NYMEX Light Sweet Crude Oil Future January 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jul-2011 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Jul-2011 | 29-Jul-2011 | Change | Change % | Previous Week |  
                        | Open | 98.20 | 98.92 | 0.72 | 0.7% | 100.43 |  
                        | High | 99.71 | 98.92 | -0.79 | -0.8% | 102.12 |  
                        | Low | 98.20 | 96.86 | -1.34 | -1.4% | 96.86 |  
                        | Close | 99.25 | 97.52 | -1.73 | -1.7% | 97.52 |  
                        | Range | 1.51 | 2.06 | 0.55 | 36.4% | 5.26 |  
                        | ATR | 2.26 | 2.27 | 0.01 | 0.4% | 0.00 |  
                        | Volume | 6,408 | 6,757 | 349 | 5.4% | 39,865 |  | 
    
| 
        
            | Daily Pivots for day following 29-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 103.95 | 102.79 | 98.65 |  |  
                | R3 | 101.89 | 100.73 | 98.09 |  |  
                | R2 | 99.83 | 99.83 | 97.90 |  |  
                | R1 | 98.67 | 98.67 | 97.71 | 98.22 |  
                | PP | 97.77 | 97.77 | 97.77 | 97.54 |  
                | S1 | 96.61 | 96.61 | 97.33 | 96.16 |  
                | S2 | 95.71 | 95.71 | 97.14 |  |  
                | S3 | 93.65 | 94.55 | 96.95 |  |  
                | S4 | 91.59 | 92.49 | 96.39 |  |  | 
        
            | Weekly Pivots for week ending 29-Jul-2011 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 114.61 | 111.33 | 100.41 |  |  
                | R3 | 109.35 | 106.07 | 98.97 |  |  
                | R2 | 104.09 | 104.09 | 98.48 |  |  
                | R1 | 100.81 | 100.81 | 98.00 | 99.82 |  
                | PP | 98.83 | 98.83 | 98.83 | 98.34 |  
                | S1 | 95.55 | 95.55 | 97.04 | 94.56 |  
                | S2 | 93.57 | 93.57 | 96.56 |  |  
                | S3 | 88.31 | 90.29 | 96.07 |  |  
                | S4 | 83.05 | 85.03 | 94.63 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 102.12 | 96.86 | 5.26 | 5.4% | 1.84 | 1.9% | 13% | False | True | 7,973 |  
                | 10 | 102.12 | 96.86 | 5.26 | 5.4% | 2.01 | 2.1% | 13% | False | True | 7,116 |  
                | 20 | 102.12 | 96.11 | 6.01 | 6.2% | 2.21 | 2.3% | 23% | False | False | 8,864 |  
                | 40 | 104.25 | 92.39 | 11.86 | 12.2% | 2.22 | 2.3% | 43% | False | False | 8,944 |  
                | 60 | 108.59 | 92.39 | 16.20 | 16.6% | 2.60 | 2.7% | 32% | False | False | 7,821 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 107.68 |  
            | 2.618 | 104.31 |  
            | 1.618 | 102.25 |  
            | 1.000 | 100.98 |  
            | 0.618 | 100.19 |  
            | HIGH | 98.92 |  
            | 0.618 | 98.13 |  
            | 0.500 | 97.89 |  
            | 0.382 | 97.65 |  
            | LOW | 96.86 |  
            | 0.618 | 95.59 |  
            | 1.000 | 94.80 |  
            | 1.618 | 93.53 |  
            | 2.618 | 91.47 |  
            | 4.250 | 88.11 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Jul-2011 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 97.89 | 99.01 |  
                                | PP | 97.77 | 98.51 |  
                                | S1 | 97.64 | 98.02 |  |