NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 09-May-2011

Day Change Summary
	Previous	Current
	06-May-2011	09-May-2011	Change	Change %	Previous Week
Open	101.24	100.24	-1.00	-1.0%	114.60
High	103.66	104.73	1.07	1.0%	115.50
Low	95.79	98.95	3.16	3.3%	95.79
Close	98.72	103.97	5.25	5.3%	98.72
Range	7.87	5.78	-2.09	-26.6%	19.71
ATR	3.45	3.63	0.18	5.3%	0.00
Volume	93,020	81,899	-11,121	-12.0%	231,209

Daily Pivots for day following 09-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	119.89	117.71	107.15
R3	114.11	111.93	105.56
R2	108.33	108.33	105.03
R1	106.15	106.15	104.50	107.24
PP	102.55	102.55	102.55	103.10
S1	100.37	100.37	103.44	101.46
S2	96.77	96.77	102.91
S3	90.99	94.59	102.38
S4	85.21	88.81	100.79

Weekly Pivots for week ending 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	162.47	150.30	109.56
R3	142.76	130.59	104.14
R2	123.05	123.05	102.33
R1	110.88	110.88	100.53	107.11
PP	103.34	103.34	103.34	101.45
S1	91.17	91.17	96.91	87.40
S2	83.63	83.63	95.11
S3	63.92	71.46	93.30
S4	44.21	51.75	87.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113.97	95.79	18.18	17.5%	5.98	5.8%	45%	False	False	57,402
10	115.50	95.79	19.71	19.0%	4.18	4.0%	42%	False	False	45,955
20	115.50	95.79	19.71	19.0%	3.50	3.4%	42%	False	False	45,663
40	115.50	95.79	19.71	19.0%	2.86	2.8%	42%	False	False	41,894
60	115.50	95.75	19.75	19.0%	2.82	2.7%	42%	False	False	50,184

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	0.87
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	129.30
2.618	119.86
1.618	114.08
1.000	110.51
0.618	108.30
HIGH	104.73
0.618	102.52
0.500	101.84
0.382	101.16
LOW	98.95
0.618	95.38
1.000	93.17
1.618	89.60
2.618	83.82
4.250	74.39

Fisher Pivots for day following 09-May-2011
Pivot	1 day	3 day
R1	103.26	103.68
PP	102.55	103.39
S1	101.84	103.11

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

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