NYMEX Light Sweet Crude Oil Future September 2011

Trading Metrics calculated at close of trading on 25-Jul-2011

Day Change Summary
	Previous	Current
	22-Jul-2011	25-Jul-2011	Change	Change %	Previous Week
Open	99.20	99.76	0.56	0.6%	97.83
High	100.19	99.87	-0.32	-0.3%	100.19
Low	98.43	98.52	0.09	0.1%	95.05
Close	99.87	99.20	-0.67	-0.7%	99.87
Range	1.76	1.35	-0.41	-23.3%	5.14
ATR	2.81	2.71	-0.10	-3.7%	0.00
Volume	207,779	193,035	-14,744	-7.1%	1,210,882

Daily Pivots for day following 25-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.25	102.57	99.94
R3	101.90	101.22	99.57
R2	100.55	100.55	99.45
R1	99.87	99.87	99.32	99.54
PP	99.20	99.20	99.20	99.03
S1	98.52	98.52	99.08	98.19
S2	97.85	97.85	98.95
S3	96.50	97.17	98.83
S4	95.15	95.82	98.46

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	96.25	3.94	4.0%	2.25	2.3%	75%	False	False	247,010
10	100.19	94.02	6.17	6.2%	2.76	2.8%	84%	False	False	198,215
20	100.19	90.17	10.02	10.1%	2.59	2.6%	90%	False	False	140,875
40	104.31	90.17	14.14	14.3%	2.72	2.7%	64%	False	False	103,904
60	115.63	90.17	25.46	25.7%	3.18	3.2%	35%	False	False	80,774
80	115.63	90.17	25.46	25.7%	2.94	3.0%	35%	False	False	65,744
100	115.63	90.17	25.46	25.7%	2.82	2.8%	35%	False	False	55,878
120	115.63	90.17	25.46	25.7%	2.71	2.7%	35%	False	False	49,467

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.70
Narrowest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	105.61
2.618	103.40
1.618	102.05
1.000	101.22
0.618	100.70
HIGH	99.87
0.618	99.35
0.500	99.20
0.382	99.04
LOW	98.52
0.618	97.69
1.000	97.17
1.618	96.34
2.618	94.99
4.250	92.78

Fisher Pivots for day following 25-Jul-2011
Pivot	1 day	3 day
R1	99.20	99.03
PP	99.20	98.86
S1	99.20	98.70

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

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