NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 01-Sep-2011

Day Change Summary
	Previous	Current
	31-Aug-2011	01-Sep-2011	Change	Change %	Previous Week
Open	88.79	88.73	-0.06	-0.1%	82.27
High	89.54	89.90	0.36	0.4%	86.59
Low	87.67	88.21	0.54	0.6%	81.18
Close	88.81	88.93	0.12	0.1%	85.37
Range	1.87	1.69	-0.18	-9.6%	5.41
ATR	3.30	3.19	-0.12	-3.5%	0.00
Volume	295,871	262,289	-33,582	-11.4%	1,598,897

Daily Pivots for day following 01-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	94.08	93.20	89.86
R3	92.39	91.51	89.39
R2	90.70	90.70	89.24
R1	89.82	89.82	89.08	90.26
PP	89.01	89.01	89.01	89.24
S1	88.13	88.13	88.78	88.57
S2	87.32	87.32	88.62
S3	85.63	86.44	88.47
S4	83.94	84.75	88.00

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	89.90	82.95	6.95	7.8%	2.30	2.6%	86%	True	False	263,428
10	89.90	79.38	10.52	11.8%	2.81	3.2%	91%	True	False	302,467
20	89.90	76.15	13.75	15.5%	3.63	4.1%	93%	True	False	222,056
40	101.00	76.15	24.85	27.9%	3.28	3.7%	51%	False	False	140,117
60	103.76	76.15	27.61	31.0%	3.07	3.5%	46%	False	False	105,090
80	105.81	76.15	29.66	33.4%	3.06	3.4%	43%	False	False	83,078
100	115.58	76.15	39.43	44.3%	3.09	3.5%	32%	False	False	68,697
120	115.58	76.15	39.43	44.3%	2.90	3.3%	32%	False	False	58,562

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.96
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	97.08
2.618	94.32
1.618	92.63
1.000	91.59
0.618	90.94
HIGH	89.90
0.618	89.25
0.500	89.06
0.382	88.86
LOW	88.21
0.618	87.17
1.000	86.52
1.618	85.48
2.618	83.79
4.250	81.03

Fisher Pivots for day following 01-Sep-2011
Pivot	1 day	3 day
R1	89.06	88.68
PP	89.01	88.43
S1	88.97	88.18

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

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