NYMEX Light Sweet Crude Oil Future September 2011

Trading Metrics calculated at close of trading on 14-Jul-2011

Day Change Summary
	Previous	Current
	13-Jul-2011	14-Jul-2011	Change	Change %	Previous Week
Open	97.13	98.17	1.04	1.1%	95.49
High	99.61	99.30	-0.31	-0.3%	99.87
Low	96.95	94.98	-1.97	-2.0%	94.91
Close	98.49	96.11	-2.38	-2.4%	96.70
Range	2.66	4.32	1.66	62.4%	4.96
ATR	2.86	2.97	0.10	3.6%	0.00
Volume	141,843	146,042	4,199	3.0%	320,507

Daily Pivots for day following 14-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.76	107.25	98.49
R3	105.44	102.93	97.30
R2	101.12	101.12	96.90
R1	98.61	98.61	96.51	97.71
PP	96.80	96.80	96.80	96.34
S1	94.29	94.29	95.71	93.39
S2	92.48	92.48	95.32
S3	88.16	89.97	94.92
S4	83.84	85.65	93.73

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	99.64	94.02	5.62	5.8%	3.35	3.5%	37%	False	False	126,714
10	99.87	94.02	5.85	6.1%	2.79	2.9%	36%	False	False	100,006
20	99.87	90.17	9.70	10.1%	2.73	2.8%	61%	False	False	86,974
40	104.31	90.17	14.14	14.7%	2.85	3.0%	42%	False	False	70,700
60	115.63	90.17	25.46	26.5%	3.17	3.3%	23%	False	False	56,943
80	115.63	90.17	25.46	26.5%	2.88	3.0%	23%	False	False	47,058
100	115.63	90.17	25.46	26.5%	2.90	3.0%	23%	False	False	41,627
120	115.63	90.17	25.46	26.5%	2.67	2.8%	23%	False	False	37,077

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.64
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	117.66
2.618	110.61
1.618	106.29
1.000	103.62
0.618	101.97
HIGH	99.30
0.618	97.65
0.500	97.14
0.382	96.63
LOW	94.98
0.618	92.31
1.000	90.66
1.618	87.99
2.618	83.67
4.250	76.62

Fisher Pivots for day following 14-Jul-2011
Pivot	1 day	3 day
R1	97.14	96.82
PP	96.80	96.58
S1	96.45	96.35

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

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