NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 26-Jul-2011

Day Change Summary
	Previous	Current
	25-Jul-2011	26-Jul-2011	Change	Change %	Previous Week
Open	100.74	101.99	1.25	1.2%	100.15
High	101.80	102.81	1.01	1.0%	102.35
Low	100.68	100.35	-0.33	-0.3%	97.89
Close	101.55	101.94	0.39	0.4%	101.90
Range	1.12	2.46	1.34	119.6%	4.46
ATR	2.05	2.08	0.03	1.4%	0.00
Volume	8,783	6,720	-2,063	-23.5%	26,032

Daily Pivots for day following 26-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.08	107.97	103.29
R3	106.62	105.51	102.62
R2	104.16	104.16	102.39
R1	103.05	103.05	102.17	102.38
PP	101.70	101.70	101.70	101.36
S1	100.59	100.59	101.71	99.92
S2	99.24	99.24	101.49
S3	96.78	98.13	101.26
S4	94.32	95.67	100.59

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.09	112.46	104.35
R3	109.63	108.00	103.13
R2	105.17	105.17	102.72
R1	103.54	103.54	102.31	104.36
PP	100.71	100.71	100.71	101.12
S1	99.08	99.08	101.49	99.90
S2	96.25	96.25	101.08
S3	91.79	94.62	100.67
S4	87.33	90.16	99.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.81	99.73	3.08	3.0%	1.85	1.8%	72%	True	False	6,402
10	102.81	97.89	4.92	4.8%	1.90	1.9%	82%	True	False	6,238
20	102.81	94.40	8.41	8.2%	1.69	1.7%	90%	True	False	5,898

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.48
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	113.27
2.618	109.25
1.618	106.79
1.000	105.27
0.618	104.33
HIGH	102.81
0.618	101.87
0.500	101.58
0.382	101.29
LOW	100.35
0.618	98.83
1.000	97.89
1.618	96.37
2.618	93.91
4.250	89.90

Fisher Pivots for day following 26-Jul-2011
Pivot	1 day	3 day
R1	101.82	101.82
PP	101.70	101.70
S1	101.58	101.58

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

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