NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 20-Jul-2011

Day Change Summary
	Previous	Current
	19-Jul-2011	20-Jul-2011	Change	Change %	Previous Week
Open	96.16	98.11	1.95	2.0%	96.10
High	98.65	99.02	0.37	0.4%	99.21
Low	95.93	96.64	0.71	0.7%	93.55
Close	97.50	98.14	0.64	0.7%	97.24
Range	2.72	2.38	-0.34	-12.5%	5.66
ATR	2.98	2.94	-0.04	-1.4%	0.00
Volume	102,741	28,266	-74,475	-72.5%	1,509,521

Daily Pivots for day following 20-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.07	103.99	99.45
R3	102.69	101.61	98.79
R2	100.31	100.31	98.58
R1	99.23	99.23	98.36	99.77
PP	97.93	97.93	97.93	98.21
S1	96.85	96.85	97.92	97.39
S2	95.55	95.55	97.70
S3	93.17	94.47	97.49
S4	90.79	92.09	96.83

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.65	111.10	100.35
R3	107.99	105.44	98.80
R2	102.33	102.33	98.28
R1	99.78	99.78	97.76	101.06
PP	96.67	96.67	96.67	97.30
S1	94.12	94.12	96.72	95.40
S2	91.01	91.01	96.20
S3	85.35	88.46	95.68
S4	79.69	82.80	94.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.02	94.53	4.49	4.6%	3.00	3.1%	80%	True	False	182,563
10	99.42	93.55	5.87	6.0%	3.02	3.1%	78%	False	False	245,161
20	99.42	89.61	9.81	10.0%	2.83	2.9%	87%	False	False	267,359
40	103.90	89.61	14.29	14.6%	2.84	2.9%	60%	False	False	198,338
60	115.52	89.61	25.91	26.4%	3.24	3.3%	33%	False	False	147,007
80	115.52	89.61	25.91	26.4%	3.02	3.1%	33%	False	False	115,848
100	115.52	89.61	25.91	26.4%	2.93	3.0%	33%	False	False	96,247
120	115.52	89.61	25.91	26.4%	2.80	2.8%	33%	False	False	83,638

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.64
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	109.14
2.618	105.25
1.618	102.87
1.000	101.40
0.618	100.49
HIGH	99.02
0.618	98.11
0.500	97.83
0.382	97.55
LOW	96.64
0.618	95.17
1.000	94.26
1.618	92.79
2.618	90.41
4.250	86.53

Fisher Pivots for day following 20-Jul-2011
Pivot	1 day	3 day
R1	98.04	97.71
PP	97.93	97.28
S1	97.83	96.86

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

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