NYMEX Light Sweet Crude Oil Future December 2011

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

Day Change Summary
	Previous	Current
	19-Aug-2011	22-Aug-2011	Change	Change %	Previous Week
Open	82.24	83.15	0.91	1.1%	86.55
High	84.52	85.40	0.88	1.0%	89.81
Low	80.15	81.93	1.78	2.2%	80.15
Close	83.17	85.03	1.86	2.2%	83.17
Range	4.37	3.47	-0.90	-20.6%	9.66
ATR	3.74	3.72	-0.02	-0.5%	0.00
Volume	99,623	84,697	-14,926	-15.0%	362,074

Daily Pivots for day following 22-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	94.53	93.25	86.94
R3	91.06	89.78	85.98
R2	87.59	87.59	85.67
R1	86.31	86.31	85.35	86.95
PP	84.12	84.12	84.12	84.44
S1	82.84	82.84	84.71	83.48
S2	80.65	80.65	84.39
S3	77.18	79.37	84.08
S4	73.71	75.90	83.12

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.36	107.92	88.48
R3	103.70	98.26	85.83
R2	94.04	94.04	84.94
R1	88.60	88.60	84.06	86.49
PP	84.38	84.38	84.38	83.32
S1	78.94	78.94	82.28	76.83
S2	74.72	74.72	81.40
S3	65.06	69.28	80.51
S4	55.40	59.62	77.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.81	80.15	9.66	11.4%	3.73	4.4%	51%	False	False	76,563
10	89.81	77.12	12.69	14.9%	4.10	4.8%	62%	False	False	85,722
20	101.83	77.12	24.71	29.1%	3.82	4.5%	32%	False	False	74,083
40	101.83	77.12	24.71	29.1%	3.16	3.7%	32%	False	False	63,785
60	105.14	77.12	28.02	33.0%	3.01	3.5%	28%	False	False	62,188
80	115.50	77.12	38.38	45.1%	3.27	3.8%	21%	False	False	59,105
100	115.50	77.12	38.38	45.1%	3.09	3.6%	21%	False	False	55,671
120	115.50	77.12	38.38	45.1%	3.00	3.5%	21%	False	False	54,204

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	1.01
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	100.15
2.618	94.48
1.618	91.01
1.000	88.87
0.618	87.54
HIGH	85.40
0.618	84.07
0.500	83.67
0.382	83.26
LOW	81.93
0.618	79.79
1.000	78.46
1.618	76.32
2.618	72.85
4.250	67.18

Fisher Pivots for day following 22-Aug-2011
Pivot	1 day	3 day
R1	84.58	84.77
PP	84.12	84.51
S1	83.67	84.25

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

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