NYMEX Light Sweet Crude Oil Future September 2011

Trading Metrics calculated at close of trading on 28-Jul-2011

Day Change Summary
	Previous	Current
	27-Jul-2011	28-Jul-2011	Change	Change %	Previous Week
Open	99.18	97.27	-1.91	-1.9%	97.83
High	99.50	98.01	-1.49	-1.5%	100.19
Low	97.14	96.51	-0.63	-0.6%	95.05
Close	97.40	97.44	0.04	0.0%	99.87
Range	2.36	1.50	-0.86	-36.4%	5.14
ATR	2.70	2.61	-0.09	-3.2%	0.00
Volume	290,310	220,157	-70,153	-24.2%	1,210,882

Daily Pivots for day following 28-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.82	101.13	98.27
R3	100.32	99.63	97.85
R2	98.82	98.82	97.72
R1	98.13	98.13	97.58	98.48
PP	97.32	97.32	97.32	97.49
S1	96.63	96.63	97.30	96.98
S2	95.82	95.82	97.17
S3	94.32	95.13	97.03
S4	92.82	93.63	96.62

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	96.51	4.11	4.2%	1.97	2.0%	23%	False	True	245,944
10	100.62	95.05	5.57	5.7%	2.35	2.4%	43%	False	False	241,773
20	100.62	94.02	6.60	6.8%	2.57	2.6%	52%	False	False	170,889
40	103.35	90.17	13.18	13.5%	2.68	2.8%	55%	False	False	120,747
60	112.12	90.17	21.95	22.5%	3.15	3.2%	33%	False	False	93,434
80	115.63	90.17	25.46	26.1%	2.97	3.0%	29%	False	False	75,497
100	115.63	90.17	25.46	26.1%	2.82	2.9%	29%	False	False	63,519
120	115.63	90.17	25.46	26.1%	2.73	2.8%	29%	False	False	56,002

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.66
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	104.39
2.618	101.94
1.618	100.44
1.000	99.51
0.618	98.94
HIGH	98.01
0.618	97.44
0.500	97.26
0.382	97.08
LOW	96.51
0.618	95.58
1.000	95.01
1.618	94.08
2.618	92.58
4.250	90.14

Fisher Pivots for day following 28-Jul-2011
Pivot	1 day	3 day
R1	97.38	98.57
PP	97.32	98.19
S1	97.26	97.82

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

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