NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 27-Jun-2011

Day Change Summary
	Previous	Current
	24-Jun-2011	27-Jun-2011	Change	Change %	Previous Week
Open	92.28	91.16	-1.12	-1.2%	93.17
High	92.34	91.30	-1.04	-1.1%	95.70
Low	89.82	89.61	-0.21	-0.2%	89.70
Close	91.16	90.61	-0.55	-0.6%	91.16
Range	2.52	1.69	-0.83	-32.9%	6.00
ATR	3.17	3.06	-0.11	-3.3%	0.00
Volume	251,447	259,799	8,352	3.3%	1,574,559

Daily Pivots for day following 27-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	95.58	94.78	91.54
R3	93.89	93.09	91.07
R2	92.20	92.20	90.92
R1	91.40	91.40	90.76	90.96
PP	90.51	90.51	90.51	90.28
S1	89.71	89.71	90.46	89.27
S2	88.82	88.82	90.30
S3	87.13	88.02	90.15
S4	85.44	86.33	89.68

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.19	106.67	94.46
R3	104.19	100.67	92.81
R2	98.19	98.19	92.26
R1	94.67	94.67	91.71	93.43
PP	92.19	92.19	92.19	91.57
S1	88.67	88.67	90.61	87.43
S2	86.19	86.19	90.06
S3	80.19	82.67	89.51
S4	74.19	76.67	87.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.70	89.61	6.09	6.7%	2.73	3.0%	16%	False	True	314,658
10	100.39	89.61	10.78	11.9%	2.99	3.3%	9%	False	True	249,276
20	103.90	89.61	14.29	15.8%	2.91	3.2%	7%	False	True	179,210
40	115.52	89.61	25.91	28.6%	3.53	3.9%	4%	False	True	115,242
60	115.52	89.61	25.91	28.6%	3.15	3.5%	4%	False	True	85,573
80	115.52	89.61	25.91	28.6%	2.98	3.3%	4%	False	True	68,371
100	115.52	89.61	25.91	28.6%	2.83	3.1%	4%	False	True	58,566
120	115.52	89.61	25.91	28.6%	2.61	2.9%	4%	False	True	50,960

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	98.48
2.618	95.72
1.618	94.03
1.000	92.99
0.618	92.34
HIGH	91.30
0.618	90.65
0.500	90.46
0.382	90.26
LOW	89.61
0.618	88.57
1.000	87.92
1.618	86.88
2.618	85.19
4.250	82.43

Fisher Pivots for day following 27-Jun-2011
Pivot	1 day	3 day
R1	90.56	92.04
PP	90.51	91.56
S1	90.46	91.09

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

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