NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 19-May-2011

Day Change Summary
	Previous	Current
	18-May-2011	19-May-2011	Change	Change %	Previous Week
Open	99.38	101.65	2.27	2.3%	100.23
High	102.00	102.03	0.03	0.0%	105.47
Low	99.38	100.30	0.92	0.9%	97.08
Close	101.52	100.34	-1.18	-1.2%	101.21
Range	2.62	1.73	-0.89	-34.0%	8.39
ATR	3.29	3.18	-0.11	-3.4%	0.00
Volume	3,358	5,627	2,269	67.6%	29,433

Daily Pivots for day following 19-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.08	104.94	101.29
R3	104.35	103.21	100.82
R2	102.62	102.62	100.66
R1	101.48	101.48	100.50	101.19
PP	100.89	100.89	100.89	100.74
S1	99.75	99.75	100.18	99.46
S2	99.16	99.16	100.02
S3	97.43	98.02	99.86
S4	95.70	96.29	99.39

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	126.42	122.21	105.82
R3	118.03	113.82	103.52
R2	109.64	109.64	102.75
R1	105.43	105.43	101.98	107.54
PP	101.25	101.25	101.25	102.31
S1	97.04	97.04	100.44	99.15
S2	92.86	92.86	99.67
S3	84.47	88.65	98.90
S4	76.08	80.26	96.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.04	97.13	4.91	4.9%	2.38	2.4%	65%	False	False	4,171
10	105.47	96.46	9.01	9.0%	3.69	3.7%	43%	False	False	5,088
20	115.22	96.46	18.76	18.7%	3.14	3.1%	21%	False	False	3,868

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	0.67
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	109.38
2.618	106.56
1.618	104.83
1.000	103.76
0.618	103.10
HIGH	102.03
0.618	101.37
0.500	101.17
0.382	100.96
LOW	100.30
0.618	99.23
1.000	98.57
1.618	97.50
2.618	95.77
4.250	92.95

Fisher Pivots for day following 19-May-2011
Pivot	1 day	3 day
R1	101.17	100.09
PP	100.89	99.83
S1	100.62	99.58

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

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