NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 27-Jul-2011

Day Change Summary
	Previous	Current
	26-Jul-2011	27-Jul-2011	Change	Change %	Previous Week
Open	101.99	101.81	-0.18	-0.2%	100.15
High	102.81	101.88	-0.93	-0.9%	102.35
Low	100.35	99.93	-0.42	-0.4%	97.89
Close	101.94	100.03	-1.91	-1.9%	101.90
Range	2.46	1.95	-0.51	-20.7%	4.46
ATR	2.08	2.07	0.00	-0.2%	0.00
Volume	6,720	7,117	397	5.9%	26,032

Daily Pivots for day following 27-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.46	105.20	101.10
R3	104.51	103.25	100.57
R2	102.56	102.56	100.39
R1	101.30	101.30	100.21	100.96
PP	100.61	100.61	100.61	100.44
S1	99.35	99.35	99.85	99.01
S2	98.66	98.66	99.67
S3	96.71	97.40	99.49
S4	94.76	95.45	98.96

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	99.93	2.88	2.9%	1.81	1.8%	3%	False	True	6,783
10	102.81	97.89	4.92	4.9%	1.92	1.9%	43%	False	False	6,249
20	102.81	96.27	6.54	6.5%	1.76	1.8%	57%	False	False	6,077

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	0.40
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110.17
2.618	106.99
1.618	105.04
1.000	103.83
0.618	103.09
HIGH	101.88
0.618	101.14
0.500	100.91
0.382	100.67
LOW	99.93
0.618	98.72
1.000	97.98
1.618	96.77
2.618	94.82
4.250	91.64

Fisher Pivots for day following 27-Jul-2011
Pivot	1 day	3 day
R1	100.91	101.37
PP	100.61	100.92
S1	100.32	100.48

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

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