NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 28-Jul-2011

Day Change Summary
	Previous	Current
	27-Jul-2011	28-Jul-2011	Change	Change %	Previous Week
Open	100.51	98.53	-1.98	-2.0%	99.20
High	100.80	99.30	-1.50	-1.5%	101.30
Low	98.61	97.77	-0.84	-0.9%	96.42
Close	98.82	98.82	0.00	0.0%	100.94
Range	2.19	1.53	-0.66	-30.1%	4.88
ATR	2.59	2.52	-0.08	-2.9%	0.00
Volume	54,049	43,799	-10,250	-19.0%	216,329

Daily Pivots for day following 28-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.22	102.55	99.66
R3	101.69	101.02	99.24
R2	100.16	100.16	99.10
R1	99.49	99.49	98.96	99.83
PP	98.63	98.63	98.63	98.80
S1	97.96	97.96	98.68	98.30
S2	97.10	97.10	98.54
S3	95.57	96.43	98.40
S4	94.04	94.90	97.98

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	97.77	4.06	4.1%	1.90	1.9%	26%	False	True	51,595
10	101.83	96.42	5.41	5.5%	2.25	2.3%	44%	False	False	48,033
20	101.83	95.50	6.33	6.4%	2.46	2.5%	52%	False	False	50,767
40	104.20	91.77	12.43	12.6%	2.58	2.6%	57%	False	False	56,045
60	112.16	91.77	20.39	20.6%	3.06	3.1%	35%	False	False	54,923
80	115.50	91.77	23.73	24.0%	2.92	3.0%	30%	False	False	51,312
100	115.50	91.77	23.73	24.0%	2.83	2.9%	30%	False	False	49,695
120	115.50	91.77	23.73	24.0%	2.77	2.8%	30%	False	False	51,839

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.63
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	105.80
2.618	103.31
1.618	101.78
1.000	100.83
0.618	100.25
HIGH	99.30
0.618	98.72
0.500	98.54
0.382	98.35
LOW	97.77
0.618	96.82
1.000	96.24
1.618	95.29
2.618	93.76
4.250	91.27

Fisher Pivots for day following 28-Jul-2011
Pivot	1 day	3 day
R1	98.73	99.80
PP	98.63	99.47
S1	98.54	99.15

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

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