NYMEX Light Sweet Crude Oil Future January 2012

Trading Metrics calculated at close of trading on 06-Sep-2011

Day Change Summary
	Previous	Current
	02-Sep-2011	06-Sep-2011	Change	Change %	Previous Week
Open	89.97	86.83	-3.14	-3.5%	86.27
High	89.97	87.59	-2.38	-2.6%	90.81
Low	86.49	84.28	-2.21	-2.6%	86.27
Close	87.46	87.05	-0.41	-0.5%	87.46
Range	3.48	3.31	-0.17	-4.9%	4.54
ATR	2.96	2.98	0.03	0.8%	0.00
Volume	15,759	20,806	5,047	32.0%	117,233

Daily Pivots for day following 06-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	96.24	94.95	88.87
R3	92.93	91.64	87.96
R2	89.62	89.62	87.66
R1	88.33	88.33	87.35	88.98
PP	86.31	86.31	86.31	86.63
S1	85.02	85.02	86.75	85.67
S2	83.00	83.00	86.44
S3	79.69	81.71	86.14
S4	76.38	78.40	85.23

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.80	99.17	89.96
R3	97.26	94.63	88.71
R2	92.72	92.72	88.29
R1	90.09	90.09	87.88	91.41
PP	88.18	88.18	88.18	88.84
S1	85.55	85.55	87.04	86.87
S2	83.64	83.64	86.63
S3	79.10	81.01	86.21
S4	74.56	76.47	84.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.81	84.28	6.53	7.5%	2.51	2.9%	42%	False	True	24,933
10	90.81	84.16	6.65	7.6%	2.50	2.9%	43%	False	False	21,005
20	90.81	77.84	12.97	14.9%	3.19	3.7%	71%	False	False	18,968
40	102.12	77.84	24.28	27.9%	2.97	3.4%	38%	False	False	14,134
60	102.12	77.84	24.28	27.9%	2.72	3.1%	38%	False	False	12,489
80	105.30	77.84	27.46	31.5%	2.61	3.0%	34%	False	False	11,089

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	0.56
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	101.66
2.618	96.26
1.618	92.95
1.000	90.90
0.618	89.64
HIGH	87.59
0.618	86.33
0.500	85.94
0.382	85.54
LOW	84.28
0.618	82.23
1.000	80.97
1.618	78.92
2.618	75.61
4.250	70.21

Fisher Pivots for day following 06-Sep-2011
Pivot	1 day	3 day
R1	86.68	87.55
PP	86.31	87.38
S1	85.94	87.22

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

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