NYMEX Light Sweet Crude Oil Future September 2011

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

Day Change Summary
	Previous	Current
	10-May-2011	11-May-2011	Change	Change %	Previous Week
Open	103.35	104.82	1.47	1.4%	114.95
High	105.21	105.73	0.52	0.5%	115.63
Low	101.39	98.70	-2.69	-2.7%	95.85
Close	105.18	99.37	-5.81	-5.5%	98.42
Range	3.82	7.03	3.21	84.0%	19.78
ATR	3.61	3.85	0.24	6.8%	0.00
Volume	42,782	37,912	-4,870	-11.4%	148,652

Daily Pivots for day following 11-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	122.36	117.89	103.24
R3	115.33	110.86	101.30
R2	108.30	108.30	100.66
R1	103.83	103.83	100.01	102.55
PP	101.27	101.27	101.27	100.63
S1	96.80	96.80	98.73	95.52
S2	94.24	94.24	98.08
S3	87.21	89.77	97.44
S4	80.18	82.74	95.50

Weekly Pivots for week ending 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	162.64	150.31	109.30
R3	142.86	130.53	103.86
R2	123.08	123.08	102.05
R1	110.75	110.75	100.23	107.03
PP	103.30	103.30	103.30	101.44
S1	90.97	90.97	96.61	87.25
S2	83.52	83.52	94.79
S3	63.74	71.19	92.98
S4	43.96	51.41	87.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110.27	95.85	14.42	14.5%	6.98	7.0%	24%	False	False	41,552
10	115.63	95.85	19.78	19.9%	4.82	4.9%	18%	False	False	32,841
20	115.63	95.85	19.78	19.9%	3.59	3.6%	18%	False	False	27,962
40	115.63	95.85	19.78	19.9%	2.83	2.9%	18%	False	False	21,569
60	115.63	94.50	21.13	21.3%	2.81	2.8%	23%	False	False	21,082
80	115.63	92.33	23.30	23.4%	2.47	2.5%	30%	False	False	18,997
100	115.63	90.73	24.90	25.1%	2.22	2.2%	35%	False	False	16,289

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.88
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	135.61
2.618	124.13
1.618	117.10
1.000	112.76
0.618	110.07
HIGH	105.73
0.618	103.04
0.500	102.22
0.382	101.39
LOW	98.70
0.618	94.36
1.000	91.67
1.618	87.33
2.618	80.30
4.250	68.82

Fisher Pivots for day following 11-May-2011
Pivot	1 day	3 day
R1	102.22	102.22
PP	101.27	101.27
S1	100.32	100.32

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

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