NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 10-Aug-2011

Day Change Summary
	Previous	Current
	09-Aug-2011	10-Aug-2011	Change	Change %	Previous Week
Open	82.59	84.55	1.96	2.4%	99.60
High	85.30	85.60	0.30	0.4%	100.59
Low	79.11	82.15	3.04	3.8%	85.98
Close	82.06	85.40	3.34	4.1%	89.75
Range	6.19	3.45	-2.74	-44.3%	14.61
ATR	3.11	3.14	0.03	1.0%	0.00
Volume	9,544	10,907	1,363	14.3%	30,677

Daily Pivots for day following 10-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	94.73	93.52	87.30
R3	91.28	90.07	86.35
R2	87.83	87.83	86.03
R1	86.62	86.62	85.72	87.23
PP	84.38	84.38	84.38	84.69
S1	83.17	83.17	85.08	83.78
S2	80.93	80.93	84.77
S3	77.48	79.72	84.45
S4	74.03	76.27	83.50

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	94.27	79.11	15.16	17.8%	4.83	5.7%	41%	False	False	9,850
10	100.59	79.11	21.48	25.2%	3.54	4.1%	29%	False	False	7,352
20	102.81	79.11	23.70	27.8%	2.73	3.2%	27%	False	False	6,801
40	102.81	79.11	23.70	27.8%	2.27	2.7%	27%	False	False	6,258

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.88
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	100.26
2.618	94.63
1.618	91.18
1.000	89.05
0.618	87.73
HIGH	85.60
0.618	84.28
0.500	83.88
0.382	83.47
LOW	82.15
0.618	80.02
1.000	78.70
1.618	76.57
2.618	73.12
4.250	67.49

Fisher Pivots for day following 10-Aug-2011
Pivot	1 day	3 day
R1	84.89	84.73
PP	84.38	84.05
S1	83.88	83.38

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

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