NYMEX Light Sweet Crude Oil Future September 2011

Trading Metrics calculated at close of trading on 22-Jul-2011

Day Change Summary
	Previous	Current
	21-Jul-2011	22-Jul-2011	Change	Change %	Previous Week
Open	98.36	99.20	0.84	0.9%	97.83
High	100.16	100.19	0.03	0.0%	100.19
Low	97.20	98.43	1.23	1.3%	95.05
Close	99.13	99.87	0.74	0.7%	99.87
Range	2.96	1.76	-1.20	-40.5%	5.14
ATR	2.89	2.81	-0.08	-2.8%	0.00
Volume	282,445	207,779	-74,666	-26.4%	1,210,882

Daily Pivots for day following 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.78	104.08	100.84
R3	103.02	102.32	100.35
R2	101.26	101.26	100.19
R1	100.56	100.56	100.03	100.91
PP	99.50	99.50	99.50	99.67
S1	98.80	98.80	99.71	99.15
S2	97.74	97.74	99.55
S3	95.98	97.04	99.39
S4	94.22	95.28	98.90

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.79	111.97	102.70
R3	108.65	106.83	101.28
R2	103.51	103.51	100.81
R1	101.69	101.69	100.34	102.60
PP	98.37	98.37	98.37	98.83
S1	96.55	96.55	99.40	97.46
S2	93.23	93.23	98.93
S3	88.09	91.41	98.46
S4	82.95	86.27	97.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.19	95.05	5.14	5.1%	2.58	2.6%	94%	True	False	242,176
10	100.19	94.02	6.17	6.2%	2.86	2.9%	95%	True	False	192,029
20	100.19	90.17	10.02	10.0%	2.65	2.7%	97%	True	False	138,471
40	104.31	90.17	14.14	14.2%	2.74	2.7%	69%	False	False	100,132
60	115.63	90.17	25.46	25.5%	3.20	3.2%	38%	False	False	78,014
80	115.63	90.17	25.46	25.5%	2.94	2.9%	38%	False	False	63,501
100	115.63	90.17	25.46	25.5%	2.83	2.8%	38%	False	False	54,157
120	115.63	90.17	25.46	25.5%	2.71	2.7%	38%	False	False	47,980

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.73
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	107.67
2.618	104.80
1.618	103.04
1.000	101.95
0.618	101.28
HIGH	100.19
0.618	99.52
0.500	99.31
0.382	99.10
LOW	98.43
0.618	97.34
1.000	96.67
1.618	95.58
2.618	93.82
4.250	90.95

Fisher Pivots for day following 22-Jul-2011
Pivot	1 day	3 day
R1	99.68	99.43
PP	99.50	99.00
S1	99.31	98.56

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

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