NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 28-Jul-2011

Day Change Summary
	Previous	Current
	27-Jul-2011	28-Jul-2011	Change	Change %	Previous Week
Open	100.14	98.05	-2.09	-2.1%	98.61
High	100.33	98.86	-1.47	-1.5%	100.89
Low	98.19	97.49	-0.70	-0.7%	95.92
Close	98.33	98.35	0.02	0.0%	100.58
Range	2.14	1.37	-0.77	-36.0%	4.97
ATR	2.55	2.46	-0.08	-3.3%	0.00
Volume	28,919	37,711	8,792	30.4%	133,511

Daily Pivots for day following 28-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.34	101.72	99.10
R3	100.97	100.35	98.73
R2	99.60	99.60	98.60
R1	98.98	98.98	98.48	99.29
PP	98.23	98.23	98.23	98.39
S1	97.61	97.61	98.22	97.92
S2	96.86	96.86	98.10
S3	95.49	96.24	97.97
S4	94.12	94.87	97.60

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	101.39	97.49	3.90	4.0%	1.84	1.9%	22%	False	True	35,622
10	101.39	95.92	5.47	5.6%	2.20	2.2%	44%	False	False	30,578
20	101.39	95.00	6.39	6.5%	2.42	2.5%	52%	False	False	29,478
40	104.00	91.35	12.65	12.9%	2.51	2.5%	55%	False	False	24,763
60	112.05	91.35	20.70	21.0%	2.91	3.0%	34%	False	False	19,952
80	115.57	91.35	24.22	24.6%	2.69	2.7%	29%	False	False	16,748
100	115.57	91.35	24.22	24.6%	2.54	2.6%	29%	False	False	14,936
120	115.57	91.35	24.22	24.6%	2.44	2.5%	29%	False	False	13,999

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	True
Bear Hook	True
Bull Hook	False
Stretch	0.57
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	104.68
2.618	102.45
1.618	101.08
1.000	100.23
0.618	99.71
HIGH	98.86
0.618	98.34
0.500	98.18
0.382	98.01
LOW	97.49
0.618	96.64
1.000	96.12
1.618	95.27
2.618	93.90
4.250	91.67

Fisher Pivots for day following 28-Jul-2011
Pivot	1 day	3 day
R1	98.29	99.44
PP	98.23	99.08
S1	98.18	98.71

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

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