NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 06-Jun-2011

Day Change Summary
	Previous	Current
	03-Jun-2011	06-Jun-2011	Change	Change %	Previous Week
Open	102.82	102.44	-0.38	-0.4%	102.31
High	103.03	102.44	-0.59	-0.6%	105.30
Low	100.84	101.11	0.27	0.3%	100.84
Close	102.78	101.55	-1.23	-1.2%	102.78
Range	2.19	1.33	-0.86	-39.3%	4.46
ATR	2.78	2.70	-0.08	-2.8%	0.00
Volume	8,504	7,971	-533	-6.3%	27,305

Daily Pivots for day following 06-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.69	104.95	102.28
R3	104.36	103.62	101.92
R2	103.03	103.03	101.79
R1	102.29	102.29	101.67	102.00
PP	101.70	101.70	101.70	101.55
S1	100.96	100.96	101.43	100.67
S2	100.37	100.37	101.31
S3	99.04	99.63	101.18
S4	97.71	98.30	100.82

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	116.35	114.03	105.23
R3	111.89	109.57	104.01
R2	107.43	107.43	103.60
R1	105.11	105.11	103.19	106.27
PP	102.97	102.97	102.97	103.56
S1	100.65	100.65	102.37	101.81
S2	98.51	98.51	101.96
S3	94.05	96.19	101.55
S4	89.59	91.73	100.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.30	100.84	4.46	4.4%	2.25	2.2%	16%	False	False	7,055
10	105.30	98.17	7.13	7.0%	2.12	2.1%	47%	False	False	7,035
20	105.47	97.08	8.39	8.3%	2.74	2.7%	53%	False	False	5,981

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	108.09
2.618	105.92
1.618	104.59
1.000	103.77
0.618	103.26
HIGH	102.44
0.618	101.93
0.500	101.78
0.382	101.62
LOW	101.11
0.618	100.29
1.000	99.78
1.618	98.96
2.618	97.63
4.250	95.46

Fisher Pivots for day following 06-Jun-2011
Pivot	1 day	3 day
R1	101.78	101.98
PP	101.70	101.84
S1	101.63	101.69

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

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