NYMEX Light Sweet Crude Oil Future September 2011

Trading Metrics calculated at close of trading on 27-May-2011

Day Change Summary
	Previous	Current
	26-May-2011	27-May-2011	Change	Change %	Previous Week
Open	102.23	101.09	-1.14	-1.1%	100.32
High	102.80	102.25	-0.55	-0.5%	102.80
Low	100.66	101.08	0.42	0.4%	97.16
Close	101.32	101.63	0.31	0.3%	101.63
Range	2.14	1.17	-0.97	-45.3%	5.64
ATR	3.53	3.36	-0.17	-4.8%	0.00
Volume	42,183	61,152	18,969	45.0%	218,356

Daily Pivots for day following 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.16	104.57	102.27
R3	103.99	103.40	101.95
R2	102.82	102.82	101.84
R1	102.23	102.23	101.74	102.53
PP	101.65	101.65	101.65	101.80
S1	101.06	101.06	101.52	101.36
S2	100.48	100.48	101.42
S3	99.31	99.89	101.31
S4	98.14	98.72	100.99

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	117.45	115.18	104.73
R3	111.81	109.54	103.18
R2	106.17	106.17	102.66
R1	103.90	103.90	102.15	105.04
PP	100.53	100.53	100.53	101.10
S1	98.26	98.26	101.11	99.40
S2	94.89	94.89	100.60
S3	89.25	92.62	100.08
S4	83.61	86.98	98.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.80	97.16	5.64	5.5%	2.74	2.7%	79%	False	False	43,671
10	102.80	96.35	6.45	6.3%	2.86	2.8%	82%	False	False	37,439
20	115.63	95.85	19.78	19.5%	4.07	4.0%	29%	False	False	36,148
40	115.63	95.85	19.78	19.5%	3.14	3.1%	29%	False	False	28,691
60	115.63	95.85	19.78	19.5%	2.86	2.8%	29%	False	False	24,571
80	115.63	94.50	21.13	20.8%	2.72	2.7%	34%	False	False	22,799
100	115.63	91.94	23.69	23.3%	2.46	2.4%	41%	False	False	20,350

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.64
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	107.22
2.618	105.31
1.618	104.14
1.000	103.42
0.618	102.97
HIGH	102.25
0.618	101.80
0.500	101.67
0.382	101.53
LOW	101.08
0.618	100.36
1.000	99.91
1.618	99.19
2.618	98.02
4.250	96.11

Fisher Pivots for day following 27-May-2011
Pivot	1 day	3 day
R1	101.67	101.40
PP	101.65	101.17
S1	101.64	100.94

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

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