NYMEX Light Sweet Crude Oil Future December 2011

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

Day Change Summary
	Previous	Current
	07-Jul-2011	08-Jul-2011	Change	Change %	Previous Week
Open	98.93	100.61	1.68	1.7%	97.38
High	101.08	100.94	-0.14	-0.1%	101.08
Low	98.66	97.60	-1.06	-1.1%	96.53
Close	100.52	98.23	-2.29	-2.3%	98.23
Range	2.42	3.34	0.92	38.0%	4.55
ATR	2.69	2.73	0.05	1.7%	0.00
Volume	51,510	74,566	23,056	44.8%	219,579

Daily Pivots for day following 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.94	106.93	100.07
R3	105.60	103.59	99.15
R2	102.26	102.26	98.84
R1	100.25	100.25	98.54	99.59
PP	98.92	98.92	98.92	98.59
S1	96.91	96.91	97.92	96.25
S2	95.58	95.58	97.62
S3	92.24	93.57	97.31
S4	88.90	90.23	96.39

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	112.26	109.80	100.73
R3	107.71	105.25	99.48
R2	103.16	103.16	99.06
R1	100.70	100.70	98.65	101.93
PP	98.61	98.61	98.61	99.23
S1	96.15	96.15	97.81	97.38
S2	94.06	94.06	97.40
S3	89.51	91.60	96.98
S4	84.96	87.05	95.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.08	95.72	5.36	5.5%	2.45	2.5%	47%	False	False	53,259
10	101.08	91.82	9.26	9.4%	2.35	2.4%	69%	False	False	63,053
20	104.03	91.77	12.26	12.5%	2.72	2.8%	53%	False	False	59,826
40	105.14	91.77	13.37	13.6%	2.75	2.8%	48%	False	False	55,761
60	115.50	91.77	23.73	24.2%	3.05	3.1%	27%	False	False	52,743
80	115.50	91.77	23.73	24.2%	2.86	2.9%	27%	False	False	49,310
100	115.50	91.77	23.73	24.2%	2.87	2.9%	27%	False	False	52,512

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.45
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	115.14
2.618	109.68
1.618	106.34
1.000	104.28
0.618	103.00
HIGH	100.94
0.618	99.66
0.500	99.27
0.382	98.88
LOW	97.60
0.618	95.54
1.000	94.26
1.618	92.20
2.618	88.86
4.250	83.41

Fisher Pivots for day following 08-Jul-2011
Pivot	1 day	3 day
R1	99.27	99.34
PP	98.92	98.97
S1	98.58	98.60

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

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