NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 25-Jul-2011

Day Change Summary
	Previous	Current
	22-Jul-2011	25-Jul-2011	Change	Change %	Previous Week
Open	100.15	100.97	0.82	0.8%	99.20
High	101.18	100.97	-0.21	-0.2%	101.30
Low	99.52	99.59	0.07	0.1%	96.42
Close	100.94	100.48	-0.46	-0.5%	100.94
Range	1.66	1.38	-0.28	-16.9%	4.88
ATR	2.70	2.61	-0.09	-3.5%	0.00
Volume	57,534	57,396	-138	-0.2%	216,329

Daily Pivots for day following 25-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.49	103.86	101.24
R3	103.11	102.48	100.86
R2	101.73	101.73	100.73
R1	101.10	101.10	100.61	100.73
PP	100.35	100.35	100.35	100.16
S1	99.72	99.72	100.35	99.35
S2	98.97	98.97	100.23
S3	97.59	98.34	100.10
S4	96.21	96.96	99.72

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	97.60	3.70	3.7%	2.18	2.2%	78%	False	False	46,510
10	101.30	95.50	5.80	5.8%	2.65	2.6%	86%	False	False	49,920
20	101.30	91.82	9.48	9.4%	2.50	2.5%	91%	False	False	53,487
40	105.14	91.77	13.37	13.3%	2.61	2.6%	65%	False	False	56,241
60	115.50	91.77	23.73	23.6%	3.09	3.1%	37%	False	False	54,112
80	115.50	91.77	23.73	23.6%	2.91	2.9%	37%	False	False	51,069
100	115.50	91.77	23.73	23.6%	2.83	2.8%	37%	False	False	50,229
120	115.50	91.77	23.73	23.6%	2.75	2.7%	37%	False	False	52,050

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	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.63
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	106.84
2.618	104.58
1.618	103.20
1.000	102.35
0.618	101.82
HIGH	100.97
0.618	100.44
0.500	100.28
0.382	100.12
LOW	99.59
0.618	98.74
1.000	98.21
1.618	97.36
2.618	95.98
4.250	93.73

Fisher Pivots for day following 25-Jul-2011
Pivot	1 day	3 day
R1	100.41	100.29
PP	100.35	100.09
S1	100.28	99.90

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

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