NYMEX Light Sweet Crude Oil Future August 2011

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

Day Change Summary
	Previous	Current
	12-Jul-2011	13-Jul-2011	Change	Change %	Previous Week
Open	95.09	96.72	1.63	1.7%	94.98
High	97.50	99.21	1.71	1.8%	99.42
Low	93.55	96.53	2.98	3.2%	94.34
Close	97.43	98.05	0.62	0.6%	96.20
Range	3.95	2.68	-1.27	-32.2%	5.08
ATR	2.96	2.94	-0.02	-0.7%	0.00
Volume	308,209	322,211	14,002	4.5%	1,163,877

Daily Pivots for day following 13-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.97	104.69	99.52
R3	103.29	102.01	98.79
R2	100.61	100.61	98.54
R1	99.33	99.33	98.30	99.97
PP	97.93	97.93	97.93	98.25
S1	96.65	96.65	97.80	97.29
S2	95.25	95.25	97.56
S3	92.57	93.97	97.31
S4	89.89	91.29	96.58

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	93.55	5.87	6.0%	3.05	3.1%	77%	False	False	307,759
10	99.42	92.66	6.76	6.9%	2.73	2.8%	80%	False	False	290,507
20	100.39	89.61	10.78	11.0%	2.86	2.9%	78%	False	False	276,237
40	103.90	89.61	14.29	14.6%	2.87	2.9%	59%	False	False	181,357
60	115.52	89.61	25.91	26.4%	3.21	3.3%	33%	False	False	133,772
80	115.52	89.61	25.91	26.4%	2.94	3.0%	33%	False	False	105,359
100	115.52	89.61	25.91	26.4%	2.97	3.0%	33%	False	False	88,681
120	115.52	89.61	25.91	26.4%	2.73	2.8%	33%	False	False	76,553

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	0.60
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110.60
2.618	106.23
1.618	103.55
1.000	101.89
0.618	100.87
HIGH	99.21
0.618	98.19
0.500	97.87
0.382	97.55
LOW	96.53
0.618	94.87
1.000	93.85
1.618	92.19
2.618	89.51
4.250	85.14

Fisher Pivots for day following 13-Jul-2011
Pivot	1 day	3 day
R1	97.99	97.49
PP	97.93	96.94
S1	97.87	96.38

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

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