NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 26-Aug-2011

Day Change Summary
	Previous	Current
	25-Aug-2011	26-Aug-2011	Change	Change %	Previous Week
Open	85.17	85.09	-0.08	-0.1%	82.27
High	86.56	85.64	-0.92	-1.1%	86.59
Low	83.01	82.95	-0.06	-0.1%	81.18
Close	85.30	85.37	0.07	0.1%	85.37
Range	3.55	2.69	-0.86	-24.2%	5.41
ATR	3.60	3.54	-0.07	-1.8%	0.00
Volume	346,619	268,640	-77,979	-22.5%	1,598,897

Daily Pivots for day following 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	92.72	91.74	86.85
R3	90.03	89.05	86.11
R2	87.34	87.34	85.86
R1	86.36	86.36	85.62	86.85
PP	84.65	84.65	84.65	84.90
S1	83.67	83.67	85.12	84.16
S2	81.96	81.96	84.88
S3	79.27	80.98	84.63
S4	76.58	78.29	83.89

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.61	98.40	88.35
R3	95.20	92.99	86.86
R2	89.79	89.79	86.36
R1	87.58	87.58	85.87	88.69
PP	84.38	84.38	84.38	84.93
S1	82.17	82.17	84.87	83.28
S2	78.97	78.97	84.38
S3	73.56	76.76	83.88
S4	68.15	71.35	82.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.59	81.18	5.41	6.3%	2.98	3.5%	77%	False	False	319,779
10	89.19	79.38	9.81	11.5%	3.39	4.0%	61%	False	False	247,764
20	98.95	76.15	22.80	26.7%	4.02	4.7%	40%	False	False	184,678
40	101.00	76.15	24.85	29.1%	3.28	3.8%	37%	False	False	117,439
60	103.76	76.15	27.61	32.3%	3.08	3.6%	33%	False	False	89,352
80	109.94	76.15	33.79	39.6%	3.28	3.8%	27%	False	False	70,779
100	115.58	76.15	39.43	46.2%	3.08	3.6%	23%	False	False	58,573
120	115.58	76.15	39.43	46.2%	2.91	3.4%	23%	False	False	50,124

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	0.92
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.07
2.618	92.68
1.618	89.99
1.000	88.33
0.618	87.30
HIGH	85.64
0.618	84.61
0.500	84.30
0.382	83.98
LOW	82.95
0.618	81.29
1.000	80.26
1.618	78.60
2.618	75.91
4.250	71.52

Fisher Pivots for day following 26-Aug-2011
Pivot	1 day	3 day
R1	85.01	85.17
PP	84.65	84.97
S1	84.30	84.77

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

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