NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 18-Jul-2011

Day Change Summary
	Previous	Current
	15-Jul-2011	18-Jul-2011	Change	Change %	Previous Week
Open	96.82	98.16	1.34	1.4%	96.90
High	98.52	98.43	-0.09	-0.1%	100.02
Low	96.06	95.47	-0.59	-0.6%	94.50
Close	97.99	96.65	-1.34	-1.4%	97.99
Range	2.46	2.96	0.50	20.3%	5.52
ATR	2.85	2.86	0.01	0.3%	0.00
Volume	53,702	41,594	-12,108	-22.5%	236,285

Daily Pivots for day following 18-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.73	104.15	98.28
R3	102.77	101.19	97.46
R2	99.81	99.81	97.19
R1	98.23	98.23	96.92	97.54
PP	96.85	96.85	96.85	96.51
S1	95.27	95.27	96.38	94.58
S2	93.89	93.89	96.11
S3	90.93	92.31	95.84
S4	87.97	89.35	95.02

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.06	111.55	101.03
R3	108.54	106.03	99.51
R2	103.02	103.02	99.00
R1	100.51	100.51	98.50	101.77
PP	97.50	97.50	97.50	98.13
S1	94.99	94.99	97.48	96.25
S2	91.98	91.98	96.98
S3	86.46	89.47	96.47
S4	80.94	83.95	94.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.02	94.50	5.52	5.7%	3.23	3.3%	39%	False	False	46,502
10	100.27	94.50	5.77	6.0%	2.88	3.0%	37%	False	False	44,320
20	100.27	90.73	9.54	9.9%	2.67	2.8%	62%	False	False	40,380
40	104.65	90.73	13.92	14.4%	2.75	2.8%	43%	False	False	32,060
60	115.58	90.73	24.85	25.7%	3.02	3.1%	24%	False	False	25,477
80	115.58	90.73	24.85	25.7%	2.74	2.8%	24%	False	False	21,472
100	115.58	90.73	24.85	25.7%	2.70	2.8%	24%	False	False	18,985
120	115.58	90.73	24.85	25.7%	2.53	2.6%	24%	False	False	17,444

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	0.58
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111.01
2.618	106.18
1.618	103.22
1.000	101.39
0.618	100.26
HIGH	98.43
0.618	97.30
0.500	96.95
0.382	96.60
LOW	95.47
0.618	93.64
1.000	92.51
1.618	90.68
2.618	87.72
4.250	82.89

Fisher Pivots for day following 18-Jul-2011
Pivot	1 day	3 day
R1	96.95	97.58
PP	96.85	97.27
S1	96.75	96.96

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

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