NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 24-Aug-2011

Day Change Summary
	Previous	Current
	23-Aug-2011	24-Aug-2011	Change	Change %	Previous Week
Open	85.04	86.40	1.36	1.6%	86.55
High	87.04	87.28	0.24	0.3%	89.81
Low	84.14	85.29	1.15	1.4%	80.15
Close	86.11	85.94	-0.17	-0.2%	83.17
Range	2.90	1.99	-0.91	-31.4%	9.66
ATR	3.67	3.55	-0.12	-3.3%	0.00
Volume	67,792	65,138	-2,654	-3.9%	362,074

Daily Pivots for day following 24-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	92.14	91.03	87.03
R3	90.15	89.04	86.49
R2	88.16	88.16	86.30
R1	87.05	87.05	86.12	86.61
PP	86.17	86.17	86.17	85.95
S1	85.06	85.06	85.76	84.62
S2	84.18	84.18	85.58
S3	82.19	83.07	85.39
S4	80.20	81.08	84.85

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	88.35	80.15	8.20	9.5%	3.82	4.4%	71%	False	False	77,104
10	89.81	80.15	9.66	11.2%	3.51	4.1%	60%	False	False	79,592
20	99.77	77.12	22.65	26.4%	3.82	4.4%	39%	False	False	75,767
40	101.83	77.12	24.71	28.8%	3.18	3.7%	36%	False	False	63,710
60	105.10	77.12	27.98	32.6%	3.02	3.5%	32%	False	False	62,638
80	113.97	77.12	36.85	42.9%	3.27	3.8%	24%	False	False	59,961
100	115.50	77.12	38.38	44.7%	3.10	3.6%	23%	False	False	56,133
120	115.50	77.12	38.38	44.7%	3.00	3.5%	23%	False	False	54,283

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.92
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	95.74
2.618	92.49
1.618	90.50
1.000	89.27
0.618	88.51
HIGH	87.28
0.618	86.52
0.500	86.29
0.382	86.05
LOW	85.29
0.618	84.06
1.000	83.30
1.618	82.07
2.618	80.08
4.250	76.83

Fisher Pivots for day following 24-Aug-2011
Pivot	1 day	3 day
R1	86.29	85.50
PP	86.17	85.05
S1	86.06	84.61

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

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