NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 28-Jun-2011

Day Change Summary
	Previous	Current
	27-Jun-2011	28-Jun-2011	Change	Change %	Previous Week
Open	91.16	90.71	-0.45	-0.5%	93.17
High	91.30	93.37	2.07	2.3%	95.70
Low	89.61	90.44	0.83	0.9%	89.70
Close	90.61	92.89	2.28	2.5%	91.16
Range	1.69	2.93	1.24	73.4%	6.00
ATR	3.06	3.05	-0.01	-0.3%	0.00
Volume	259,799	267,406	7,607	2.9%	1,574,559

Daily Pivots for day following 28-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.02	99.89	94.50
R3	98.09	96.96	93.70
R2	95.16	95.16	93.43
R1	94.03	94.03	93.16	94.60
PP	92.23	92.23	92.23	92.52
S1	91.10	91.10	92.62	91.67
S2	89.30	89.30	92.35
S3	86.37	88.17	92.08
S4	83.44	85.24	91.28

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	6.6%	2.87	3.1%	54%	False	False	305,859
10	100.39	89.61	10.78	11.6%	2.99	3.2%	30%	False	False	261,967
20	103.88	89.61	14.27	15.4%	2.87	3.1%	23%	False	False	189,870
40	113.91	89.61	24.30	26.2%	3.50	3.8%	13%	False	False	121,379
60	115.52	89.61	25.91	27.9%	3.17	3.4%	13%	False	False	89,725
80	115.52	89.61	25.91	27.9%	2.99	3.2%	13%	False	False	71,493
100	115.52	89.61	25.91	27.9%	2.85	3.1%	13%	False	False	61,087
120	115.52	89.61	25.91	27.9%	2.61	2.8%	13%	False	False	53,117

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	0.38
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	105.82
2.618	101.04
1.618	98.11
1.000	96.30
0.618	95.18
HIGH	93.37
0.618	92.25
0.500	91.91
0.382	91.56
LOW	90.44
0.618	88.63
1.000	87.51
1.618	85.70
2.618	82.77
4.250	77.99

Fisher Pivots for day following 28-Jun-2011
Pivot	1 day	3 day
R1	92.56	92.42
PP	92.23	91.96
S1	91.91	91.49

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

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