NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 28-Jun-2011

Day Change Summary
	Previous	Current
	27-Jun-2011	28-Jun-2011	Change	Change %	Previous Week
Open	92.90	93.41	0.51	0.5%	93.82
High	93.68	95.49	1.81	1.9%	97.70
Low	92.39	93.33	0.94	1.0%	92.55
Close	93.13	95.47	2.34	2.5%	93.74
Range	1.29	2.16	0.87	67.4%	5.15
ATR	2.48	2.47	-0.01	-0.3%	0.00
Volume	11,112	5,357	-5,755	-51.8%	37,428

Daily Pivots for day following 28-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.24	100.52	96.66
R3	99.08	98.36	96.06
R2	96.92	96.92	95.87
R1	96.20	96.20	95.67	96.56
PP	94.76	94.76	94.76	94.95
S1	94.04	94.04	95.27	94.40
S2	92.60	92.60	95.07
S3	90.44	91.88	94.88
S4	88.28	89.72	94.28

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.11	107.08	96.57
R3	104.96	101.93	95.16
R2	99.81	99.81	94.68
R1	96.78	96.78	94.21	95.72
PP	94.66	94.66	94.66	94.14
S1	91.63	91.63	93.27	90.57
S2	89.51	89.51	92.80
S3	84.36	86.48	92.32
S4	79.21	81.33	90.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.70	92.39	5.31	5.6%	2.05	2.1%	58%	False	False	7,987
10	101.93	92.39	9.54	10.0%	2.22	2.3%	32%	False	False	7,983
20	104.94	92.39	12.55	13.1%	2.24	2.3%	25%	False	False	8,808
40	113.78	92.39	21.39	22.4%	2.79	2.9%	14%	False	False	6,994

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.29
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	104.67
2.618	101.14
1.618	98.98
1.000	97.65
0.618	96.82
HIGH	95.49
0.618	94.66
0.500	94.41
0.382	94.16
LOW	93.33
0.618	92.00
1.000	91.17
1.618	89.84
2.618	87.68
4.250	84.15

Fisher Pivots for day following 28-Jun-2011
Pivot	1 day	3 day
R1	95.12	94.96
PP	94.76	94.45
S1	94.41	93.94

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

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