NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 12-Aug-2011

Day Change Summary
	Previous	Current
	11-Aug-2011	12-Aug-2011	Change	Change %	Previous Week
Open	83.90	86.90	3.00	3.6%	86.60
High	87.28	88.79	1.51	1.7%	88.79
Low	82.76	85.75	2.99	3.6%	77.84
Close	87.22	86.84	-0.38	-0.4%	86.84
Range	4.52	3.04	-1.48	-32.7%	10.95
ATR	3.42	3.39	-0.03	-0.8%	0.00
Volume	18,145	29,051	10,906	60.1%	97,080

Daily Pivots for day following 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	96.25	94.58	88.51
R3	93.21	91.54	87.68
R2	90.17	90.17	87.40
R1	88.50	88.50	87.12	87.82
PP	87.13	87.13	87.13	86.78
S1	85.46	85.46	86.56	84.78
S2	84.09	84.09	86.28
S3	81.05	82.42	86.00
S4	78.01	79.38	85.17

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	117.34	113.04	92.86
R3	106.39	102.09	89.85
R2	95.44	95.44	88.85
R1	91.14	91.14	87.84	93.29
PP	84.49	84.49	84.49	85.57
S1	80.19	80.19	85.84	82.34
S2	73.54	73.54	84.83
S3	62.59	69.24	83.83
S4	51.64	58.29	80.82

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.79	77.84	10.95	12.6%	4.39	5.1%	82%	True	False	19,416
10	100.07	77.84	22.23	25.6%	4.10	4.7%	40%	False	False	15,227
20	102.12	77.84	24.28	28.0%	3.05	3.5%	37%	False	False	11,172
40	102.12	77.84	24.28	28.0%	2.64	3.0%	37%	False	False	10,158
60	105.30	77.84	27.46	31.6%	2.54	2.9%	33%	False	False	9,557
80	115.22	77.84	37.38	43.0%	2.69	3.1%	24%	False	False	8,098

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	0.92
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	101.71
2.618	96.75
1.618	93.71
1.000	91.83
0.618	90.67
HIGH	88.79
0.618	87.63
0.500	87.27
0.382	86.91
LOW	85.75
0.618	83.87
1.000	82.71
1.618	80.83
2.618	77.79
4.250	72.83

Fisher Pivots for day following 12-Aug-2011
Pivot	1 day	3 day
R1	87.27	86.28
PP	87.13	85.73
S1	86.98	85.17

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

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