NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 20-May-2011

Day Change Summary
	Previous	Current
	19-May-2011	20-May-2011	Change	Change %	Previous Week
Open	100.23	99.06	-1.17	-1.2%	99.96
High	101.24	100.42	-0.82	-0.8%	101.42
Low	98.63	96.35	-2.28	-2.3%	95.54
Close	98.93	100.10	1.17	1.2%	100.10
Range	2.61	4.07	1.46	55.9%	5.88
ATR	3.79	3.81	0.02	0.5%	0.00
Volume	291,139	379,682	88,543	30.4%	1,239,915

Daily Pivots for day following 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	111.17	109.70	102.34
R3	107.10	105.63	101.22
R2	103.03	103.03	100.85
R1	101.56	101.56	100.47	102.30
PP	98.96	98.96	98.96	99.32
S1	97.49	97.49	99.73	98.23
S2	94.89	94.89	99.35
S3	90.82	93.42	98.98
S4	86.75	89.35	97.86

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	116.66	114.26	103.33
R3	110.78	108.38	101.72
R2	104.90	104.90	101.18
R1	102.50	102.50	100.64	103.70
PP	99.02	99.02	99.02	99.62
S1	96.62	96.62	99.56	97.82
S2	93.14	93.14	99.02
S3	87.26	90.74	98.48
S4	81.38	84.86	96.87

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%	3.13	3.1%	78%	False	False	247,983
10	105.16	95.54	9.62	9.6%	4.14	4.1%	47%	False	False	216,646
20	115.27	95.18	20.09	20.1%	4.03	4.0%	24%	False	False	143,733
40	115.27	95.18	20.09	20.1%	3.21	3.2%	24%	False	False	98,252
60	115.27	95.18	20.09	20.1%	3.12	3.1%	24%	False	False	76,057
80	115.27	92.70	22.57	22.5%	2.92	2.9%	33%	False	False	65,275
100	115.27	91.28	23.99	24.0%	2.66	2.7%	37%	False	False	55,492
120	115.27	85.92	29.35	29.3%	2.41	2.4%	48%	False	False	47,363

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.98
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	117.72
2.618	111.08
1.618	107.01
1.000	104.49
0.618	102.94
HIGH	100.42
0.618	98.87
0.500	98.39
0.382	97.90
LOW	96.35
0.618	93.83
1.000	92.28
1.618	89.76
2.618	85.69
4.250	79.05

Fisher Pivots for day following 20-May-2011
Pivot	1 day	3 day
R1	99.53	99.70
PP	98.96	99.29
S1	98.39	98.89

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

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