NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 20-Jul-2011

Day Change Summary
	Previous	Current
	19-Jul-2011	20-Jul-2011	Change	Change %	Previous Week
Open	97.27	99.35	2.08	2.1%	97.61
High	99.75	100.19	0.44	0.4%	100.40
Low	97.21	97.78	0.57	0.6%	95.00
Close	98.68	99.22	0.54	0.5%	98.46
Range	2.54	2.41	-0.13	-5.1%	5.40
ATR	2.74	2.72	-0.02	-0.9%	0.00
Volume	22,360	21,840	-520	-2.3%	161,585

Daily Pivots for day following 20-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.29	105.17	100.55
R3	103.88	102.76	99.88
R2	101.47	101.47	99.66
R1	100.35	100.35	99.44	99.71
PP	99.06	99.06	99.06	98.74
S1	97.94	97.94	99.00	97.30
S2	96.65	96.65	98.78
S3	94.24	95.53	98.56
S4	91.83	93.12	97.89

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	100.19	95.92	4.27	4.3%	2.82	2.8%	77%	True	False	26,467
10	100.67	95.00	5.67	5.7%	2.82	2.8%	74%	False	False	29,015
20	100.67	91.35	9.32	9.4%	2.61	2.6%	84%	False	False	27,186
40	104.85	91.35	13.50	13.6%	2.57	2.6%	58%	False	False	21,221
60	115.57	91.35	24.22	24.4%	2.92	2.9%	32%	False	False	17,166
80	115.57	91.35	24.22	24.4%	2.64	2.7%	32%	False	False	14,833
100	115.57	91.35	24.22	24.4%	2.53	2.6%	32%	False	False	13,482
120	115.57	91.35	24.22	24.4%	2.42	2.4%	32%	False	False	12,783

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	0.45
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	110.43
2.618	106.50
1.618	104.09
1.000	102.60
0.618	101.68
HIGH	100.19
0.618	99.27
0.500	98.99
0.382	98.70
LOW	97.78
0.618	96.29
1.000	95.37
1.618	93.88
2.618	91.47
4.250	87.54

Fisher Pivots for day following 20-Jul-2011
Pivot	1 day	3 day
R1	99.14	98.83
PP	99.06	98.44
S1	98.99	98.06

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

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