NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 15-Jul-2011

Day Change Summary
	Previous	Current
	14-Jul-2011	15-Jul-2011	Change	Change %	Previous Week
Open	99.24	97.14	-2.10	-2.1%	97.61
High	100.15	98.91	-1.24	-1.2%	100.40
Low	95.99	96.64	0.65	0.7%	95.00
Close	97.06	98.46	1.40	1.4%	98.46
Range	4.16	2.27	-1.89	-45.4%	5.40
ATR	2.79	2.76	-0.04	-1.3%	0.00
Volume	30,565	35,448	4,883	16.0%	161,585

Daily Pivots for day following 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.81	103.91	99.71
R3	102.54	101.64	99.08
R2	100.27	100.27	98.88
R1	99.37	99.37	98.67	99.82
PP	98.00	98.00	98.00	98.23
S1	97.10	97.10	98.25	97.55
S2	95.73	95.73	98.04
S3	93.46	94.83	97.84
S4	91.19	92.56	97.21

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.15	111.71	101.43
R3	108.75	106.31	99.95
R2	103.35	103.35	99.45
R1	100.91	100.91	98.96	102.13
PP	97.95	97.95	97.95	98.57
S1	95.51	95.51	97.97	96.73
S2	92.55	92.55	97.47
S3	87.15	90.11	96.98
S4	81.75	84.71	95.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.40	95.00	5.40	5.5%	2.96	3.0%	64%	False	False	32,317
10	100.67	95.00	5.67	5.8%	2.69	2.7%	61%	False	False	29,743
20	100.67	91.35	9.32	9.5%	2.59	2.6%	76%	False	False	26,149
40	104.85	91.35	13.50	13.7%	2.58	2.6%	53%	False	False	20,237
60	115.57	91.35	24.22	24.6%	2.88	2.9%	29%	False	False	16,363
80	115.57	91.35	24.22	24.6%	2.58	2.6%	29%	False	False	14,328
100	115.57	91.35	24.22	24.6%	2.56	2.6%	29%	False	False	13,321

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.50
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	108.56
2.618	104.85
1.618	102.58
1.000	101.18
0.618	100.31
HIGH	98.91
0.618	98.04
0.500	97.78
0.382	97.51
LOW	96.64
0.618	95.24
1.000	94.37
1.618	92.97
2.618	90.70
4.250	86.99

Fisher Pivots for day following 15-Jul-2011
Pivot	1 day	3 day
R1	98.23	98.37
PP	98.00	98.28
S1	97.78	98.20

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

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