NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 28-Jul-2011

Day Change Summary
	Previous	Current
	27-Jul-2011	28-Jul-2011	Change	Change %	Previous Week
Open	101.35	99.49	-1.86	-1.8%	100.15
High	101.50	100.05	-1.45	-1.4%	101.95
Low	99.50	99.17	-0.33	-0.3%	97.55
Close	99.66	99.66	0.00	0.0%	101.60
Range	2.00	0.88	-1.12	-56.0%	4.40
ATR	2.26	2.16	-0.10	-4.4%	0.00
Volume	7,432	3,779	-3,653	-49.2%	19,888

Daily Pivots for day following 28-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.27	101.84	100.14
R3	101.39	100.96	99.90
R2	100.51	100.51	99.82
R1	100.08	100.08	99.74	100.30
PP	99.63	99.63	99.63	99.73
S1	99.20	99.20	99.58	99.42
S2	98.75	98.75	99.50
S3	97.87	98.32	99.42
S4	96.99	97.44	99.18

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	102.42	99.17	3.25	3.3%	1.57	1.6%	15%	False	True	5,431
10	102.42	97.55	4.87	4.9%	1.96	2.0%	43%	False	False	5,022
20	102.42	96.49	5.93	6.0%	2.15	2.2%	53%	False	False	5,409
40	104.37	93.29	11.08	11.1%	2.11	2.1%	57%	False	False	5,468

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	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.40
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	103.79
2.618	102.35
1.618	101.47
1.000	100.93
0.618	100.59
HIGH	100.05
0.618	99.71
0.500	99.61
0.382	99.51
LOW	99.17
0.618	98.63
1.000	98.29
1.618	97.75
2.618	96.87
4.250	95.43

Fisher Pivots for day following 28-Jul-2011
Pivot	1 day	3 day
R1	99.64	100.80
PP	99.63	100.42
S1	99.61	100.04

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

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