NYMEX Light Sweet Crude Oil Future January 2012

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

Day Change Summary
	Previous	Current
	07-Jul-2011	08-Jul-2011	Change	Change %	Previous Week
Open	99.47	100.68	1.21	1.2%	97.97
High	101.35	101.31	-0.04	0.0%	101.35
Low	99.14	98.19	-0.95	-1.0%	97.26
Close	100.94	98.72	-2.22	-2.2%	98.72
Range	2.21	3.12	0.91	41.2%	4.09
ATR	2.34	2.40	0.06	2.4%	0.00
Volume	8,574	13,543	4,969	58.0%	43,112

Daily Pivots for day following 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.77	106.86	100.44
R3	105.65	103.74	99.58
R2	102.53	102.53	99.29
R1	100.62	100.62	99.01	100.02
PP	99.41	99.41	99.41	99.10
S1	97.50	97.50	98.43	96.90
S2	96.29	96.29	98.15
S3	93.17	94.38	97.86
S4	90.05	91.26	97.00

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	111.38	109.14	100.97
R3	107.29	105.05	99.84
R2	103.20	103.20	99.47
R1	100.96	100.96	99.09	102.08
PP	99.11	99.11	99.11	99.67
S1	96.87	96.87	98.35	97.99
S2	95.02	95.02	97.97
S3	90.93	92.78	97.60
S4	86.84	88.69	96.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.35	96.22	5.13	5.2%	2.21	2.2%	49%	False	False	10,278
10	101.35	92.39	8.96	9.1%	2.00	2.0%	71%	False	False	9,883
20	104.09	92.39	11.70	11.9%	2.29	2.3%	54%	False	False	9,304
40	105.30	92.39	12.91	13.1%	2.32	2.3%	49%	False	False	8,013

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	0.38
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	114.57
2.618	109.48
1.618	106.36
1.000	104.43
0.618	103.24
HIGH	101.31
0.618	100.12
0.500	99.75
0.382	99.38
LOW	98.19
0.618	96.26
1.000	95.07
1.618	93.14
2.618	90.02
4.250	84.93

Fisher Pivots for day following 08-Jul-2011
Pivot	1 day	3 day
R1	99.75	99.77
PP	99.41	99.42
S1	99.06	99.07

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

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