NYMEX Light Sweet Crude Oil Future February 2012

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

Day Change Summary
	Previous	Current
	05-Jul-2011	06-Jul-2011	Change	Change %	Previous Week
Open	98.23	100.40	2.17	2.2%	93.71
High	100.15	100.40	0.25	0.2%	98.49
Low	97.83	98.93	1.10	1.1%	93.43
Close	99.70	99.25	-0.45	-0.5%	98.10
Range	2.32	1.47	-0.85	-36.6%	5.06
ATR	2.13	2.08	-0.05	-2.2%	0.00
Volume	4,456	4,845	389	8.7%	27,725

Daily Pivots for day following 06-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.94	103.06	100.06
R3	102.47	101.59	99.65
R2	101.00	101.00	99.52
R1	100.12	100.12	99.38	99.83
PP	99.53	99.53	99.53	99.38
S1	98.65	98.65	99.12	98.36
S2	98.06	98.06	98.98
S3	96.59	97.18	98.85
S4	95.12	95.71	98.44

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	111.85	110.04	100.88
R3	106.79	104.98	99.49
R2	101.73	101.73	99.03
R1	99.92	99.92	98.56	100.83
PP	96.67	96.67	96.67	97.13
S1	94.86	94.86	97.64	95.77
S2	91.61	91.61	97.17
S3	86.55	89.80	96.71
S4	81.49	84.74	95.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.40	96.04	4.36	4.4%	1.82	1.8%	74%	True	False	5,254
10	100.40	93.29	7.11	7.2%	1.74	1.8%	84%	True	False	5,020
20	104.37	93.29	11.08	11.2%	2.02	2.0%	54%	False	False	5,657

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	True
Stretch	0.23
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106.65
2.618	104.25
1.618	102.78
1.000	101.87
0.618	101.31
HIGH	100.40
0.618	99.84
0.500	99.67
0.382	99.49
LOW	98.93
0.618	98.02
1.000	97.46
1.618	96.55
2.618	95.08
4.250	92.68

Fisher Pivots for day following 06-Jul-2011
Pivot	1 day	3 day
R1	99.67	99.04
PP	99.53	98.83
S1	99.39	98.63

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

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