NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 13-Jun-2011

Day Change Summary
	Previous	Current
	10-Jun-2011	13-Jun-2011	Change	Change %	Previous Week
Open	102.42	99.41	-3.01	-2.9%	100.93
High	102.62	99.88	-2.74	-2.7%	102.95
Low	99.16	96.69	-2.47	-2.5%	98.35
Close	99.85	97.84	-2.01	-2.0%	99.85
Range	3.46	3.19	-0.27	-7.8%	4.60
ATR	3.11	3.11	0.01	0.2%	0.00
Volume	138,335	147,708	9,373	6.8%	598,567

Daily Pivots for day following 13-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.71	105.96	99.59
R3	104.52	102.77	98.72
R2	101.33	101.33	98.42
R1	99.58	99.58	98.13	98.86
PP	98.14	98.14	98.14	97.78
S1	96.39	96.39	97.55	95.67
S2	94.95	94.95	97.26
S3	91.76	93.20	96.96
S4	88.57	90.01	96.09

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	96.69	6.26	6.4%	2.80	2.9%	18%	False	True	130,080
10	103.90	96.69	7.21	7.4%	2.83	2.9%	16%	False	True	109,145
20	103.90	95.95	7.95	8.1%	2.88	2.9%	24%	False	False	81,452
40	115.52	95.51	20.01	20.5%	3.39	3.5%	12%	False	False	59,766
60	115.52	95.51	20.01	20.5%	2.98	3.0%	12%	False	False	46,231
80	115.52	93.92	21.60	22.1%	2.98	3.0%	18%	False	False	40,257
100	115.52	91.88	23.64	24.2%	2.69	2.8%	25%	False	False	35,275
120	115.52	91.78	23.74	24.3%	2.46	2.5%	26%	False	False	30,484

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	False
Bull Hook	False
Stretch	0.63
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113.44
2.618	108.23
1.618	105.04
1.000	103.07
0.618	101.85
HIGH	99.88
0.618	98.66
0.500	98.29
0.382	97.91
LOW	96.69
0.618	94.72
1.000	93.50
1.618	91.53
2.618	88.34
4.250	83.13

Fisher Pivots for day following 13-Jun-2011
Pivot	1 day	3 day
R1	98.29	99.82
PP	98.14	99.16
S1	97.99	98.50

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

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