NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 11-Jul-2011

Day Change Summary
	Previous	Current
	08-Jul-2011	11-Jul-2011	Change	Change %	Previous Week
Open	98.79	96.10	-2.69	-2.7%	94.98
High	99.18	96.75	-2.43	-2.5%	99.42
Low	95.60	94.14	-1.46	-1.5%	94.34
Close	96.20	95.15	-1.05	-1.1%	96.20
Range	3.58	2.61	-0.97	-27.1%	5.08
ATR	2.90	2.88	-0.02	-0.7%	0.00
Volume	314,383	279,701	-34,682	-11.0%	1,163,877

Daily Pivots for day following 11-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.18	101.77	96.59
R3	100.57	99.16	95.87
R2	97.96	97.96	95.63
R1	96.55	96.55	95.39	95.95
PP	95.35	95.35	95.35	95.05
S1	93.94	93.94	94.91	93.34
S2	92.74	92.74	94.67
S3	90.13	91.33	94.43
S4	87.52	88.72	93.71

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	111.89	109.13	98.99
R3	106.81	104.05	97.60
R2	101.73	101.73	97.13
R1	98.97	98.97	96.67	100.35
PP	96.65	96.65	96.65	97.35
S1	93.89	93.89	95.73	95.27
S2	91.57	91.57	95.27
S3	86.49	88.81	94.80
S4	81.41	83.73	93.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.42	94.14	5.28	5.5%	2.73	2.9%	19%	False	True	288,715
10	99.42	89.61	9.81	10.3%	2.53	2.7%	56%	False	False	280,185
20	100.39	89.61	10.78	11.3%	2.84	3.0%	51%	False	False	259,126
40	103.90	89.61	14.29	15.0%	2.87	3.0%	39%	False	False	167,924
60	115.52	89.61	25.91	27.2%	3.19	3.4%	21%	False	False	124,514
80	115.52	89.61	25.91	27.2%	2.96	3.1%	21%	False	False	97,759
100	115.52	89.61	25.91	27.2%	2.93	3.1%	21%	False	False	82,684
120	115.52	89.61	25.91	27.2%	2.70	2.8%	21%	False	False	71,394

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	0.47
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107.84
2.618	103.58
1.618	100.97
1.000	99.36
0.618	98.36
HIGH	96.75
0.618	95.75
0.500	95.45
0.382	95.14
LOW	94.14
0.618	92.53
1.000	91.53
1.618	89.92
2.618	87.31
4.250	83.05

Fisher Pivots for day following 11-Jul-2011
Pivot	1 day	3 day
R1	95.45	96.78
PP	95.35	96.24
S1	95.25	95.69

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

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