NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 19-May-2011

Day Change Summary
	Previous	Current
	18-May-2011	19-May-2011	Change	Change %	Previous Week
Open	98.18	100.23	2.05	2.1%	98.53
High	101.42	101.24	-0.18	-0.2%	105.16
Low	97.97	98.63	0.66	0.7%	95.78
Close	100.56	98.93	-1.63	-1.6%	100.12
Range	3.45	2.61	-0.84	-24.3%	9.38
ATR	3.88	3.79	-0.09	-2.3%	0.00
Volume	268,426	291,139	22,713	8.5%	926,548

Daily Pivots for day following 19-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.43	105.79	100.37
R3	104.82	103.18	99.65
R2	102.21	102.21	99.41
R1	100.57	100.57	99.17	100.09
PP	99.60	99.60	99.60	99.36
S1	97.96	97.96	98.69	97.48
S2	96.99	96.99	98.45
S3	94.38	95.35	98.21
S4	91.77	92.74	97.49

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	5.9%	3.04	3.1%	58%	False	False	215,615
10	105.16	95.18	9.98	10.1%	4.51	4.6%	38%	False	False	193,148
20	115.27	95.18	20.09	20.3%	3.90	3.9%	19%	False	False	128,024
40	115.27	95.18	20.09	20.3%	3.15	3.2%	19%	False	False	89,712
60	115.27	95.18	20.09	20.3%	3.16	3.2%	19%	False	False	70,759
80	115.27	91.56	23.71	24.0%	2.89	2.9%	31%	False	False	60,757
100	115.27	91.28	23.99	24.2%	2.63	2.7%	32%	False	False	51,730
120	115.27	85.92	29.35	29.7%	2.39	2.4%	44%	False	False	44,212

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.10
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	112.33
2.618	108.07
1.618	105.46
1.000	103.85
0.618	102.85
HIGH	101.24
0.618	100.24
0.500	99.94
0.382	99.63
LOW	98.63
0.618	97.02
1.000	96.02
1.618	94.41
2.618	91.80
4.250	87.54

Fisher Pivots for day following 19-May-2011
Pivot	1 day	3 day
R1	99.94	98.78
PP	99.60	98.63
S1	99.27	98.48

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

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