NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 19-Jul-2011

Day Change Summary
	Previous	Current
	18-Jul-2011	19-Jul-2011	Change	Change %	Previous Week
Open	100.15	99.80	-0.35	-0.3%	98.51
High	100.15	101.35	1.20	1.2%	101.99
Low	97.89	99.80	1.91	2.0%	97.38
Close	98.99	100.40	1.41	1.4%	100.34
Range	2.26	1.55	-0.71	-31.4%	4.61
ATR	2.16	2.17	0.01	0.7%	0.00
Volume	5,616	3,908	-1,708	-30.4%	33,183

Daily Pivots for day following 19-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.17	104.33	101.25
R3	103.62	102.78	100.83
R2	102.07	102.07	100.68
R1	101.23	101.23	100.54	101.65
PP	100.52	100.52	100.52	100.73
S1	99.68	99.68	100.26	100.10
S2	98.97	98.97	100.12
S3	97.42	98.13	99.97
S4	95.87	96.58	99.55

Weekly Pivots for week ending 15-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.73	111.65	102.88
R3	109.12	107.04	101.61
R2	104.51	104.51	101.19
R1	102.43	102.43	100.76	103.47
PP	99.90	99.90	99.90	100.43
S1	97.82	97.82	99.92	98.86
S2	95.29	95.29	99.49
S3	90.68	93.21	99.07
S4	86.07	88.60	97.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.99	97.89	4.10	4.1%	1.95	1.9%	61%	False	False	6,074
10	101.99	97.38	4.61	4.6%	1.79	1.8%	66%	False	False	6,243
20	101.99	93.46	8.53	8.5%	1.77	1.8%	81%	False	False	5,529

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	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107.94
2.618	105.41
1.618	103.86
1.000	102.90
0.618	102.31
HIGH	101.35
0.618	100.76
0.500	100.58
0.382	100.39
LOW	99.80
0.618	98.84
1.000	98.25
1.618	97.29
2.618	95.74
4.250	93.21

Fisher Pivots for day following 19-Jul-2011
Pivot	1 day	3 day
R1	100.58	100.14
PP	100.52	99.88
S1	100.46	99.62

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

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