NYMEX Light Sweet Crude Oil Future August 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-May-2011 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-May-2011 | 
                    18-May-2011 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        97.79 | 
                        98.28 | 
                        0.49 | 
                        0.5% | 
                        98.71 | 
                     
                    
                        | High | 
                        98.70 | 
                        101.72 | 
                        3.02 | 
                        3.1% | 
                        105.52 | 
                     
                    
                        | Low | 
                        95.95 | 
                        98.28 | 
                        2.33 | 
                        2.4% | 
                        96.03 | 
                     
                    
                        | Close | 
                        97.84 | 
                        100.89 | 
                        3.05 | 
                        3.1% | 
                        100.48 | 
                     
                    
                        | Range | 
                        2.75 | 
                        3.44 | 
                        0.69 | 
                        25.1% | 
                        9.49 | 
                     
                    
                        | ATR | 
                        3.83 | 
                        3.83 | 
                        0.00 | 
                        0.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        32,201 | 
                        49,138 | 
                        16,937 | 
                        52.6% | 
                        305,037 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-May-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                110.62 | 
                109.19 | 
                102.78 | 
                 | 
             
            
                | R3 | 
                107.18 | 
                105.75 | 
                101.84 | 
                 | 
             
            
                | R2 | 
                103.74 | 
                103.74 | 
                101.52 | 
                 | 
             
            
                | R1 | 
                102.31 | 
                102.31 | 
                101.21 | 
                103.03 | 
             
            
                | PP | 
                100.30 | 
                100.30 | 
                100.30 | 
                100.65 | 
             
            
                | S1 | 
                98.87 | 
                98.87 | 
                100.57 | 
                99.59 | 
             
            
                | S2 | 
                96.86 | 
                96.86 | 
                100.26 | 
                 | 
             
            
                | S3 | 
                93.42 | 
                95.43 | 
                99.94 | 
                 | 
             
            
                | S4 | 
                89.98 | 
                91.99 | 
                99.00 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-May-2011 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                129.15 | 
                124.30 | 
                105.70 | 
                 | 
             
            
                | R3 | 
                119.66 | 
                114.81 | 
                103.09 | 
                 | 
             
            
                | R2 | 
                110.17 | 
                110.17 | 
                102.22 | 
                 | 
             
            
                | R1 | 
                105.32 | 
                105.32 | 
                101.35 | 
                107.75 | 
             
            
                | PP | 
                100.68 | 
                100.68 | 
                100.68 | 
                101.89 | 
             
            
                | S1 | 
                95.83 | 
                95.83 | 
                99.61 | 
                98.26 | 
             
            
                | S2 | 
                91.19 | 
                91.19 | 
                98.74 | 
                 | 
             
            
                | S3 | 
                81.70 | 
                86.34 | 
                97.87 | 
                 | 
             
            
                | S4 | 
                72.21 | 
                76.85 | 
                95.26 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                101.72 | 
                95.95 | 
                5.77 | 
                5.7% | 
                3.54 | 
                3.5% | 
                86% | 
                True | 
                False | 
                47,589 | 
                 
                
                | 10 | 
                110.10 | 
                95.51 | 
                14.59 | 
                14.5% | 
                5.32 | 
                5.3% | 
                37% | 
                False | 
                False | 
                53,218 | 
                 
                
                | 20 | 
                115.52 | 
                95.51 | 
                20.01 | 
                19.8% | 
                3.91 | 
                3.9% | 
                27% | 
                False | 
                False | 
                40,686 | 
                 
                
                | 40 | 
                115.52 | 
                95.51 | 
                20.01 | 
                19.8% | 
                3.06 | 
                3.0% | 
                27% | 
                False | 
                False | 
                30,941 | 
                 
                
                | 60 | 
                115.52 | 
                95.51 | 
                20.01 | 
                19.8% | 
                3.01 | 
                3.0% | 
                27% | 
                False | 
                False | 
                27,580 | 
                 
                
                | 80 | 
                115.52 | 
                91.88 | 
                23.64 | 
                23.4% | 
                2.71 | 
                2.7% | 
                38% | 
                False | 
                False | 
                24,872 | 
                 
                
                | 100 | 
                115.52 | 
                91.78 | 
                23.74 | 
                23.5% | 
                2.44 | 
                2.4% | 
                38% | 
                False | 
                False | 
                21,408 | 
                 
                
                | 120 | 
                115.52 | 
                85.65 | 
                29.87 | 
                29.6% | 
                2.22 | 
                2.2% | 
                51% | 
                False | 
                False | 
                18,548 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            116.34 | 
         
        
            | 
2.618             | 
            110.73 | 
         
        
            | 
1.618             | 
            107.29 | 
         
        
            | 
1.000             | 
            105.16 | 
         
        
            | 
0.618             | 
            103.85 | 
         
        
            | 
HIGH             | 
            101.72 | 
         
        
            | 
0.618             | 
            100.41 | 
         
        
            | 
0.500             | 
            100.00 | 
         
        
            | 
0.382             | 
            99.59 | 
         
        
            | 
LOW             | 
            98.28 | 
         
        
            | 
0.618             | 
            96.15 | 
         
        
            | 
1.000             | 
            94.84 | 
         
        
            | 
1.618             | 
            92.71 | 
         
        
            | 
2.618             | 
            89.27 | 
         
        
            | 
4.250             | 
            83.66 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-May-2011 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                100.59 | 
                                100.21 | 
                             
                            
                                | PP | 
                                100.30 | 
                                99.52 | 
                             
                            
                                | S1 | 
                                100.00 | 
                                98.84 | 
                             
             
         |