NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 21-Jul-2011

Day Change Summary
	Previous	Current
	20-Jul-2011	21-Jul-2011	Change	Change %	Previous Week
Open	99.35	99.40	0.05	0.1%	97.61
High	100.19	100.89	0.70	0.7%	100.40
Low	97.78	98.03	0.25	0.3%	95.00
Close	99.22	99.85	0.63	0.6%	98.46
Range	2.41	2.86	0.45	18.7%	5.40
ATR	2.72	2.73	0.01	0.4%	0.00
Volume	21,840	25,907	4,067	18.6%	161,585

Daily Pivots for day following 21-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.17	106.87	101.42
R3	105.31	104.01	100.64
R2	102.45	102.45	100.37
R1	101.15	101.15	100.11	101.80
PP	99.59	99.59	99.59	99.92
S1	98.29	98.29	99.59	98.94
S2	96.73	96.73	99.33
S3	93.87	95.43	99.06
S4	91.01	92.57	98.28

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	100.89	95.92	4.97	5.0%	2.56	2.6%	79%	True	False	25,535
10	100.89	95.00	5.89	5.9%	2.87	2.9%	82%	True	False	29,373
20	100.89	91.35	9.54	9.6%	2.63	2.6%	89%	True	False	27,875
40	104.85	91.35	13.50	13.5%	2.59	2.6%	63%	False	False	21,662
60	115.57	91.35	24.22	24.3%	2.96	3.0%	35%	False	False	17,514
80	115.57	91.35	24.22	24.3%	2.66	2.7%	35%	False	False	15,081
100	115.57	91.35	24.22	24.3%	2.54	2.5%	35%	False	False	13,658
120	115.57	91.35	24.22	24.3%	2.42	2.4%	35%	False	False	12,895

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.57
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	113.05
2.618	108.38
1.618	105.52
1.000	103.75
0.618	102.66
HIGH	100.89
0.618	99.80
0.500	99.46
0.382	99.12
LOW	98.03
0.618	96.26
1.000	95.17
1.618	93.40
2.618	90.54
4.250	85.88

Fisher Pivots for day following 21-Jul-2011
Pivot	1 day	3 day
R1	99.72	99.58
PP	99.59	99.32
S1	99.46	99.05

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

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