NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 22-Jul-2011

Day Change Summary
	Previous	Current
	21-Jul-2011	22-Jul-2011	Change	Change %	Previous Week
Open	99.90	100.15	0.25	0.3%	99.20
High	101.30	101.18	-0.12	-0.1%	101.30
Low	98.50	99.52	1.02	1.0%	96.42
Close	100.25	100.94	0.69	0.7%	100.94
Range	2.80	1.66	-1.14	-40.7%	4.88
ATR	2.78	2.70	-0.08	-2.9%	0.00
Volume	36,609	57,534	20,925	57.2%	216,329

Daily Pivots for day following 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.53	104.89	101.85
R3	103.87	103.23	101.40
R2	102.21	102.21	101.24
R1	101.57	101.57	101.09	101.89
PP	100.55	100.55	100.55	100.71
S1	99.91	99.91	100.79	100.23
S2	98.89	98.89	100.64
S3	97.23	98.25	100.48
S4	95.57	96.59	100.03

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.19	112.45	103.62
R3	109.31	107.57	102.28
R2	104.43	104.43	101.83
R1	102.69	102.69	101.39	103.56
PP	99.55	99.55	99.55	99.99
S1	97.81	97.81	100.49	98.68
S2	94.67	94.67	100.05
S3	89.79	92.93	99.60
S4	84.91	88.05	98.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.30	96.42	4.88	4.8%	2.49	2.5%	93%	False	False	43,265
10	101.30	95.50	5.80	5.7%	2.74	2.7%	94%	False	False	49,847
20	101.30	91.82	9.48	9.4%	2.55	2.5%	96%	False	False	56,450
40	105.14	91.77	13.37	13.2%	2.62	2.6%	69%	False	False	56,161
60	115.50	91.77	23.73	23.5%	3.11	3.1%	39%	False	False	53,924
80	115.50	91.77	23.73	23.5%	2.91	2.9%	39%	False	False	50,722
100	115.50	91.77	23.73	23.5%	2.84	2.8%	39%	False	False	50,332
120	115.50	91.77	23.73	23.5%	2.75	2.7%	39%	False	False	52,095

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.63
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	108.24
2.618	105.53
1.618	103.87
1.000	102.84
0.618	102.21
HIGH	101.18
0.618	100.55
0.500	100.35
0.382	100.15
LOW	99.52
0.618	98.49
1.000	97.86
1.618	96.83
2.618	95.17
4.250	92.47

Fisher Pivots for day following 22-Jul-2011
Pivot	1 day	3 day
R1	100.74	100.55
PP	100.55	100.16
S1	100.35	99.77

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

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