NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 25-Jul-2011

Day Change Summary
	Previous	Current
	22-Jul-2011	25-Jul-2011	Change	Change %	Previous Week
Open	99.98	100.58	0.60	0.6%	98.61
High	100.82	100.58	-0.24	-0.2%	100.89
Low	99.14	99.25	0.11	0.1%	95.92
Close	100.58	100.05	-0.53	-0.5%	100.58
Range	1.68	1.33	-0.35	-20.8%	4.97
ATR	2.66	2.56	-0.09	-3.6%	0.00
Volume	41,281	35,839	-5,442	-13.2%	133,511

Daily Pivots for day following 25-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.95	103.33	100.78
R3	102.62	102.00	100.42
R2	101.29	101.29	100.29
R1	100.67	100.67	100.17	100.32
PP	99.96	99.96	99.96	99.78
S1	99.34	99.34	99.93	98.99
S2	98.63	98.63	99.81
S3	97.30	98.01	99.68
S4	95.97	96.68	99.32

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.04	112.28	103.31
R3	109.07	107.31	101.95
R2	104.10	104.10	101.49
R1	102.34	102.34	101.04	103.22
PP	99.13	99.13	99.13	99.57
S1	97.37	97.37	100.12	98.25
S2	94.16	94.16	99.67
S3	89.19	92.40	99.21
S4	84.22	87.43	97.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.89	97.21	3.68	3.7%	2.16	2.2%	77%	False	False	29,445
10	100.89	95.00	5.89	5.9%	2.63	2.6%	86%	False	False	29,805
20	100.89	91.35	9.54	9.5%	2.45	2.5%	91%	False	False	28,648
40	104.85	91.35	13.50	13.5%	2.55	2.5%	64%	False	False	23,128
60	115.57	91.35	24.22	24.2%	2.94	2.9%	36%	False	False	18,562
80	115.57	91.35	24.22	24.2%	2.67	2.7%	36%	False	False	15,889
100	115.57	91.35	24.22	24.2%	2.53	2.5%	36%	False	False	14,242
120	115.57	91.35	24.22	24.2%	2.42	2.4%	36%	False	False	13,351

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.62
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	106.23
2.618	104.06
1.618	102.73
1.000	101.91
0.618	101.40
HIGH	100.58
0.618	100.07
0.500	99.92
0.382	99.76
LOW	99.25
0.618	98.43
1.000	97.92
1.618	97.10
2.618	95.77
4.250	93.60

Fisher Pivots for day following 25-Jul-2011
Pivot	1 day	3 day
R1	100.01	99.85
PP	99.96	99.66
S1	99.92	99.46

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

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