NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 26-May-2011

Day Change Summary
	Previous	Current
	25-May-2011	26-May-2011	Change	Change %	Previous Week
Open	99.27	101.24	1.97	2.0%	99.96
High	101.63	101.90	0.27	0.3%	101.42
Low	98.20	99.62	1.42	1.4%	95.54
Close	101.32	100.23	-1.09	-1.1%	100.10
Range	3.43	2.28	-1.15	-33.5%	5.88
ATR	3.76	3.65	-0.11	-2.8%	0.00
Volume	339,324	315,437	-23,887	-7.0%	1,239,915

Daily Pivots for day following 26-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.42	106.11	101.48
R3	105.14	103.83	100.86
R2	102.86	102.86	100.65
R1	101.55	101.55	100.44	101.07
PP	100.58	100.58	100.58	100.34
S1	99.27	99.27	100.02	98.79
S2	98.30	98.30	99.81
S3	96.02	96.99	99.60
S4	93.74	94.71	98.98

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	101.90	96.35	5.55	5.5%	3.38	3.4%	70%	True	False	327,643
10	101.90	95.54	6.36	6.3%	3.21	3.2%	74%	True	False	271,629
20	115.27	95.18	20.09	20.0%	4.23	4.2%	25%	False	False	195,103
40	115.27	95.18	20.09	20.0%	3.35	3.3%	25%	False	False	126,536
60	115.27	95.18	20.09	20.0%	3.15	3.1%	25%	False	False	94,665
80	115.27	93.10	22.17	22.1%	2.98	3.0%	32%	False	False	79,210
100	115.27	91.28	23.99	23.9%	2.73	2.7%	37%	False	False	67,805
120	115.27	89.17	26.10	26.0%	2.47	2.5%	42%	False	False	57,672

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.82
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	111.59
2.618	107.87
1.618	105.59
1.000	104.18
0.618	103.31
HIGH	101.90
0.618	101.03
0.500	100.76
0.382	100.49
LOW	99.62
0.618	98.21
1.000	97.34
1.618	95.93
2.618	93.65
4.250	89.93

Fisher Pivots for day following 26-May-2011
Pivot	1 day	3 day
R1	100.76	99.91
PP	100.58	99.58
S1	100.41	99.26

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

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