NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 22-Jul-2011

Day Change Summary
	Previous	Current
	21-Jul-2011	22-Jul-2011	Change	Change %	Previous Week
Open	100.55	101.33	0.78	0.8%	100.15
High	101.95	101.67	-0.28	-0.3%	101.95
Low	99.36	100.30	0.94	0.9%	97.55
Close	101.00	101.60	0.60	0.6%	101.60
Range	2.59	1.37	-1.22	-47.1%	4.40
ATR	2.40	2.33	-0.07	-3.1%	0.00
Volume	3,099	4,726	1,627	52.5%	19,888

Daily Pivots for day following 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.30	104.82	102.35
R3	103.93	103.45	101.98
R2	102.56	102.56	101.85
R1	102.08	102.08	101.73	102.32
PP	101.19	101.19	101.19	101.31
S1	100.71	100.71	101.47	100.95
S2	99.82	99.82	101.35
S3	98.45	99.34	101.22
S4	97.08	97.97	100.85

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.57	111.98	104.02
R3	109.17	107.58	102.81
R2	104.77	104.77	102.41
R1	103.18	103.18	102.00	103.98
PP	100.37	100.37	100.37	100.76
S1	98.78	98.78	101.20	99.58
S2	95.97	95.97	100.79
S3	91.57	94.38	100.39
S4	87.17	89.98	99.18

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	4.3%	2.19	2.2%	92%	False	False	3,977
10	101.95	96.49	5.46	5.4%	2.46	2.4%	94%	False	False	5,325
20	101.95	93.29	8.66	8.5%	2.10	2.1%	96%	False	False	5,458
40	105.34	93.29	12.05	11.9%	2.15	2.1%	69%	False	False	5,211

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.49
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	107.49
2.618	105.26
1.618	103.89
1.000	103.04
0.618	102.52
HIGH	101.67
0.618	101.15
0.500	100.99
0.382	100.82
LOW	100.30
0.618	99.45
1.000	98.93
1.618	98.08
2.618	96.71
4.250	94.48

Fisher Pivots for day following 22-Jul-2011
Pivot	1 day	3 day
R1	101.40	101.25
PP	101.19	100.89
S1	100.99	100.54

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

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