NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 02-Aug-2011

Day Change Summary
	Previous	Current
	01-Aug-2011	02-Aug-2011	Change	Change %	Previous Week
Open	98.62	97.15	-1.47	-1.5%	100.43
High	100.07	97.29	-2.78	-2.8%	102.12
Low	95.50	94.80	-0.70	-0.7%	96.86
Close	96.71	95.51	-1.20	-1.2%	97.52
Range	4.57	2.49	-2.08	-45.5%	5.26
ATR	2.44	2.44	0.00	0.2%	0.00
Volume	5,207	13,109	7,902	151.8%	39,865

Daily Pivots for day following 02-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.34	101.91	96.88
R3	100.85	99.42	96.19
R2	98.36	98.36	95.97
R1	96.93	96.93	95.74	96.40
PP	95.87	95.87	95.87	95.60
S1	94.44	94.44	95.28	93.91
S2	93.38	93.38	95.05
S3	90.89	91.95	94.83
S4	88.40	89.46	94.14

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	101.15	94.80	6.35	6.6%	2.53	2.7%	11%	False	True	8,108
10	102.12	94.80	7.32	7.7%	2.24	2.3%	10%	False	True	7,589
20	102.12	94.80	7.32	7.7%	2.36	2.5%	10%	False	True	8,732
40	104.25	92.39	11.86	12.4%	2.31	2.4%	26%	False	False	8,990
60	105.47	92.39	13.08	13.7%	2.45	2.6%	24%	False	False	7,987

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.51
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107.87
2.618	103.81
1.618	101.32
1.000	99.78
0.618	98.83
HIGH	97.29
0.618	96.34
0.500	96.05
0.382	95.75
LOW	94.80
0.618	93.26
1.000	92.31
1.618	90.77
2.618	88.28
4.250	84.22

Fisher Pivots for day following 02-Aug-2011
Pivot	1 day	3 day
R1	96.05	97.44
PP	95.87	96.79
S1	95.69	96.15

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

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