NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 10-Jun-2011

Day Change Summary
	Previous	Current
	09-Jun-2011	10-Jun-2011	Change	Change %	Previous Week
Open	101.33	102.42	1.09	1.1%	100.93
High	102.95	102.62	-0.33	-0.3%	102.95
Low	101.32	99.16	-2.16	-2.1%	98.35
Close	102.45	99.85	-2.60	-2.5%	99.85
Range	1.63	3.46	1.83	112.3%	4.60
ATR	3.08	3.11	0.03	0.9%	0.00
Volume	156,838	138,335	-18,503	-11.8%	598,567

Daily Pivots for day following 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.92	108.85	101.75
R3	107.46	105.39	100.80
R2	104.00	104.00	100.48
R1	101.93	101.93	100.17	101.24
PP	100.54	100.54	100.54	100.20
S1	98.47	98.47	99.53	97.78
S2	97.08	97.08	99.22
S3	93.62	95.01	98.90
S4	90.16	91.55	97.95

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.18	111.62	102.38
R3	109.58	107.02	101.12
R2	104.98	104.98	100.69
R1	102.42	102.42	100.27	101.40
PP	100.38	100.38	100.38	99.88
S1	97.82	97.82	99.43	96.80
S2	95.78	95.78	99.01
S3	91.18	93.22	98.59
S4	86.58	88.62	97.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.95	98.35	4.60	4.6%	2.57	2.6%	33%	False	False	119,713
10	103.90	98.35	5.55	5.6%	2.63	2.6%	27%	False	False	103,247
20	103.90	95.95	7.95	8.0%	2.89	2.9%	49%	False	False	76,722
40	115.52	95.51	20.01	20.0%	3.37	3.4%	22%	False	False	57,207
60	115.52	95.51	20.01	20.0%	3.00	3.0%	22%	False	False	43,970
80	115.52	93.92	21.60	21.6%	2.95	3.0%	27%	False	False	38,573
100	115.52	91.88	23.64	23.7%	2.67	2.7%	34%	False	False	33,848
120	115.52	90.58	24.94	25.0%	2.44	2.4%	37%	False	False	29,298

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.60
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117.33
2.618	111.68
1.618	108.22
1.000	106.08
0.618	104.76
HIGH	102.62
0.618	101.30
0.500	100.89
0.382	100.48
LOW	99.16
0.618	97.02
1.000	95.70
1.618	93.56
2.618	90.10
4.250	84.46

Fisher Pivots for day following 10-Jun-2011
Pivot	1 day	3 day
R1	100.89	100.78
PP	100.54	100.47
S1	100.20	100.16

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

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