NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 27-Jul-2011

Day Change Summary
	Previous	Current
	26-Jul-2011	27-Jul-2011	Change	Change %	Previous Week
Open	100.40	100.51	0.11	0.1%	99.20
High	101.83	100.80	-1.03	-1.0%	101.30
Low	99.11	98.61	-0.50	-0.5%	96.42
Close	100.88	98.82	-2.06	-2.0%	100.94
Range	2.72	2.19	-0.53	-19.5%	4.88
ATR	2.62	2.59	-0.02	-0.9%	0.00
Volume	45,199	54,049	8,850	19.6%	216,329

Daily Pivots for day following 27-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.98	104.59	100.02
R3	103.79	102.40	99.42
R2	101.60	101.60	99.22
R1	100.21	100.21	99.02	99.81
PP	99.41	99.41	99.41	99.21
S1	98.02	98.02	98.62	97.62
S2	97.22	97.22	98.42
S3	95.03	95.83	98.22
S4	92.84	93.64	97.62

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	101.83	98.50	3.33	3.4%	2.15	2.2%	10%	False	False	50,157
10	101.83	96.42	5.41	5.5%	2.51	2.5%	44%	False	False	49,364
20	101.83	94.72	7.11	7.2%	2.54	2.6%	58%	False	False	51,653
40	105.10	91.77	13.33	13.5%	2.62	2.7%	53%	False	False	56,073
60	113.97	91.77	22.20	22.5%	3.08	3.1%	32%	False	False	54,693
80	115.50	91.77	23.73	24.0%	2.92	3.0%	30%	False	False	51,225
100	115.50	91.77	23.73	24.0%	2.84	2.9%	30%	False	False	49,987
120	115.50	91.77	23.73	24.0%	2.77	2.8%	30%	False	False	51,918

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	0.63
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110.11
2.618	106.53
1.618	104.34
1.000	102.99
0.618	102.15
HIGH	100.80
0.618	99.96
0.500	99.71
0.382	99.45
LOW	98.61
0.618	97.26
1.000	96.42
1.618	95.07
2.618	92.88
4.250	89.30

Fisher Pivots for day following 27-Jul-2011
Pivot	1 day	3 day
R1	99.71	100.22
PP	99.41	99.75
S1	99.12	99.29

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

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