NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 08-Jul-2011

Day Change Summary
	Previous	Current
	07-Jul-2011	08-Jul-2011	Change	Change %	Previous Week
Open	98.40	100.25	1.85	1.9%	96.73
High	100.67	100.48	-0.19	-0.2%	100.67
Low	98.28	97.12	-1.16	-1.2%	96.03
Close	100.07	97.72	-2.35	-2.3%	97.72
Range	2.39	3.36	0.97	40.6%	4.64
ATR	2.61	2.66	0.05	2.1%	0.00
Volume	22,324	39,919	17,595	78.8%	114,669

Daily Pivots for day following 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.52	106.48	99.57
R3	105.16	103.12	98.64
R2	101.80	101.80	98.34
R1	99.76	99.76	98.03	99.10
PP	98.44	98.44	98.44	98.11
S1	96.40	96.40	97.41	95.74
S2	95.08	95.08	97.10
S3	91.72	93.04	96.80
S4	88.36	89.68	95.87

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	112.06	109.53	100.27
R3	107.42	104.89	99.00
R2	102.78	102.78	98.57
R1	100.25	100.25	98.15	101.52
PP	98.14	98.14	98.14	98.77
S1	95.61	95.61	97.29	96.88
S2	93.50	93.50	96.87
S3	88.86	90.97	96.44
S4	84.22	86.33	95.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.67	95.20	5.47	5.6%	2.43	2.5%	46%	False	False	27,170
10	100.67	91.35	9.32	9.5%	2.31	2.4%	68%	False	False	28,478
20	103.57	91.35	12.22	12.5%	2.62	2.7%	52%	False	False	23,642
40	104.85	91.35	13.50	13.8%	2.61	2.7%	47%	False	False	17,541
60	115.57	91.35	24.22	24.8%	2.80	2.9%	26%	False	False	14,390
80	115.57	91.35	24.22	24.8%	2.56	2.6%	26%	False	False	12,693
100	115.57	91.35	24.22	24.8%	2.51	2.6%	26%	False	False	12,089

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	114.76
2.618	109.28
1.618	105.92
1.000	103.84
0.618	102.56
HIGH	100.48
0.618	99.20
0.500	98.80
0.382	98.40
LOW	97.12
0.618	95.04
1.000	93.76
1.618	91.68
2.618	88.32
4.250	82.84

Fisher Pivots for day following 08-Jul-2011
Pivot	1 day	3 day
R1	98.80	98.90
PP	98.44	98.50
S1	98.08	98.11

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

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