NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 03-Aug-2011

Day Change Summary
	Previous	Current
	02-Aug-2011	03-Aug-2011	Change	Change %	Previous Week
Open	97.15	95.11	-2.04	-2.1%	100.43
High	97.29	95.36	-1.93	-2.0%	102.12
Low	94.80	92.98	-1.82	-1.9%	96.86
Close	95.51	93.67	-1.84	-1.9%	97.52
Range	2.49	2.38	-0.11	-4.4%	5.26
ATR	2.44	2.45	0.01	0.3%	0.00
Volume	13,109	10,038	-3,071	-23.4%	39,865

Daily Pivots for day following 03-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.14	99.79	94.98
R3	98.76	97.41	94.32
R2	96.38	96.38	94.11
R1	95.03	95.03	93.89	94.52
PP	94.00	94.00	94.00	93.75
S1	92.65	92.65	93.45	92.14
S2	91.62	91.62	93.23
S3	89.24	90.27	93.02
S4	86.86	87.89	92.36

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	100.07	92.98	7.09	7.6%	2.60	2.8%	10%	False	True	8,303
10	102.12	92.98	9.14	9.8%	2.27	2.4%	8%	False	True	7,979
20	102.12	92.98	9.14	9.8%	2.40	2.6%	8%	False	True	8,818
40	104.25	92.39	11.86	12.7%	2.32	2.5%	11%	False	False	9,145
60	105.47	92.39	13.08	14.0%	2.42	2.6%	10%	False	False	8,079

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	0.48
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	105.48
2.618	101.59
1.618	99.21
1.000	97.74
0.618	96.83
HIGH	95.36
0.618	94.45
0.500	94.17
0.382	93.89
LOW	92.98
0.618	91.51
1.000	90.60
1.618	89.13
2.618	86.75
4.250	82.87

Fisher Pivots for day following 03-Aug-2011
Pivot	1 day	3 day
R1	94.17	96.53
PP	94.00	95.57
S1	93.84	94.62

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

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