NYMEX Light Sweet Crude Oil Future September 2011

Trading Metrics calculated at close of trading on 27-Jul-2011

Day Change Summary
	Previous	Current
	26-Jul-2011	27-Jul-2011	Change	Change %	Previous Week
Open	99.15	99.18	0.03	0.0%	97.83
High	100.62	99.50	-1.12	-1.1%	100.19
Low	97.76	97.14	-0.62	-0.6%	95.05
Close	99.59	97.40	-2.19	-2.2%	99.87
Range	2.86	2.36	-0.50	-17.5%	5.14
ATR	2.72	2.70	-0.02	-0.7%	0.00
Volume	318,440	290,310	-28,130	-8.8%	1,210,882

Daily Pivots for day following 27-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.09	103.61	98.70
R3	102.73	101.25	98.05
R2	100.37	100.37	97.83
R1	98.89	98.89	97.62	98.45
PP	98.01	98.01	98.01	97.80
S1	96.53	96.53	97.18	96.09
S2	95.65	95.65	96.97
S3	93.29	94.17	96.75
S4	90.93	91.81	96.10

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	100.62	97.14	3.48	3.6%	2.26	2.3%	7%	False	True	258,401
10	100.62	94.98	5.64	5.8%	2.63	2.7%	43%	False	False	234,361
20	100.62	93.22	7.40	7.6%	2.65	2.7%	56%	False	False	163,826
40	104.31	90.17	14.14	14.5%	2.73	2.8%	51%	False	False	116,568
60	114.05	90.17	23.88	24.5%	3.17	3.3%	30%	False	False	90,078
80	115.63	90.17	25.46	26.1%	2.96	3.0%	28%	False	False	72,957
100	115.63	90.17	25.46	26.1%	2.83	2.9%	28%	False	False	61,587
120	115.63	90.17	25.46	26.1%	2.74	2.8%	28%	False	False	54,260

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	0.70
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109.53
2.618	105.68
1.618	103.32
1.000	101.86
0.618	100.96
HIGH	99.50
0.618	98.60
0.500	98.32
0.382	98.04
LOW	97.14
0.618	95.68
1.000	94.78
1.618	93.32
2.618	90.96
4.250	87.11

Fisher Pivots for day following 27-Jul-2011
Pivot	1 day	3 day
R1	98.32	98.88
PP	98.01	98.39
S1	97.71	97.89

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

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