NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 06-Jul-2011

Day Change Summary
	Previous	Current
	05-Jul-2011	06-Jul-2011	Change	Change %	Previous Week
Open	96.73	98.53	1.80	1.9%	92.34
High	98.96	99.11	0.15	0.2%	97.30
Low	96.03	97.37	1.34	1.4%	91.35
Close	98.37	98.02	-0.35	-0.4%	96.61
Range	2.93	1.74	-1.19	-40.6%	5.95
ATR	2.67	2.60	-0.07	-2.5%	0.00
Volume	30,389	22,037	-8,352	-27.5%	127,360

Daily Pivots for day following 06-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.39	102.44	98.98
R3	101.65	100.70	98.50
R2	99.91	99.91	98.34
R1	98.96	98.96	98.18	98.57
PP	98.17	98.17	98.17	97.97
S1	97.22	97.22	97.86	96.83
S2	96.43	96.43	97.70
S3	94.69	95.48	97.54
S4	92.95	93.74	97.06

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	112.94	110.72	99.88
R3	106.99	104.77	98.25
R2	101.04	101.04	97.70
R1	98.82	98.82	97.16	99.93
PP	95.09	95.09	95.09	95.64
S1	92.87	92.87	96.06	93.98
S2	89.14	89.14	95.52
S3	83.19	86.92	94.97
S4	77.24	80.97	93.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.11	94.35	4.76	4.9%	2.20	2.2%	77%	True	False	24,509
10	99.11	91.35	7.76	7.9%	2.40	2.4%	86%	True	False	25,358
20	104.00	91.35	12.65	12.9%	2.58	2.6%	53%	False	False	22,750
40	105.74	91.35	14.39	14.7%	2.74	2.8%	46%	False	False	16,629
60	115.57	91.35	24.22	24.7%	2.82	2.9%	28%	False	False	13,662
80	115.57	91.35	24.22	24.7%	2.56	2.6%	28%	False	False	12,041
100	115.57	91.35	24.22	24.7%	2.48	2.5%	28%	False	False	11,611

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	0.43
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106.51
2.618	103.67
1.618	101.93
1.000	100.85
0.618	100.19
HIGH	99.11
0.618	98.45
0.500	98.24
0.382	98.03
LOW	97.37
0.618	96.29
1.000	95.63
1.618	94.55
2.618	92.81
4.250	89.98

Fisher Pivots for day following 06-Jul-2011
Pivot	1 day	3 day
R1	98.24	97.73
PP	98.17	97.44
S1	98.09	97.16

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

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