NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 13-Jul-2011

Day Change Summary
	Previous	Current
	12-Jul-2011	13-Jul-2011	Change	Change %	Previous Week
Open	96.45	98.07	1.62	1.7%	96.73
High	98.79	100.40	1.61	1.6%	100.67
Low	95.00	97.87	2.87	3.0%	96.03
Close	98.74	99.36	0.62	0.6%	97.72
Range	3.79	2.53	-1.26	-33.2%	4.64
ATR	2.70	2.69	-0.01	-0.4%	0.00
Volume	27,104	35,585	8,481	31.3%	114,669

Daily Pivots for day following 13-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.80	105.61	100.75
R3	104.27	103.08	100.06
R2	101.74	101.74	99.82
R1	100.55	100.55	99.59	101.15
PP	99.21	99.21	99.21	99.51
S1	98.02	98.02	99.13	98.62
S2	96.68	96.68	98.90
S3	94.15	95.49	98.66
S4	91.62	92.96	97.97

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	95.00	5.67	5.7%	2.82	2.8%	77%	False	False	31,563
10	100.67	94.35	6.32	6.4%	2.51	2.5%	79%	False	False	28,036
20	101.49	91.35	10.14	10.2%	2.61	2.6%	79%	False	False	24,526
40	104.85	91.35	13.50	13.6%	2.56	2.6%	59%	False	False	19,036
60	115.57	91.35	24.22	24.4%	2.85	2.9%	33%	False	False	15,463
80	115.57	91.35	24.22	24.4%	2.54	2.6%	33%	False	False	13,674
100	115.57	91.35	24.22	24.4%	2.56	2.6%	33%	False	False	12,868

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	0.47
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111.15
2.618	107.02
1.618	104.49
1.000	102.93
0.618	101.96
HIGH	100.40
0.618	99.43
0.500	99.14
0.382	98.84
LOW	97.87
0.618	96.31
1.000	95.34
1.618	93.78
2.618	91.25
4.250	87.12

Fisher Pivots for day following 13-Jul-2011
Pivot	1 day	3 day
R1	99.29	98.81
PP	99.21	98.25
S1	99.14	97.70

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

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