NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 03-Jun-2011

Day Change Summary
	Previous	Current
	02-Jun-2011	03-Jun-2011	Change	Change %	Previous Week
Open	100.35	101.36	1.01	1.0%	101.21
High	101.45	101.50	0.05	0.0%	103.90
Low	99.06	98.73	-0.33	-0.3%	98.73
Close	101.00	100.80	-0.20	-0.2%	100.80
Range	2.39	2.77	0.38	15.9%	5.17
ATR	3.37	3.33	-0.04	-1.3%	0.00
Volume	83,667	118,378	34,711	41.5%	345,175

Daily Pivots for day following 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.65	107.50	102.32
R3	105.88	104.73	101.56
R2	103.11	103.11	101.31
R1	101.96	101.96	101.05	101.15
PP	100.34	100.34	100.34	99.94
S1	99.19	99.19	100.55	98.38
S2	97.57	97.57	100.29
S3	94.80	96.42	100.04
S4	92.03	93.65	99.28

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	116.65	113.90	103.64
R3	111.48	108.73	102.22
R2	106.31	106.31	101.75
R1	103.56	103.56	101.27	102.35
PP	101.14	101.14	101.14	100.54
S1	98.39	98.39	100.33	97.18
S2	95.97	95.97	99.85
S3	90.80	93.22	99.38
S4	85.63	88.05	97.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.90	98.73	5.17	5.1%	2.69	2.7%	40%	False	True	86,782
10	103.90	96.75	7.15	7.1%	3.01	3.0%	57%	False	False	70,727
20	105.52	95.51	10.01	9.9%	3.74	3.7%	53%	False	False	62,320
40	115.52	95.51	20.01	19.9%	3.45	3.4%	26%	False	False	45,647
60	115.52	95.51	20.01	19.9%	3.07	3.0%	26%	False	False	35,447
80	115.52	93.92	21.60	21.4%	2.88	2.9%	32%	False	False	32,030
100	115.52	91.88	23.64	23.5%	2.60	2.6%	38%	False	False	28,333
120	115.52	89.80	25.72	25.5%	2.38	2.4%	43%	False	False	24,511

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.71
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113.27
2.618	108.75
1.618	105.98
1.000	104.27
0.618	103.21
HIGH	101.50
0.618	100.44
0.500	100.12
0.382	99.79
LOW	98.73
0.618	97.02
1.000	95.96
1.618	94.25
2.618	91.48
4.250	86.96

Fisher Pivots for day following 03-Jun-2011
Pivot	1 day	3 day
R1	100.57	101.31
PP	100.34	101.14
S1	100.12	100.97

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

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