NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 26-May-2011

Day Change Summary
	Previous	Current
	25-May-2011	26-May-2011	Change	Change %	Previous Week
Open	100.38	103.50	3.12	3.1%	100.35
High	103.25	103.50	0.25	0.2%	102.03
Low	100.12	101.89	1.77	1.8%	97.13
Close	103.04	102.40	-0.64	-0.6%	101.42
Range	3.13	1.61	-1.52	-48.6%	4.90
ATR	3.14	3.03	-0.11	-3.5%	0.00
Volume	7,061	5,295	-1,766	-25.0%	19,845

Daily Pivots for day following 26-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.43	106.52	103.29
R3	105.82	104.91	102.84
R2	104.21	104.21	102.70
R1	103.30	103.30	102.55	102.95
PP	102.60	102.60	102.60	102.42
S1	101.69	101.69	102.25	101.34
S2	100.99	100.99	102.10
S3	99.38	100.08	101.96
S4	97.77	98.47	101.51

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	103.50	98.17	5.33	5.2%	2.44	2.4%	79%	True	False	5,338
10	103.50	97.13	6.37	6.2%	2.41	2.4%	83%	True	False	4,755
20	115.22	96.46	18.76	18.3%	3.36	3.3%	32%	False	False	4,527

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	True
Stretch	0.42
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	110.34
2.618	107.71
1.618	106.10
1.000	105.11
0.618	104.49
HIGH	103.50
0.618	102.88
0.500	102.70
0.382	102.51
LOW	101.89
0.618	100.90
1.000	100.28
1.618	99.29
2.618	97.68
4.250	95.05

Fisher Pivots for day following 26-May-2011
Pivot	1 day	3 day
R1	102.70	102.02
PP	102.60	101.65
S1	102.50	101.27

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

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