NYMEX Light Sweet Crude Oil Future September 2011

Trading Metrics calculated at close of trading on 13-Jun-2011

Day Change Summary
	Previous	Current
	10-Jun-2011	13-Jun-2011	Change	Change %	Previous Week
Open	102.84	100.18	-2.66	-2.6%	101.50
High	103.08	100.41	-2.67	-2.6%	103.35
Low	99.70	97.25	-2.45	-2.5%	98.89
Close	100.40	98.36	-2.04	-2.0%	100.40
Range	3.38	3.16	-0.22	-6.5%	4.46
ATR	3.04	3.05	0.01	0.3%	0.00
Volume	88,872	75,422	-13,450	-15.1%	356,739

Daily Pivots for day following 13-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.15	106.42	100.10
R3	104.99	103.26	99.23
R2	101.83	101.83	98.94
R1	100.10	100.10	98.65	99.39
PP	98.67	98.67	98.67	98.32
S1	96.94	96.94	98.07	96.23
S2	95.51	95.51	97.78
S3	92.35	93.78	97.49
S4	89.19	90.62	96.62

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.26	111.79	102.85
R3	109.80	107.33	101.63
R2	105.34	105.34	101.22
R1	102.87	102.87	100.81	101.88
PP	100.88	100.88	100.88	100.38
S1	98.41	98.41	99.99	97.42
S2	96.42	96.42	99.58
S3	91.96	93.95	99.17
S4	87.50	89.49	97.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.35	97.25	6.10	6.2%	2.74	2.8%	18%	False	True	74,217
10	104.31	97.25	7.06	7.2%	2.77	2.8%	16%	False	True	64,743
20	104.31	96.35	7.96	8.1%	2.81	2.9%	25%	False	False	51,091
40	115.63	95.85	19.78	20.1%	3.31	3.4%	13%	False	False	40,014
60	115.63	95.85	19.78	20.1%	2.86	2.9%	13%	False	False	32,128
80	115.63	94.50	21.13	21.5%	2.87	2.9%	18%	False	False	29,208
100	115.63	92.33	23.30	23.7%	2.60	2.6%	26%	False	False	26,055
120	115.63	91.94	23.69	24.1%	2.37	2.4%	27%	False	False	22,603

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.66
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113.84
2.618	108.68
1.618	105.52
1.000	103.57
0.618	102.36
HIGH	100.41
0.618	99.20
0.500	98.83
0.382	98.46
LOW	97.25
0.618	95.30
1.000	94.09
1.618	92.14
2.618	88.98
4.250	83.82

Fisher Pivots for day following 13-Jun-2011
Pivot	1 day	3 day
R1	98.83	100.30
PP	98.67	99.65
S1	98.52	99.01

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

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