NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 23-Aug-2011

Day Change Summary
	Previous	Current
	22-Aug-2011	23-Aug-2011	Change	Change %	Previous Week
Open	82.27	84.45	2.18	2.6%	85.90
High	84.80	86.39	1.59	1.9%	89.19
Low	81.18	83.40	2.22	2.7%	79.38
Close	84.42	85.44	1.02	1.2%	82.41
Range	3.62	2.99	-0.63	-17.4%	9.81
ATR	3.78	3.73	-0.06	-1.5%	0.00
Volume	366,098	337,462	-28,636	-7.8%	878,749

Daily Pivots for day following 23-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	94.05	92.73	87.08
R3	91.06	89.74	86.26
R2	88.07	88.07	85.99
R1	86.75	86.75	85.71	87.41
PP	85.08	85.08	85.08	85.41
S1	83.76	83.76	85.17	84.42
S2	82.09	82.09	84.89
S3	79.10	80.77	84.62
S4	76.11	77.78	83.80

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	11.5%	3.96	4.6%	62%	False	False	277,316
10	89.19	79.38	9.81	11.5%	3.75	4.4%	62%	False	False	207,854
20	99.91	76.15	23.76	27.8%	3.92	4.6%	39%	False	False	149,566
40	101.00	76.15	24.85	29.1%	3.26	3.8%	37%	False	False	97,876
60	104.65	76.15	28.50	33.4%	3.10	3.6%	33%	False	False	75,182
80	115.58	76.15	39.43	46.1%	3.28	3.8%	24%	False	False	59,925
100	115.58	76.15	39.43	46.1%	3.04	3.6%	24%	False	False	49,876
120	115.58	76.15	39.43	46.1%	2.89	3.4%	24%	False	False	42,911

Crabel Price Patterns
NR	True
NR4	True
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	1.02
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	99.10
2.618	94.22
1.618	91.23
1.000	89.38
0.618	88.24
HIGH	86.39
0.618	85.25
0.500	84.90
0.382	84.54
LOW	83.40
0.618	81.55
1.000	80.41
1.618	78.56
2.618	75.57
4.250	70.69

Fisher Pivots for day following 23-Aug-2011
Pivot	1 day	3 day
R1	85.26	84.59
PP	85.08	83.74
S1	84.90	82.89

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

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