NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 08-Sep-2011

Day Change Summary
	Previous	Current
	07-Sep-2011	08-Sep-2011	Change	Change %	Previous Week
Open	86.73	90.13	3.40	3.9%	85.85
High	90.69	90.40	-0.29	-0.3%	90.18
Low	86.45	88.59	2.14	2.5%	85.45
Close	89.55	89.23	-0.32	-0.4%	86.74
Range	4.24	1.81	-2.43	-57.3%	4.73
ATR	3.27	3.16	-0.10	-3.2%	0.00
Volume	95,081	102,345	7,264	7.6%	368,270

Daily Pivots for day following 08-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	94.84	93.84	90.23
R3	93.03	92.03	89.73
R2	91.22	91.22	89.56
R1	90.22	90.22	89.40	89.82
PP	89.41	89.41	89.41	89.20
S1	88.41	88.41	89.06	88.01
S2	87.60	87.60	88.90
S3	85.79	86.60	88.73
S4	83.98	84.79	88.23

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	90.69	83.47	7.22	8.1%	2.94	3.3%	80%	False	False	76,067
10	90.69	83.30	7.39	8.3%	2.79	3.1%	80%	False	False	76,203
20	90.69	79.76	10.93	12.2%	3.16	3.5%	87%	False	False	68,124
40	101.39	76.61	24.78	27.8%	3.23	3.6%	51%	False	False	53,694
60	101.49	76.61	24.88	27.9%	3.02	3.4%	51%	False	False	43,972
80	104.85	76.61	28.24	31.6%	2.89	3.2%	45%	False	False	36,365
100	115.57	76.61	38.96	43.7%	3.00	3.4%	32%	False	False	30,755
120	115.57	76.61	38.96	43.7%	2.77	3.1%	32%	False	False	27,014

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	98.09
2.618	95.14
1.618	93.33
1.000	92.21
0.618	91.52
HIGH	90.40
0.618	89.71
0.500	89.50
0.382	89.28
LOW	88.59
0.618	87.47
1.000	86.78
1.618	85.66
2.618	83.85
4.250	80.90

Fisher Pivots for day following 08-Sep-2011
Pivot	1 day	3 day
R1	89.50	88.51
PP	89.41	87.80
S1	89.32	87.08

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

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