NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 16-Jun-2011

Day Change Summary
	Previous	Current
	15-Jun-2011	16-Jun-2011	Change	Change %	Previous Week
Open	101.05	97.56	-3.49	-3.5%	102.44
High	101.93	97.86	-4.07	-4.0%	104.25
Low	96.81	96.58	-0.23	-0.2%	100.47
Close	97.07	97.19	0.12	0.1%	101.84
Range	5.12	1.28	-3.84	-75.0%	3.78
ATR	2.80	2.69	-0.11	-3.9%	0.00
Volume	9,610	10,678	1,068	11.1%	50,661

Daily Pivots for day following 16-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.05	100.40	97.89
R3	99.77	99.12	97.54
R2	98.49	98.49	97.42
R1	97.84	97.84	97.31	97.53
PP	97.21	97.21	97.21	97.05
S1	96.56	96.56	97.07	96.25
S2	95.93	95.93	96.96
S3	94.65	95.28	96.84
S4	93.37	94.00	96.49

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.53	111.46	103.92
R3	109.75	107.68	102.88
R2	105.97	105.97	102.53
R1	103.90	103.90	102.19	103.05
PP	102.19	102.19	102.19	101.76
S1	100.12	100.12	101.49	99.27
S2	98.41	98.41	101.15
S3	94.63	96.34	100.80
S4	90.85	92.56	99.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.09	96.58	7.51	7.7%	2.89	3.0%	8%	False	True	11,586
10	104.25	96.58	7.67	7.9%	2.43	2.5%	8%	False	True	10,371
20	105.30	96.58	8.72	9.0%	2.35	2.4%	7%	False	True	8,355
40	115.22	96.46	18.76	19.3%	2.75	2.8%	4%	False	False	6,037

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.41
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	103.30
2.618	101.21
1.618	99.93
1.000	99.14
0.618	98.65
HIGH	97.86
0.618	97.37
0.500	97.22
0.382	97.07
LOW	96.58
0.618	95.79
1.000	95.30
1.618	94.51
2.618	93.23
4.250	91.14

Fisher Pivots for day following 16-Jun-2011
Pivot	1 day	3 day
R1	97.22	99.26
PP	97.21	98.57
S1	97.20	97.88

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

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