NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 20-Jul-2011

Day Change Summary
	Previous	Current
	19-Jul-2011	20-Jul-2011	Change	Change %	Previous Week
Open	96.80	98.90	2.10	2.2%	96.90
High	99.36	99.76	0.40	0.4%	100.02
Low	96.67	97.33	0.66	0.7%	94.50
Close	98.24	98.78	0.54	0.5%	97.99
Range	2.69	2.43	-0.26	-9.7%	5.52
ATR	2.85	2.82	-0.03	-1.1%	0.00
Volume	50,829	42,131	-8,698	-17.1%	236,285

Daily Pivots for day following 20-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.91	104.78	100.12
R3	103.48	102.35	99.45
R2	101.05	101.05	99.23
R1	99.92	99.92	99.00	99.27
PP	98.62	98.62	98.62	98.30
S1	97.49	97.49	98.56	96.84
S2	96.19	96.19	98.33
S3	93.76	95.06	98.11
S4	91.33	92.63	97.44

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	99.76	95.44	4.32	4.4%	2.96	3.0%	77%	True	False	46,623
10	100.27	94.50	5.77	5.8%	2.93	3.0%	74%	False	False	46,448
20	100.27	90.73	9.54	9.7%	2.71	2.7%	84%	False	False	42,894
40	104.65	90.73	13.92	14.1%	2.71	2.7%	58%	False	False	33,742
60	115.58	90.73	24.85	25.2%	3.05	3.1%	32%	False	False	26,756
80	115.58	90.73	24.85	25.2%	2.78	2.8%	32%	False	False	22,371
100	115.58	90.73	24.85	25.2%	2.67	2.7%	32%	False	False	19,556
120	115.58	90.73	24.85	25.2%	2.55	2.6%	32%	False	False	18,147

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.55
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	110.09
2.618	106.12
1.618	103.69
1.000	102.19
0.618	101.26
HIGH	99.76
0.618	98.83
0.500	98.55
0.382	98.26
LOW	97.33
0.618	95.83
1.000	94.90
1.618	93.40
2.618	90.97
4.250	87.00

Fisher Pivots for day following 20-Jul-2011
Pivot	1 day	3 day
R1	98.70	98.39
PP	98.62	98.00
S1	98.55	97.62

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

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