NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 08-Jun-2011

Day Change Summary
	Previous	Current
	07-Jun-2011	08-Jun-2011	Change	Change %	Previous Week
Open	100.93	101.24	0.31	0.3%	102.31
High	102.32	103.84	1.52	1.5%	105.30
Low	100.47	100.62	0.15	0.1%	100.84
Close	101.76	103.13	1.37	1.3%	102.78
Range	1.85	3.22	1.37	74.1%	4.46
ATR	2.64	2.68	0.04	1.6%	0.00
Volume	3,865	9,886	6,021	155.8%	27,305

Daily Pivots for day following 08-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	112.19	110.88	104.90
R3	108.97	107.66	104.02
R2	105.75	105.75	103.72
R1	104.44	104.44	103.43	105.10
PP	102.53	102.53	102.53	102.86
S1	101.22	101.22	102.83	101.88
S2	99.31	99.31	102.54
S3	96.09	98.00	102.24
S4	92.87	94.78	101.36

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	103.84	100.47	3.37	3.3%	2.14	2.1%	79%	True	False	7,733
10	105.30	100.12	5.18	5.0%	2.22	2.1%	58%	False	False	7,365
20	105.30	97.08	8.22	8.0%	2.60	2.5%	74%	False	False	6,223

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	117.53
2.618	112.27
1.618	109.05
1.000	107.06
0.618	105.83
HIGH	103.84
0.618	102.61
0.500	102.23
0.382	101.85
LOW	100.62
0.618	98.63
1.000	97.40
1.618	95.41
2.618	92.19
4.250	86.94

Fisher Pivots for day following 08-Jun-2011
Pivot	1 day	3 day
R1	102.83	102.81
PP	102.53	102.48
S1	102.23	102.16

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

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