NYMEX Light Sweet Crude Oil Future February 2012

Trading Metrics calculated at close of trading on 09-Aug-2011

Day Change Summary
	Previous	Current
	08-Aug-2011	09-Aug-2011	Change	Change %	Previous Week
Open	86.45	82.03	-4.42	-5.1%	99.60
High	87.05	84.83	-2.22	-2.6%	100.45
Low	83.01	78.59	-4.42	-5.3%	85.48
Close	83.73	81.58	-2.15	-2.6%	89.26
Range	4.04	6.24	2.20	54.5%	14.97
ATR	3.02	3.25	0.23	7.6%	0.00
Volume	7,303	8,208	905	12.4%	29,535

Daily Pivots for day following 09-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.39	97.22	85.01
R3	94.15	90.98	83.30
R2	87.91	87.91	82.72
R1	84.74	84.74	82.15	83.21
PP	81.67	81.67	81.67	80.90
S1	78.50	78.50	81.01	76.97
S2	75.43	75.43	80.44
S3	69.19	72.26	79.86
S4	62.95	66.02	78.15

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	136.64	127.92	97.49
R3	121.67	112.95	93.38
R2	106.70	106.70	92.00
R1	97.98	97.98	90.63	94.86
PP	91.73	91.73	91.73	90.17
S1	83.01	83.01	87.89	79.89
S2	76.76	76.76	86.52
S3	61.79	68.04	85.14
S4	46.82	53.07	81.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.50	78.59	16.91	20.7%	4.58	5.6%	18%	False	True	7,022
10	101.50	78.59	22.91	28.1%	3.48	4.3%	13%	False	True	6,036
20	102.42	78.59	23.83	29.2%	2.89	3.5%	13%	False	True	5,559
40	102.42	78.59	23.83	29.2%	2.47	3.0%	13%	False	True	5,421

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.75
Widest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	111.35
2.618	101.17
1.618	94.93
1.000	91.07
0.618	88.69
HIGH	84.83
0.618	82.45
0.500	81.71
0.382	80.97
LOW	78.59
0.618	74.73
1.000	72.35
1.618	68.49
2.618	62.25
4.250	52.07

Fisher Pivots for day following 09-Aug-2011
Pivot	1 day	3 day
R1	81.71	84.49
PP	81.67	83.52
S1	81.62	82.55

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

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