NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 12-Jan-2011

Day Change Summary
	Previous	Current
	11-Jan-2011	12-Jan-2011	Change	Change %	Previous Week
Open	94.10	95.35	1.25	1.3%	94.43
High	95.63	96.32	0.69	0.7%	95.47
Low	93.87	94.97	1.10	1.2%	91.78
Close	95.62	95.77	0.15	0.2%	92.40
Range	1.76	1.35	-0.41	-23.3%	3.69
ATR	1.48	1.47	-0.01	-0.6%	0.00
Volume	12,003	5,834	-6,169	-51.4%	36,089

Daily Pivots for day following 12-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	99.74	99.10	96.51
R3	98.39	97.75	96.14
R2	97.04	97.04	96.02
R1	96.40	96.40	95.89	96.72
PP	95.69	95.69	95.69	95.85
S1	95.05	95.05	95.65	95.37
S2	94.34	94.34	95.52
S3	92.99	93.70	95.40
S4	91.64	92.35	95.03

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.29	102.03	94.43
R3	100.60	98.34	93.41
R2	96.91	96.91	93.08
R1	94.65	94.65	92.74	93.94
PP	93.22	93.22	93.22	92.86
S1	90.96	90.96	92.06	90.25
S2	89.53	89.53	91.72
S3	85.84	87.27	91.39
S4	82.15	83.58	90.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.32	91.78	4.54	4.7%	1.41	1.5%	88%	True	False	10,430
10	96.32	91.78	4.54	4.7%	1.77	1.8%	88%	True	False	7,803
20	96.32	89.80	6.52	6.8%	1.33	1.4%	92%	True	False	5,733
40	96.32	83.43	12.89	13.5%	1.23	1.3%	96%	True	False	4,864

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.06
2.618	99.85
1.618	98.50
1.000	97.67
0.618	97.15
HIGH	96.32
0.618	95.80
0.500	95.65
0.382	95.49
LOW	94.97
0.618	94.14
1.000	93.62
1.618	92.79
2.618	91.44
4.250	89.23

Fisher Pivots for day following 12-Jan-2011
Pivot	1 day	3 day
R1	95.73	95.43
PP	95.69	95.08
S1	95.65	94.74

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

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