NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 02-Jun-2011

Day Change Summary
	Previous	Current
	01-Jun-2011	02-Jun-2011	Change	Change %	Previous Week
Open	103.22	100.35	-2.87	-2.8%	100.03
High	103.88	101.45	-2.43	-2.3%	102.37
Low	100.43	99.06	-1.37	-1.4%	96.79
Close	100.86	101.00	0.14	0.1%	101.16
Range	3.45	2.39	-1.06	-30.7%	5.58
ATR	3.44	3.37	-0.08	-2.2%	0.00
Volume	88,914	83,667	-5,247	-5.9%	318,071

Daily Pivots for day following 02-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.67	106.73	102.31
R3	105.28	104.34	101.66
R2	102.89	102.89	101.44
R1	101.95	101.95	101.22	102.42
PP	100.50	100.50	100.50	100.74
S1	99.56	99.56	100.78	100.03
S2	98.11	98.11	100.56
S3	95.72	97.17	100.34
S4	93.33	94.78	99.69

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	116.85	114.58	104.23
R3	111.27	109.00	102.69
R2	105.69	105.69	102.18
R1	103.42	103.42	101.67	104.56
PP	100.11	100.11	100.11	100.67
S1	97.84	97.84	100.65	98.98
S2	94.53	94.53	100.14
S3	88.95	92.26	99.63
S4	83.37	86.68	98.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.90	99.06	4.84	4.8%	2.57	2.5%	40%	False	True	75,398
10	103.90	96.75	7.15	7.1%	2.98	3.0%	59%	False	False	64,308
20	110.10	95.51	14.59	14.4%	4.15	4.1%	38%	False	False	58,763
40	115.52	95.51	20.01	19.8%	3.41	3.4%	27%	False	False	43,187
60	115.52	95.51	20.01	19.8%	3.05	3.0%	27%	False	False	33,901
80	115.52	93.92	21.60	21.4%	2.87	2.8%	33%	False	False	30,696
100	115.52	91.88	23.64	23.4%	2.58	2.6%	39%	False	False	27,275
120	115.52	89.48	26.04	25.8%	2.37	2.3%	44%	False	False	23,563

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	True
Bull Hook	False
Stretch	0.80
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	111.61
2.618	107.71
1.618	105.32
1.000	103.84
0.618	102.93
HIGH	101.45
0.618	100.54
0.500	100.26
0.382	99.97
LOW	99.06
0.618	97.58
1.000	96.67
1.618	95.19
2.618	92.80
4.250	88.90

Fisher Pivots for day following 02-Jun-2011
Pivot	1 day	3 day
R1	100.75	101.48
PP	100.50	101.32
S1	100.26	101.16

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

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