NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 15-Jul-2011

Day Change Summary
	Previous	Current
	14-Jul-2011	15-Jul-2011	Change	Change %	Previous Week
Open	99.90	97.86	-2.04	-2.0%	98.41
High	100.64	99.42	-1.22	-1.2%	100.94
Low	96.54	97.15	0.61	0.6%	95.50
Close	97.65	98.99	1.34	1.4%	98.99
Range	4.10	2.27	-1.83	-44.6%	5.44
ATR	2.86	2.81	-0.04	-1.5%	0.00
Volume	57,109	63,567	6,458	11.3%	282,148

Daily Pivots for day following 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.33	104.43	100.24
R3	103.06	102.16	99.61
R2	100.79	100.79	99.41
R1	99.89	99.89	99.20	100.34
PP	98.52	98.52	98.52	98.75
S1	97.62	97.62	98.78	98.07
S2	96.25	96.25	98.57
S3	93.98	95.35	98.37
S4	91.71	93.08	97.74

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.80	112.33	101.98
R3	109.36	106.89	100.49
R2	103.92	103.92	99.99
R1	101.45	101.45	99.49	102.69
PP	98.48	98.48	98.48	99.09
S1	96.01	96.01	98.49	97.25
S2	93.04	93.04	97.99
S3	87.60	90.57	97.49
S4	82.16	85.13	96.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.94	95.50	5.44	5.5%	2.99	3.0%	64%	False	False	56,429
10	101.08	95.50	5.58	5.6%	2.72	2.7%	63%	False	False	54,844
20	101.08	91.77	9.31	9.4%	2.66	2.7%	78%	False	False	57,555
40	105.14	91.77	13.37	13.5%	2.71	2.7%	54%	False	False	55,973
60	115.50	91.77	23.73	24.0%	3.08	3.1%	30%	False	False	53,250
80	115.50	91.77	23.73	24.0%	2.85	2.9%	30%	False	False	50,339
100	115.50	91.77	23.73	24.0%	2.89	2.9%	30%	False	False	52,685

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	0.55
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	109.07
2.618	105.36
1.618	103.09
1.000	101.69
0.618	100.82
HIGH	99.42
0.618	98.55
0.500	98.29
0.382	98.02
LOW	97.15
0.618	95.75
1.000	94.88
1.618	93.48
2.618	91.21
4.250	87.50

Fisher Pivots for day following 15-Jul-2011
Pivot	1 day	3 day
R1	98.76	98.91
PP	98.52	98.82
S1	98.29	98.74

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

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