NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 14-Jul-2011

Day Change Summary
	Previous	Current
	13-Jul-2011	14-Jul-2011	Change	Change %	Previous Week
Open	96.72	97.59	0.87	0.9%	94.98
High	99.21	98.88	-0.33	-0.3%	99.42
Low	96.53	94.53	-2.00	-2.1%	94.34
Close	98.05	95.69	-2.36	-2.4%	96.20
Range	2.68	4.35	1.67	62.3%	5.08
ATR	2.94	3.04	0.10	3.4%	0.00
Volume	322,211	360,760	38,549	12.0%	1,163,877

Daily Pivots for day following 14-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.42	106.90	98.08
R3	105.07	102.55	96.89
R2	100.72	100.72	96.49
R1	98.20	98.20	96.09	97.29
PP	96.37	96.37	96.37	95.91
S1	93.85	93.85	95.29	92.94
S2	92.02	92.02	94.89
S3	87.67	89.50	94.49
S4	83.32	85.15	93.30

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	99.21	93.55	5.66	5.9%	3.43	3.6%	38%	False	False	317,052
10	99.42	93.45	5.97	6.2%	2.85	3.0%	38%	False	False	293,473
20	99.42	89.61	9.81	10.3%	2.78	2.9%	62%	False	False	287,215
40	103.90	89.61	14.29	14.9%	2.91	3.0%	43%	False	False	189,571
60	115.52	89.61	25.91	27.1%	3.24	3.4%	23%	False	False	139,461
80	115.52	89.61	25.91	27.1%	2.98	3.1%	23%	False	False	109,749
100	115.52	89.61	25.91	27.1%	2.99	3.1%	23%	False	False	92,074
120	115.52	89.61	25.91	27.1%	2.76	2.9%	23%	False	False	79,460

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.66
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	117.37
2.618	110.27
1.618	105.92
1.000	103.23
0.618	101.57
HIGH	98.88
0.618	97.22
0.500	96.71
0.382	96.19
LOW	94.53
0.618	91.84
1.000	90.18
1.618	87.49
2.618	83.14
4.250	76.04

Fisher Pivots for day following 14-Jul-2011
Pivot	1 day	3 day
R1	96.71	96.38
PP	96.37	96.15
S1	96.03	95.92

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

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