NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 16-Aug-2011

Day Change Summary
	Previous	Current
	15-Aug-2011	16-Aug-2011	Change	Change %	Previous Week
Open	86.91	89.66	2.75	3.2%	87.32
High	90.09	89.66	-0.43	-0.5%	89.28
Low	86.91	87.78	0.87	1.0%	79.11
Close	89.96	88.66	-1.30	-1.4%	87.60
Range	3.18	1.88	-1.30	-40.9%	10.17
ATR	3.13	3.06	-0.07	-2.2%	0.00
Volume	9,903	6,518	-3,385	-34.2%	56,091

Daily Pivots for day following 16-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	94.34	93.38	89.69
R3	92.46	91.50	89.18
R2	90.58	90.58	89.00
R1	89.62	89.62	88.83	89.16
PP	88.70	88.70	88.70	88.47
S1	87.74	87.74	88.49	87.28
S2	86.82	86.82	88.32
S3	84.94	85.86	88.14
S4	83.06	83.98	87.63

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	115.84	111.89	93.19
R3	105.67	101.72	90.40
R2	95.50	95.50	89.46
R1	91.55	91.55	88.53	93.53
PP	85.33	85.33	85.33	86.32
S1	81.38	81.38	86.67	83.36
S2	75.16	75.16	85.74
S3	64.99	71.21	84.80
S4	54.82	61.04	82.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.09	82.15	7.94	9.0%	2.95	3.3%	82%	False	False	10,342
10	96.20	79.11	17.09	19.3%	3.77	4.3%	56%	False	False	9,415
20	102.81	79.11	23.70	26.7%	2.89	3.3%	40%	False	False	7,672
40	102.81	79.11	23.70	26.7%	2.33	2.6%	40%	False	False	6,601

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.76
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	97.65
2.618	94.58
1.618	92.70
1.000	91.54
0.618	90.82
HIGH	89.66
0.618	88.94
0.500	88.72
0.382	88.50
LOW	87.78
0.618	86.62
1.000	85.90
1.618	84.74
2.618	82.86
4.250	79.79

Fisher Pivots for day following 16-Aug-2011
Pivot	1 day	3 day
R1	88.72	88.61
PP	88.70	88.55
S1	88.68	88.50

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

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