NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 09-May-2011

Day Change Summary
	Previous	Current
	06-May-2011	09-May-2011	Change	Change %	Previous Week
Open	100.88	98.71	-2.17	-2.2%	114.61
High	103.24	104.29	1.05	1.0%	115.52
Low	95.51	98.48	2.97	3.1%	95.51
Close	98.14	103.47	5.33	5.4%	98.14
Range	7.73	5.81	-1.92	-24.8%	20.01
ATR	3.50	3.69	0.19	5.4%	0.00
Volume	58,603	59,221	618	1.1%	182,866

Daily Pivots for day following 09-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	119.51	117.30	106.67
R3	113.70	111.49	105.07
R2	107.89	107.89	104.54
R1	105.68	105.68	104.00	106.79
PP	102.08	102.08	102.08	102.63
S1	99.87	99.87	102.94	100.98
S2	96.27	96.27	102.40
S3	90.46	94.06	101.87
S4	84.65	88.25	100.27

Weekly Pivots for week ending 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	163.09	150.62	109.15
R3	143.08	130.61	103.64
R2	123.07	123.07	101.81
R1	110.60	110.60	99.97	106.83
PP	103.06	103.06	103.06	101.17
S1	90.59	90.59	96.31	86.82
S2	83.05	83.05	94.47
S3	63.04	70.58	92.64
S4	43.03	50.57	87.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113.91	95.51	18.40	17.8%	6.00	5.8%	43%	False	False	44,029
10	115.52	95.51	20.01	19.3%	4.21	4.1%	40%	False	False	36,750
20	115.52	95.51	20.01	19.3%	3.58	3.5%	40%	False	False	32,479
40	115.52	95.51	20.01	19.3%	2.90	2.8%	40%	False	False	23,827
60	115.52	93.92	21.60	20.9%	2.79	2.7%	44%	False	False	23,355
80	115.52	91.88	23.64	22.8%	2.45	2.4%	49%	False	False	21,086
100	115.52	89.80	25.72	24.9%	2.22	2.1%	53%	False	False	18,015
120	115.52	83.43	32.09	31.0%	2.04	2.0%	62%	False	False	15,679

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	0.80
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128.98
2.618	119.50
1.618	113.69
1.000	110.10
0.618	107.88
HIGH	104.29
0.618	102.07
0.500	101.39
0.382	100.70
LOW	98.48
0.618	94.89
1.000	92.67
1.618	89.08
2.618	83.27
4.250	73.79

Fisher Pivots for day following 09-May-2011
Pivot	1 day	3 day
R1	102.78	103.25
PP	102.08	103.03
S1	101.39	102.81

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

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