NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 07-Jun-2011

Day Change Summary
	Previous	Current
	06-Jun-2011	07-Jun-2011	Change	Change %	Previous Week
Open	100.93	99.38	-1.55	-1.5%	101.21
High	101.18	100.29	-0.89	-0.9%	103.90
Low	99.15	98.35	-0.80	-0.8%	98.73
Close	99.60	99.69	0.09	0.1%	100.80
Range	2.03	1.94	-0.09	-4.4%	5.17
ATR	3.23	3.14	-0.09	-2.9%	0.00
Volume	95,875	68,155	-27,720	-28.9%	345,175

Daily Pivots for day following 07-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.26	104.42	100.76
R3	103.32	102.48	100.22
R2	101.38	101.38	100.05
R1	100.54	100.54	99.87	100.96
PP	99.44	99.44	99.44	99.66
S1	98.60	98.60	99.51	99.02
S2	97.50	97.50	99.33
S3	95.56	96.66	99.16
S4	93.62	94.72	98.62

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	103.88	98.35	5.53	5.5%	2.52	2.5%	24%	False	True	90,997
10	103.90	97.13	6.77	6.8%	2.65	2.7%	38%	False	False	77,322
20	105.52	95.95	9.57	9.6%	3.26	3.3%	39%	False	False	64,630
40	115.52	95.51	20.01	20.1%	3.42	3.4%	21%	False	False	48,555
60	115.52	95.51	20.01	20.1%	3.02	3.0%	21%	False	False	37,428
80	115.52	93.92	21.60	21.7%	2.91	2.9%	27%	False	False	33,673
100	115.52	91.88	23.64	23.7%	2.61	2.6%	33%	False	False	29,795
120	115.52	89.80	25.72	25.8%	2.40	2.4%	38%	False	False	25,785

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.66
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	108.54
2.618	105.37
1.618	103.43
1.000	102.23
0.618	101.49
HIGH	100.29
0.618	99.55
0.500	99.32
0.382	99.09
LOW	98.35
0.618	97.15
1.000	96.41
1.618	95.21
2.618	93.27
4.250	90.11

Fisher Pivots for day following 07-Jun-2011
Pivot	1 day	3 day
R1	99.57	99.93
PP	99.44	99.85
S1	99.32	99.77

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

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