NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 31-Aug-2011

Day Change Summary
	Previous	Current
	30-Aug-2011	31-Aug-2011	Change	Change %	Previous Week
Open	87.54	88.79	1.25	1.4%	82.27
High	89.21	89.54	0.33	0.4%	86.59
Low	86.46	87.67	1.21	1.4%	81.18
Close	88.90	88.81	-0.09	-0.1%	85.37
Range	2.75	1.87	-0.88	-32.0%	5.41
ATR	3.41	3.30	-0.11	-3.2%	0.00
Volume	297,735	295,871	-1,864	-0.6%	1,598,897

Daily Pivots for day following 31-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	94.28	93.42	89.84
R3	92.41	91.55	89.32
R2	90.54	90.54	89.15
R1	89.68	89.68	88.98	90.11
PP	88.67	88.67	88.67	88.89
S1	87.81	87.81	88.64	88.24
S2	86.80	86.80	88.47
S3	84.93	85.94	88.30
S4	83.06	84.07	87.78

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	89.54	82.95	6.59	7.4%	2.67	3.0%	89%	True	False	280,294
10	89.54	79.38	10.16	11.4%	3.29	3.7%	93%	True	False	291,553
20	92.95	76.15	16.80	18.9%	3.87	4.4%	75%	False	False	212,923
40	101.00	76.15	24.85	28.0%	3.30	3.7%	51%	False	False	134,401
60	103.76	76.15	27.61	31.1%	3.10	3.5%	46%	False	False	101,168
80	105.81	76.15	29.66	33.4%	3.09	3.5%	43%	False	False	80,021
100	115.58	76.15	39.43	44.4%	3.11	3.5%	32%	False	False	66,174
120	115.58	76.15	39.43	44.4%	2.90	3.3%	32%	False	False	56,441

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.93
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	97.49
2.618	94.44
1.618	92.57
1.000	91.41
0.618	90.70
HIGH	89.54
0.618	88.83
0.500	88.61
0.382	88.38
LOW	87.67
0.618	86.51
1.000	85.80
1.618	84.64
2.618	82.77
4.250	79.72

Fisher Pivots for day following 31-Aug-2011
Pivot	1 day	3 day
R1	88.74	88.32
PP	88.67	87.82
S1	88.61	87.33

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

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