NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 22-Jul-2011

Day Change Summary
	Previous	Current
	21-Jul-2011	22-Jul-2011	Change	Change %	Previous Week
Open	98.75	99.43	0.68	0.7%	98.16
High	100.52	100.50	-0.02	0.0%	100.52
Low	97.59	98.76	1.17	1.2%	95.47
Close	99.46	100.20	0.74	0.7%	100.20
Range	2.93	1.74	-1.19	-40.6%	5.05
ATR	2.83	2.75	-0.08	-2.7%	0.00
Volume	50,617	74,570	23,953	47.3%	259,741

Daily Pivots for day following 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.04	104.36	101.16
R3	103.30	102.62	100.68
R2	101.56	101.56	100.52
R1	100.88	100.88	100.36	101.22
PP	99.82	99.82	99.82	99.99
S1	99.14	99.14	100.04	99.48
S2	98.08	98.08	99.88
S3	96.34	97.40	99.72
S4	94.60	95.66	99.24

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.88	112.09	102.98
R3	108.83	107.04	101.59
R2	103.78	103.78	101.13
R1	101.99	101.99	100.66	102.89
PP	98.73	98.73	98.73	99.18
S1	96.94	96.94	99.74	97.84
S2	93.68	93.68	99.27
S3	88.63	91.89	98.81
S4	83.58	86.84	97.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.52	95.47	5.05	5.0%	2.55	2.5%	94%	False	False	51,948
10	100.52	94.50	6.02	6.0%	2.81	2.8%	95%	False	False	49,602
20	100.52	90.73	9.79	9.8%	2.59	2.6%	97%	False	False	46,434
40	104.65	90.73	13.92	13.9%	2.66	2.7%	68%	False	False	36,210
60	115.58	90.73	24.85	24.8%	3.06	3.1%	38%	False	False	28,537
80	115.58	90.73	24.85	24.8%	2.80	2.8%	38%	False	False	23,758
100	115.58	90.73	24.85	24.8%	2.67	2.7%	38%	False	False	20,645
120	115.58	90.73	24.85	24.8%	2.55	2.5%	38%	False	False	18,963

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	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.69
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	107.90
2.618	105.06
1.618	103.32
1.000	102.24
0.618	101.58
HIGH	100.50
0.618	99.84
0.500	99.63
0.382	99.42
LOW	98.76
0.618	97.68
1.000	97.02
1.618	95.94
2.618	94.20
4.250	91.37

Fisher Pivots for day following 22-Jul-2011
Pivot	1 day	3 day
R1	100.01	99.78
PP	99.82	99.35
S1	99.63	98.93

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

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