NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 11-Jul-2011

Day Change Summary
	Previous	Current
	08-Jul-2011	11-Jul-2011	Change	Change %	Previous Week
Open	100.68	98.07	-2.61	-2.6%	97.97
High	101.31	98.27	-3.04	-3.0%	101.35
Low	98.19	96.91	-1.28	-1.3%	97.26
Close	98.72	97.71	-1.01	-1.0%	98.72
Range	3.12	1.36	-1.76	-56.4%	4.09
ATR	2.40	2.36	-0.04	-1.8%	0.00
Volume	13,543	11,287	-2,256	-16.7%	43,112

Daily Pivots for day following 11-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.71	101.07	98.46
R3	100.35	99.71	98.08
R2	98.99	98.99	97.96
R1	98.35	98.35	97.83	97.99
PP	97.63	97.63	97.63	97.45
S1	96.99	96.99	97.59	96.63
S2	96.27	96.27	97.46
S3	94.91	95.63	97.34
S4	93.55	94.27	96.96

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	96.91	4.44	4.5%	2.15	2.2%	18%	False	True	10,879
10	101.35	92.39	8.96	9.2%	2.03	2.1%	59%	False	False	9,637
20	101.93	92.39	9.54	9.8%	2.21	2.3%	56%	False	False	9,200
40	105.30	92.39	12.91	13.2%	2.25	2.3%	41%	False	False	8,044

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.39
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	104.05
2.618	101.83
1.618	100.47
1.000	99.63
0.618	99.11
HIGH	98.27
0.618	97.75
0.500	97.59
0.382	97.43
LOW	96.91
0.618	96.07
1.000	95.55
1.618	94.71
2.618	93.35
4.250	91.13

Fisher Pivots for day following 11-Jul-2011
Pivot	1 day	3 day
R1	97.67	99.13
PP	97.63	98.66
S1	97.59	98.18

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

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