NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 29-Aug-2011

Day Change Summary
	Previous	Current
	26-Aug-2011	29-Aug-2011	Change	Change %	Previous Week
Open	85.09	85.33	0.24	0.3%	82.27
High	85.64	87.62	1.98	2.3%	86.59
Low	82.95	85.11	2.16	2.6%	81.18
Close	85.37	87.27	1.90	2.2%	85.37
Range	2.69	2.51	-0.18	-6.7%	5.41
ATR	3.54	3.46	-0.07	-2.1%	0.00
Volume	268,640	192,606	-76,034	-28.3%	1,598,897

Daily Pivots for day following 29-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	94.20	93.24	88.65
R3	91.69	90.73	87.96
R2	89.18	89.18	87.73
R1	88.22	88.22	87.50	88.70
PP	86.67	86.67	86.67	86.91
S1	85.71	85.71	87.04	86.19
S2	84.16	84.16	86.81
S3	81.65	83.20	86.58
S4	79.14	80.69	85.89

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	87.62	82.95	4.67	5.4%	2.76	3.2%	93%	True	False	285,081
10	89.19	79.38	9.81	11.2%	3.28	3.8%	80%	False	False	257,989
20	96.07	76.15	19.92	22.8%	3.89	4.5%	56%	False	False	191,693
40	101.00	76.15	24.85	28.5%	3.30	3.8%	45%	False	False	121,353
60	103.76	76.15	27.61	31.6%	3.09	3.5%	40%	False	False	91,930
80	105.81	76.15	29.66	34.0%	3.18	3.6%	37%	False	False	73,024
100	115.58	76.15	39.43	45.2%	3.10	3.5%	28%	False	False	60,411
120	115.58	76.15	39.43	45.2%	2.92	3.3%	28%	False	False	51,637

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	0.83
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	98.29
2.618	94.19
1.618	91.68
1.000	90.13
0.618	89.17
HIGH	87.62
0.618	86.66
0.500	86.37
0.382	86.07
LOW	85.11
0.618	83.56
1.000	82.60
1.618	81.05
2.618	78.54
4.250	74.44

Fisher Pivots for day following 29-Aug-2011
Pivot	1 day	3 day
R1	86.97	86.61
PP	86.67	85.95
S1	86.37	85.29

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

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