NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 05-Jul-2011

Day Change Summary
	Previous	Current
	01-Jul-2011	05-Jul-2011	Change	Change %	Previous Week
Open	96.92	97.97	1.05	1.1%	92.90
High	97.88	99.79	1.91	2.0%	98.14
Low	96.22	97.26	1.04	1.1%	92.39
Close	97.64	99.29	1.65	1.7%	97.64
Range	1.66	2.53	0.87	52.4%	5.75
ATR	2.38	2.39	0.01	0.4%	0.00
Volume	8,279	12,688	4,409	53.3%	41,980

Daily Pivots for day following 05-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.37	105.36	100.68
R3	103.84	102.83	99.99
R2	101.31	101.31	99.75
R1	100.30	100.30	99.52	100.81
PP	98.78	98.78	98.78	99.03
S1	97.77	97.77	99.06	98.28
S2	96.25	96.25	98.83
S3	93.72	95.24	98.59
S4	91.19	92.71	97.90

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.31	111.22	100.80
R3	107.56	105.47	99.22
R2	101.81	101.81	98.69
R1	99.72	99.72	98.17	100.77
PP	96.06	96.06	96.06	96.58
S1	93.97	93.97	97.11	95.02
S2	90.31	90.31	96.59
S3	84.56	88.22	96.06
S4	78.81	82.47	94.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.79	93.33	6.46	6.5%	2.16	2.2%	92%	True	False	8,711
10	99.79	92.39	7.40	7.5%	2.04	2.1%	93%	True	False	8,251
20	104.25	92.39	11.86	11.9%	2.26	2.3%	58%	False	False	9,249
40	105.47	92.39	13.08	13.2%	2.50	2.5%	53%	False	False	7,615

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	0.33
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	110.54
2.618	106.41
1.618	103.88
1.000	102.32
0.618	101.35
HIGH	99.79
0.618	98.82
0.500	98.53
0.382	98.23
LOW	97.26
0.618	95.70
1.000	94.73
1.618	93.17
2.618	90.64
4.250	86.51

Fisher Pivots for day following 05-Jul-2011
Pivot	1 day	3 day
R1	99.04	98.86
PP	98.78	98.43
S1	98.53	98.01

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

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