-Jan-2011	07-Jan-2011	Change	Change %	Previous Week
Open	94.56	92.80	-1.76	-1.9%	94.73
High	94.60	93.01	-1.59	-1.7%	95.29
Low	92.75	91.28	-1.47	-1.6%	91.28
Close	93.09	92.07	-1.02	-1.1%	92.07
Range	1.85	1.73	-0.12	-6.5%	4.01
ATR	1.49	1.52	0.02	1.5%	0.00
Volume	19,677	25,257	5,580	28.4%	74,111

Daily Pivots for day following 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	97.31	96.42	93.02
R3	95.58	94.69	92.55
R2	93.85	93.85	92.39
R1	92.96	92.96	92.23	92.54
PP	92.12	92.12	92.12	91.91
S1	91.23	91.23	91.91	90.81
S2	90.39	90.39	91.75
S3	88.66	89.50	91.59
S4	86.93	87.77	91.12

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.91	102.50	94.28
R3	100.90	98.49	93.17
R2	96.89	96.89	92.81
R1	94.48	94.48	92.44	93.68
PP	92.88	92.88	92.88	92.48
S1	90.47	90.47	91.70	89.67
S2	88.87	88.87	91.33
S3	84.86	86.46	90.97
S4	80.85	82.45	89.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.29	91.28	4.01	4.4%	1.97	2.1%	20%	False	True	14,822
10	95.29	91.28	4.01	4.4%	1.60	1.7%	20%	False	True	10,468
20	95.29	89.17	6.12	6.6%	1.32	1.4%	47%	False	False	8,447
40	95.29	83.16	12.13	13.2%	1.34	1.5%	73%	False	False	7,062
60	95.29	83.16	12.13	13.2%	1.23	1.3%	73%	False	False	5,764

Crabel Price Patterns
NR	True
NR4	True
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	0.23
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	100.36
2.618	97.54
1.618	95.81
1.000	94.74
0.618	94.08
HIGH	93.01
0.618	92.35
0.500	92.15
0.382	91.94
LOW	91.28
0.618	90.21
1.000	89.55
1.618	88.48
2.618	86.75
4.250	83.93

Fisher Pivots for day following 07-Jan-2011
Pivot	1 day	3 day
R1	92.15	92.94
PP	92.12	92.65
S1	92.10	92.36

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

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