NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 20-May-2011

Day Change Summary
	Previous	Current
	19-May-2011	20-May-2011	Change	Change %	Previous Week
Open	101.65	100.78	-0.87	-0.9%	100.35
High	102.03	101.71	-0.32	-0.3%	102.03
Low	100.30	98.39	-1.91	-1.9%	97.13
Close	100.34	101.42	1.08	1.1%	101.42
Range	1.73	3.32	1.59	91.9%	4.90
ATR	3.18	3.19	0.01	0.3%	0.00
Volume	5,627	3,884	-1,743	-31.0%	19,845

Daily Pivots for day following 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.47	109.26	103.25
R3	107.15	105.94	102.33
R2	103.83	103.83	102.03
R1	102.62	102.62	101.72	103.23
PP	100.51	100.51	100.51	100.81
S1	99.30	99.30	101.12	99.91
S2	97.19	97.19	100.81
S3	93.87	95.98	100.51
S4	90.55	92.66	99.59

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.89	113.06	104.12
R3	109.99	108.16	102.77
R2	105.09	105.09	102.32
R1	103.26	103.26	101.87	104.18
PP	100.19	100.19	100.19	100.65
S1	98.36	98.36	100.97	99.28
S2	95.29	95.29	100.52
S3	90.39	93.46	100.07
S4	85.49	88.56	98.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.03	97.13	4.90	4.8%	2.53	2.5%	88%	False	False	3,969
10	105.47	97.08	8.39	8.3%	3.36	3.3%	52%	False	False	4,927
20	115.22	96.46	18.76	18.5%	3.25	3.2%	26%	False	False	3,800

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.51
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	115.82
2.618	110.40
1.618	107.08
1.000	105.03
0.618	103.76
HIGH	101.71
0.618	100.44
0.500	100.05
0.382	99.66
LOW	98.39
0.618	96.34
1.000	95.07
1.618	93.02
2.618	89.70
4.250	84.28

Fisher Pivots for day following 20-May-2011
Pivot	1 day	3 day
R1	100.96	101.02
PP	100.51	100.61
S1	100.05	100.21

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

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