NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 05-Aug-2011

Day Change Summary
	Previous	Current
	04-Aug-2011	05-Aug-2011	Change	Change %	Previous Week
Open	94.27	88.98	-5.29	-5.6%	99.60
High	94.27	90.88	-3.39	-3.6%	100.59
Low	89.11	85.98	-3.13	-3.5%	85.98
Close	89.38	89.75	0.37	0.4%	89.75
Range	5.16	4.90	-0.26	-5.0%	14.61
ATR	2.41	2.58	0.18	7.4%	0.00
Volume	9,181	8,365	-816	-8.9%	30,677

Daily Pivots for day following 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.57	101.56	92.45
R3	98.67	96.66	91.10
R2	93.77	93.77	90.65
R1	91.76	91.76	90.20	92.77
PP	88.87	88.87	88.87	89.37
S1	86.86	86.86	89.30	87.87
S2	83.97	83.97	88.85
S3	79.07	81.96	88.40
S4	74.17	77.06	87.06

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.94	127.45	97.79
R3	121.33	112.84	93.77
R2	106.72	106.72	92.43
R1	98.23	98.23	91.09	95.17
PP	92.11	92.11	92.11	90.58
S1	83.62	83.62	88.41	80.56
S2	77.50	77.50	87.07
S3	62.89	69.01	85.73
S4	48.28	54.40	81.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.59	85.98	14.61	16.3%	3.70	4.1%	26%	False	True	6,135
10	102.81	85.98	16.83	18.8%	2.68	3.0%	22%	False	True	6,443
20	102.81	85.98	16.83	18.8%	2.34	2.6%	22%	False	True	6,182

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	True
Bull Hook	False
Stretch	0.57
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111.71
2.618	103.71
1.618	98.81
1.000	95.78
0.618	93.91
HIGH	90.88
0.618	89.01
0.500	88.43
0.382	87.85
LOW	85.98
0.618	82.95
1.000	81.08
1.618	78.05
2.618	73.15
4.250	65.16

Fisher Pivots for day following 05-Aug-2011
Pivot	1 day	3 day
R1	89.31	91.09
PP	88.87	90.64
S1	88.43	90.20

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

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