NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 08-Jun-2011

Day Change Summary
	Previous	Current
	07-Jun-2011	08-Jun-2011	Change	Change %	Previous Week
Open	98.82	99.58	0.76	0.8%	100.69
High	99.75	101.89	2.14	2.1%	103.39
Low	97.74	98.02	0.28	0.3%	98.12
Close	99.09	100.74	1.65	1.7%	100.22
Range	2.01	3.87	1.86	92.5%	5.27
ATR	3.19	3.24	0.05	1.5%	0.00
Volume	376,801	454,043	77,242	20.5%	1,270,422

Daily Pivots for day following 08-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	111.83	110.15	102.87
R3	107.96	106.28	101.80
R2	104.09	104.09	101.45
R1	102.41	102.41	101.09	103.25
PP	100.22	100.22	100.22	100.64
S1	98.54	98.54	100.39	99.38
S2	96.35	96.35	100.03
S3	92.48	94.67	99.68
S4	88.61	90.80	98.61

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	116.39	113.57	103.12
R3	111.12	108.30	101.67
R2	105.85	105.85	101.19
R1	103.03	103.03	100.70	101.81
PP	100.58	100.58	100.58	99.96
S1	97.76	97.76	99.74	96.54
S2	95.31	95.31	99.25
S3	90.04	92.49	98.77
S4	84.77	87.22	97.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.89	97.74	4.15	4.1%	2.65	2.6%	72%	True	False	361,197
10	103.39	97.74	5.65	5.6%	2.74	2.7%	53%	False	False	321,806
20	105.16	95.54	9.62	9.5%	3.30	3.3%	54%	False	False	281,415
40	115.27	95.18	20.09	19.9%	3.46	3.4%	28%	False	False	180,783
60	115.27	95.18	20.09	19.9%	3.13	3.1%	28%	False	False	132,542
80	115.27	93.10	22.17	22.0%	3.10	3.1%	34%	False	False	108,657
100	115.27	91.36	23.91	23.7%	2.80	2.8%	39%	False	False	91,935
120	115.27	90.36	24.91	24.7%	2.56	2.5%	42%	False	False	78,483

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.75
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	118.34
2.618	112.02
1.618	108.15
1.000	105.76
0.618	104.28
HIGH	101.89
0.618	100.41
0.500	99.96
0.382	99.50
LOW	98.02
0.618	95.63
1.000	94.15
1.618	91.76
2.618	87.89
4.250	81.57

Fisher Pivots for day following 08-Jun-2011
Pivot	1 day	3 day
R1	100.48	100.43
PP	100.22	100.12
S1	99.96	99.82

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

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