NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 18-May-2011

Day Change Summary
	Previous	Current
	17-May-2011	18-May-2011	Change	Change %	Previous Week
Open	97.58	98.18	0.60	0.6%	98.53
High	98.33	101.42	3.09	3.1%	105.16
Low	95.54	97.97	2.43	2.5%	95.78
Close	97.43	100.56	3.13	3.2%	100.12
Range	2.79	3.45	0.66	23.7%	9.38
ATR	3.88	3.88	0.01	0.2%	0.00
Volume	171,276	268,426	97,150	56.7%	926,548

Daily Pivots for day following 18-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.33	108.90	102.46
R3	106.88	105.45	101.51
R2	103.43	103.43	101.19
R1	102.00	102.00	100.88	102.72
PP	99.98	99.98	99.98	100.34
S1	98.55	98.55	100.24	99.27
S2	96.53	96.53	99.93
S3	93.08	95.10	99.61
S4	89.63	91.65	98.66

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	128.49	123.69	105.28
R3	119.11	114.31	102.70
R2	109.73	109.73	101.84
R1	104.93	104.93	100.98	107.33
PP	100.35	100.35	100.35	101.56
S1	95.55	95.55	99.26	97.95
S2	90.97	90.97	98.40
S3	81.59	86.17	97.54
S4	72.21	76.79	94.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.42	95.54	5.88	5.8%	3.56	3.5%	85%	True	False	197,481
10	109.85	95.18	14.67	14.6%	5.35	5.3%	37%	False	False	172,076
20	115.27	95.18	20.09	20.0%	3.95	3.9%	27%	False	False	116,304
40	115.27	95.18	20.09	20.0%	3.13	3.1%	27%	False	False	83,165
60	115.27	95.18	20.09	20.0%	3.20	3.2%	27%	False	False	66,954
80	115.27	91.36	23.91	23.8%	2.88	2.9%	38%	False	False	57,497
100	115.27	91.28	23.99	23.9%	2.61	2.6%	39%	False	False	48,851
120	115.27	85.21	30.06	29.9%	2.38	2.4%	51%	False	False	41,811

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	1.05
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116.08
2.618	110.45
1.618	107.00
1.000	104.87
0.618	103.55
HIGH	101.42
0.618	100.10
0.500	99.70
0.382	99.29
LOW	97.97
0.618	95.84
1.000	94.52
1.618	92.39
2.618	88.94
4.250	83.31

Fisher Pivots for day following 18-May-2011
Pivot	1 day	3 day
R1	100.27	99.87
PP	99.98	99.17
S1	99.70	98.48

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

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