NYMEX Light Sweet Crude Oil Future October 2011

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

Day Change Summary
	Previous	Current
	19-Aug-2011	22-Aug-2011	Change	Change %	Previous Week
Open	81.45	82.27	0.82	1.0%	85.90
High	83.78	84.80	1.02	1.2%	89.19
Low	79.38	81.18	1.80	2.3%	79.38
Close	82.41	84.42	2.01	2.4%	82.41
Range	4.40	3.62	-0.78	-17.7%	9.81
ATR	3.80	3.78	-0.01	-0.3%	0.00
Volume	377,274	366,098	-11,176	-3.0%	878,749

Daily Pivots for day following 22-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	94.33	92.99	86.41
R3	90.71	89.37	85.42
R2	87.09	87.09	85.08
R1	85.75	85.75	84.75	86.42
PP	83.47	83.47	83.47	83.80
S1	82.13	82.13	84.09	82.80
S2	79.85	79.85	83.76
S3	76.23	78.51	83.42
S4	72.61	74.89	82.43

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.09	107.56	87.81
R3	103.28	97.75	85.11
R2	93.47	93.47	84.21
R1	87.94	87.94	83.31	85.80
PP	83.66	83.66	83.66	82.59
S1	78.13	78.13	81.51	75.99
S2	73.85	73.85	80.61
S3	64.04	68.32	79.71
S4	54.23	58.51	77.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.19	79.38	9.81	11.6%	3.81	4.5%	51%	False	False	230,897
10	89.19	76.15	13.04	15.4%	4.18	4.9%	63%	False	False	188,201
20	101.00	76.15	24.85	29.4%	3.91	4.6%	33%	False	False	135,648
40	101.00	76.15	24.85	29.4%	3.23	3.8%	33%	False	False	90,681
60	104.65	76.15	28.50	33.8%	3.07	3.6%	29%	False	False	70,054
80	115.58	76.15	39.43	46.7%	3.27	3.9%	21%	False	False	55,836
100	115.58	76.15	39.43	46.7%	3.02	3.6%	21%	False	False	46,598
120	115.58	76.15	39.43	46.7%	2.88	3.4%	21%	False	False	40,181

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	1.11
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	100.19
2.618	94.28
1.618	90.66
1.000	88.42
0.618	87.04
HIGH	84.80
0.618	83.42
0.500	82.99
0.382	82.56
LOW	81.18
0.618	78.94
1.000	77.56
1.618	75.32
2.618	71.70
4.250	65.80

Fisher Pivots for day following 22-Aug-2011
Pivot	1 day	3 day
R1	83.94	84.13
PP	83.47	83.84
S1	82.99	83.55

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

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