NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 07-Jul-2011

Day Change Summary
	Previous	Current
	06-Jul-2011	07-Jul-2011	Change	Change %	Previous Week
Open	99.92	100.26	0.34	0.3%	94.65
High	99.94	101.95	2.01	2.0%	98.83
Low	99.44	99.87	0.43	0.4%	93.52
Close	99.61	101.67	2.06	2.1%	98.53
Range	0.50	2.08	1.58	316.0%	5.31
ATR	1.95	1.98	0.03	1.4%	0.00
Volume	5,763	5,076	-687	-11.9%	27,729

Daily Pivots for day following 07-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.40	106.62	102.81
R3	105.32	104.54	102.24
R2	103.24	103.24	102.05
R1	102.46	102.46	101.86	102.85
PP	101.16	101.16	101.16	101.36
S1	100.38	100.38	101.48	100.77
S2	99.08	99.08	101.29
S3	97.00	98.30	101.10
S4	94.92	96.22	100.53

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	101.95	97.45	4.50	4.4%	1.23	1.2%	94%	True	False	5,064
10	101.95	93.46	8.49	8.4%	1.59	1.6%	97%	True	False	5,210

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	110.79
2.618	107.40
1.618	105.32
1.000	104.03
0.618	103.24
HIGH	101.95
0.618	101.16
0.500	100.91
0.382	100.66
LOW	99.87
0.618	98.58
1.000	97.79
1.618	96.50
2.618	94.42
4.250	91.03

Fisher Pivots for day following 07-Jul-2011
Pivot	1 day	3 day
R1	101.42	101.20
PP	101.16	100.73
S1	100.91	100.26

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

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