NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 06-Sep-2011

Day Change Summary
	Previous	Current
	02-Sep-2011	06-Sep-2011	Change	Change %	Previous Week
Open	89.05	86.80	-2.25	-2.5%	85.85
High	89.30	86.86	-2.44	-2.7%	90.18
Low	85.72	83.47	-2.25	-2.6%	85.45
Close	86.74	86.31	-0.43	-0.5%	86.74
Range	3.58	3.39	-0.19	-5.3%	4.73
ATR	3.17	3.18	0.02	0.5%	0.00
Volume	57,489	55,776	-1,713	-3.0%	368,270

Daily Pivots for day following 06-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	95.72	94.40	88.17
R3	92.33	91.01	87.24
R2	88.94	88.94	86.93
R1	87.62	87.62	86.62	86.59
PP	85.55	85.55	85.55	85.03
S1	84.23	84.23	86.00	83.20
S2	82.16	82.16	85.69
S3	78.77	80.84	85.38
S4	75.38	77.45	84.45

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.65	98.92	89.34
R3	96.92	94.19	88.04
R2	92.19	92.19	87.61
R1	89.46	89.46	87.17	90.83
PP	87.46	87.46	87.46	88.14
S1	84.73	84.73	86.31	86.10
S2	82.73	82.73	85.87
S3	78.00	80.00	85.44
S4	73.27	75.27	84.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.18	83.47	6.71	7.8%	2.64	3.1%	42%	False	True	76,959
10	90.18	83.30	6.88	8.0%	2.67	3.1%	44%	False	False	70,051
20	90.18	76.61	13.57	15.7%	3.40	3.9%	71%	False	False	65,280
40	101.39	76.61	24.78	28.7%	3.24	3.7%	39%	False	False	50,326
60	101.49	76.61	24.88	28.8%	3.02	3.5%	39%	False	False	41,414
80	104.85	76.61	28.24	32.7%	2.89	3.3%	34%	False	False	34,143
100	115.57	76.61	38.96	45.1%	2.98	3.5%	25%	False	False	28,992
120	115.57	76.61	38.96	45.1%	2.77	3.2%	25%	False	False	25,452

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	0.66
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	101.27
2.618	95.74
1.618	92.35
1.000	90.25
0.618	88.96
HIGH	86.86
0.618	85.57
0.500	85.17
0.382	84.76
LOW	83.47
0.618	81.37
1.000	80.08
1.618	77.98
2.618	74.59
4.250	69.06

Fisher Pivots for day following 06-Sep-2011
Pivot	1 day	3 day
R1	85.93	86.83
PP	85.55	86.65
S1	85.17	86.48

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

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