NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 03-Aug-2011

Day Change Summary
	Previous	Current
	02-Aug-2011	03-Aug-2011	Change	Change %	Previous Week
Open	96.58	95.50	-1.08	-1.1%	100.45
High	97.85	95.50	-2.35	-2.4%	102.42
Low	95.44	93.50	-1.94	-2.0%	97.32
Close	95.96	94.11	-1.85	-1.9%	97.94
Range	2.41	2.00	-0.41	-17.0%	5.10
ATR	2.36	2.36	0.01	0.3%	0.00
Volume	7,250	3,576	-3,674	-50.7%	26,535

Daily Pivots for day following 03-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.37	99.24	95.21
R3	98.37	97.24	94.66
R2	96.37	96.37	94.48
R1	95.24	95.24	94.29	94.81
PP	94.37	94.37	94.37	94.15
S1	93.24	93.24	93.93	92.81
S2	92.37	92.37	93.74
S3	90.37	91.24	93.56
S4	88.37	89.24	93.01

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.53	111.33	100.75
R3	109.43	106.23	99.34
R2	104.33	104.33	98.88
R1	101.13	101.13	98.41	100.18
PP	99.23	99.23	99.23	98.75
S1	96.03	96.03	97.47	95.08
S2	94.13	94.13	97.01
S3	89.03	90.93	96.54
S4	83.93	85.83	95.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.45	93.50	6.95	7.4%	2.38	2.5%	9%	False	True	4,278
10	102.42	93.50	8.92	9.5%	2.15	2.3%	7%	False	True	4,786
20	102.42	93.50	8.92	9.5%	2.37	2.5%	7%	False	True	5,285
40	104.37	93.29	11.08	11.8%	2.19	2.3%	7%	False	False	5,471

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	False
Stretch	0.52
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	104.00
2.618	100.74
1.618	98.74
1.000	97.50
0.618	96.74
HIGH	95.50
0.618	94.74
0.500	94.50
0.382	94.26
LOW	93.50
0.618	92.26
1.000	91.50
1.618	90.26
2.618	88.26
4.250	85.00

Fisher Pivots for day following 03-Aug-2011
Pivot	1 day	3 day
R1	94.50	96.98
PP	94.37	96.02
S1	94.24	95.07

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

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