NYMEX Light Sweet Crude Oil Future September 2011

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

Day Change Summary
	Previous	Current
	08-Jul-2011	11-Jul-2011	Change	Change %	Previous Week
Open	99.24	96.45	-2.79	-2.8%	95.49
High	99.64	96.93	-2.71	-2.7%	99.87
Low	96.08	94.65	-1.43	-1.5%	94.91
Close	96.70	95.62	-1.08	-1.1%	96.70
Range	3.56	2.28	-1.28	-36.0%	4.96
ATR	2.84	2.80	-0.04	-1.4%	0.00
Volume	109,073	131,169	22,096	20.3%	320,507

Daily Pivots for day following 11-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.57	101.38	96.87
R3	100.29	99.10	96.25
R2	98.01	98.01	96.04
R1	96.82	96.82	95.83	96.28
PP	95.73	95.73	95.73	95.46
S1	94.54	94.54	95.41	94.00
S2	93.45	93.45	95.20
S3	91.17	92.26	94.99
S4	88.89	89.98	94.37

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	112.04	109.33	99.43
R3	107.08	104.37	98.06
R2	102.12	102.12	97.61
R1	99.41	99.41	97.15	100.77
PP	97.16	97.16	97.16	97.84
S1	94.45	94.45	96.25	95.81
S2	92.20	92.20	95.79
S3	87.24	89.49	95.34
S4	82.28	84.53	93.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.87	94.65	5.22	5.5%	2.64	2.8%	19%	False	True	90,335
10	99.87	90.17	9.70	10.1%	2.43	2.5%	56%	False	False	83,534
20	100.79	90.17	10.62	11.1%	2.77	2.9%	51%	False	False	77,042
40	104.31	90.17	14.14	14.8%	2.80	2.9%	39%	False	False	62,938
60	115.63	90.17	25.46	26.6%	3.12	3.3%	21%	False	False	51,622
80	115.63	90.17	25.46	26.6%	2.86	3.0%	21%	False	False	42,596
100	115.63	90.17	25.46	26.6%	2.83	3.0%	21%	False	False	38,157
120	115.63	90.17	25.46	26.6%	2.61	2.7%	21%	False	False	33,977

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	0.48
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	106.62
2.618	102.90
1.618	100.62
1.000	99.21
0.618	98.34
HIGH	96.93
0.618	96.06
0.500	95.79
0.382	95.52
LOW	94.65
0.618	93.24
1.000	92.37
1.618	90.96
2.618	88.68
4.250	84.96

Fisher Pivots for day following 11-Jul-2011
Pivot	1 day	3 day
R1	95.79	97.26
PP	95.73	96.71
S1	95.68	96.17

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

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