NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 25-Jul-2011

Day Change Summary
	Previous	Current
	22-Jul-2011	25-Jul-2011	Change	Change %	Previous Week
Open	101.33	100.45	-0.88	-0.9%	100.15
High	101.67	101.39	-0.28	-0.3%	101.95
Low	100.30	100.28	-0.02	0.0%	97.55
Close	101.60	101.22	-0.38	-0.4%	101.60
Range	1.37	1.11	-0.26	-19.0%	4.40
ATR	2.33	2.25	-0.07	-3.1%	0.00
Volume	4,726	6,138	1,412	29.9%	19,888

Daily Pivots for day following 25-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.29	103.87	101.83
R3	103.18	102.76	101.53
R2	102.07	102.07	101.42
R1	101.65	101.65	101.32	101.86
PP	100.96	100.96	100.96	101.07
S1	100.54	100.54	101.12	100.75
S2	99.85	99.85	101.02
S3	98.74	99.43	100.91
S4	97.63	98.32	100.61

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	98.90	3.05	3.0%	1.89	1.9%	76%	False	False	4,403
10	101.95	96.49	5.46	5.4%	2.42	2.4%	87%	False	False	5,249
20	101.95	93.43	8.52	8.4%	2.11	2.1%	91%	False	False	5,441
40	105.34	93.29	12.05	11.9%	2.14	2.1%	66%	False	False	5,300

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.50
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	106.11
2.618	104.30
1.618	103.19
1.000	102.50
0.618	102.08
HIGH	101.39
0.618	100.97
0.500	100.84
0.382	100.70
LOW	100.28
0.618	99.59
1.000	99.17
1.618	98.48
2.618	97.37
4.250	95.56

Fisher Pivots for day following 25-Jul-2011
Pivot	1 day	3 day
R1	101.09	101.03
PP	100.96	100.84
S1	100.84	100.66

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

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