NYMEX Light Sweet Crude Oil Future September 2011

Trading Metrics calculated at close of trading on 09-Jun-2011

Day Change Summary
	Previous	Current
	08-Jun-2011	09-Jun-2011	Change	Change %	Previous Week
Open	100.85	101.98	1.13	1.1%	101.72
High	102.80	103.35	0.55	0.5%	104.31
Low	99.16	101.76	2.60	2.6%	99.26
Close	101.78	102.91	1.13	1.1%	101.30
Range	3.64	1.59	-2.05	-56.3%	5.05
ATR	3.12	3.01	-0.11	-3.5%	0.00
Volume	72,519	96,307	23,788	32.8%	215,275

Daily Pivots for day following 09-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.44	106.77	103.78
R3	105.85	105.18	103.35
R2	104.26	104.26	103.20
R1	103.59	103.59	103.06	103.93
PP	102.67	102.67	102.67	102.84
S1	102.00	102.00	102.76	102.34
S2	101.08	101.08	102.62
S3	99.49	100.41	102.47
S4	97.90	98.82	102.04

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	116.77	114.09	104.08
R3	111.72	109.04	102.69
R2	106.67	106.67	102.23
R1	103.99	103.99	101.76	102.81
PP	101.62	101.62	101.62	101.03
S1	98.94	98.94	100.84	97.76
S2	96.57	96.57	100.37
S3	91.52	93.89	99.91
S4	86.47	88.84	98.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.35	98.89	4.46	4.3%	2.37	2.3%	90%	True	False	67,887
10	104.31	98.89	5.42	5.3%	2.45	2.4%	74%	False	False	58,647
20	104.31	96.35	7.96	7.7%	2.92	2.8%	82%	False	False	46,682
40	115.63	95.85	19.78	19.2%	3.26	3.2%	36%	False	False	37,322
60	115.63	95.85	19.78	19.2%	2.86	2.8%	36%	False	False	29,940
80	115.63	94.50	21.13	20.5%	2.84	2.8%	40%	False	False	27,482
100	115.63	92.33	23.30	22.6%	2.56	2.5%	45%	False	False	24,534
120	115.63	90.73	24.90	24.2%	2.34	2.3%	49%	False	False	21,354

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	0.67
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	110.11
2.618	107.51
1.618	105.92
1.000	104.94
0.618	104.33
HIGH	103.35
0.618	102.74
0.500	102.56
0.382	102.37
LOW	101.76
0.618	100.78
1.000	100.17
1.618	99.19
2.618	97.60
4.250	95.00

Fisher Pivots for day following 09-Jun-2011
Pivot	1 day	3 day
R1	102.79	102.31
PP	102.67	101.72
S1	102.56	101.12

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

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