NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 21-Jul-2011

Day Change Summary
	Previous	Current
	20-Jul-2011	21-Jul-2011	Change	Change %	Previous Week
Open	101.05	100.55	-0.50	-0.5%	98.80
High	101.37	101.95	0.58	0.6%	101.67
Low	99.12	99.36	0.24	0.2%	96.49
Close	100.51	101.00	0.49	0.5%	99.94
Range	2.25	2.59	0.34	15.1%	5.18
ATR	2.38	2.40	0.01	0.6%	0.00
Volume	3,777	3,099	-678	-18.0%	33,370

Daily Pivots for day following 21-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.54	107.36	102.42
R3	105.95	104.77	101.71
R2	103.36	103.36	101.47
R1	102.18	102.18	101.24	102.77
PP	100.77	100.77	100.77	101.07
S1	99.59	99.59	100.76	100.18
S2	98.18	98.18	100.53
S3	95.59	97.00	100.29
S4	93.00	94.41	99.58

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.91	112.60	102.79
R3	109.73	107.42	101.36
R2	104.55	104.55	100.89
R1	102.24	102.24	100.41	103.40
PP	99.37	99.37	99.37	99.94
S1	97.06	97.06	99.47	98.22
S2	94.19	94.19	98.99
S3	89.01	91.88	98.52
S4	83.83	86.70	97.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.95	97.55	4.40	4.4%	2.35	2.3%	78%	True	False	4,613
10	101.95	96.49	5.46	5.4%	2.64	2.6%	83%	True	False	5,729
20	101.95	93.29	8.66	8.6%	2.20	2.2%	89%	True	False	5,394
40	105.34	93.29	12.05	11.9%	2.19	2.2%	64%	False	False	5,178

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112.96
2.618	108.73
1.618	106.14
1.000	104.54
0.618	103.55
HIGH	101.95
0.618	100.96
0.500	100.66
0.382	100.35
LOW	99.36
0.618	97.76
1.000	96.77
1.618	95.17
2.618	92.58
4.250	88.35

Fisher Pivots for day following 21-Jul-2011
Pivot	1 day	3 day
R1	100.89	100.81
PP	100.77	100.62
S1	100.66	100.43

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

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