NYMEX Light Sweet Crude Oil Future September 2011

Trading Metrics calculated at close of trading on 21-Jul-2011

Day Change Summary
	Previous	Current
	20-Jul-2011	21-Jul-2011	Change	Change %	Previous Week
Open	98.48	98.36	-0.12	-0.1%	96.45
High	99.37	100.16	0.79	0.8%	99.61
Low	96.93	97.20	0.27	0.3%	94.02
Close	98.40	99.13	0.73	0.7%	97.60
Range	2.44	2.96	0.52	21.3%	5.59
ATR	2.89	2.89	0.01	0.2%	0.00
Volume	275,522	282,445	6,923	2.5%	709,408

Daily Pivots for day following 21-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.71	106.38	100.76
R3	104.75	103.42	99.94
R2	101.79	101.79	99.67
R1	100.46	100.46	99.40	101.13
PP	98.83	98.83	98.83	99.16
S1	97.50	97.50	98.86	98.17
S2	95.87	95.87	98.59
S3	92.91	94.54	98.32
S4	89.95	91.58	97.50

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.85	111.31	100.67
R3	108.26	105.72	99.14
R2	102.67	102.67	98.62
R1	100.13	100.13	98.11	101.40
PP	97.08	97.08	97.08	97.71
S1	94.54	94.54	97.09	95.81
S2	91.49	91.49	96.58
S3	85.90	88.95	96.06
S4	80.31	83.36	94.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.16	95.05	5.11	5.2%	2.72	2.7%	80%	True	False	237,602
10	100.16	94.02	6.14	6.2%	3.04	3.1%	83%	True	False	182,158
20	100.16	90.17	9.99	10.1%	2.80	2.8%	90%	True	False	132,238
40	104.31	90.17	14.14	14.3%	2.78	2.8%	63%	False	False	95,968
60	115.63	90.17	25.46	25.7%	3.21	3.2%	35%	False	False	75,025
80	115.63	90.17	25.46	25.7%	2.94	3.0%	35%	False	False	61,012
100	115.63	90.17	25.46	25.7%	2.84	2.9%	35%	False	False	52,219
120	115.63	90.17	25.46	25.7%	2.72	2.7%	35%	False	False	46,449

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.70
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112.74
2.618	107.91
1.618	104.95
1.000	103.12
0.618	101.99
HIGH	100.16
0.618	99.03
0.500	98.68
0.382	98.33
LOW	97.20
0.618	95.37
1.000	94.24
1.618	92.41
2.618	89.45
4.250	84.62

Fisher Pivots for day following 21-Jul-2011
Pivot	1 day	3 day
R1	98.98	98.82
PP	98.83	98.51
S1	98.68	98.21

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

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