NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 06-Jul-2011

Day Change Summary
	Previous	Current
	05-Jul-2011	06-Jul-2011	Change	Change %	Previous Week
Open	98.61	99.92	1.31	1.3%	94.65
High	100.15	99.94	-0.21	-0.2%	98.83
Low	98.57	99.44	0.87	0.9%	93.52
Close	100.09	99.61	-0.48	-0.5%	98.53
Range	1.58	0.50	-1.08	-68.4%	5.31
ATR	2.05	1.95	-0.10	-4.9%	0.00
Volume	3,407	5,763	2,356	69.2%	27,729

Daily Pivots for day following 06-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.16	100.89	99.89
R3	100.66	100.39	99.75
R2	100.16	100.16	99.70
R1	99.89	99.89	99.66	99.78
PP	99.66	99.66	99.66	99.61
S1	99.39	99.39	99.56	99.28
S2	99.16	99.16	99.52
S3	98.66	98.89	99.47
S4	98.16	98.39	99.34

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	112.89	111.02	101.45
R3	107.58	105.71	99.99
R2	102.27	102.27	99.50
R1	100.40	100.40	99.02	101.34
PP	96.96	96.96	96.96	97.43
S1	95.09	95.09	98.04	96.03
S2	91.65	91.65	97.56
S3	86.34	89.78	97.07
S4	81.03	84.47	95.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.15	96.27	3.88	3.9%	1.29	1.3%	86%	False	False	5,149
10	100.15	93.46	6.69	6.7%	1.61	1.6%	92%	False	False	5,006

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	102.07
2.618	101.25
1.618	100.75
1.000	100.44
0.618	100.25
HIGH	99.94
0.618	99.75
0.500	99.69
0.382	99.63
LOW	99.44
0.618	99.13
1.000	98.94
1.618	98.63
2.618	98.13
4.250	97.32

Fisher Pivots for day following 06-Jul-2011
Pivot	1 day	3 day
R1	99.69	99.34
PP	99.66	99.07
S1	99.64	98.80

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

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