NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 18-Aug-2011

Day Change Summary
	Previous	Current
	17-Aug-2011	18-Aug-2011	Change	Change %	Previous Week
Open	88.90	89.16	0.26	0.3%	87.32
High	90.84	89.16	-1.68	-1.8%	89.28
Low	88.90	83.21	-5.69	-6.4%	79.11
Close	89.47	84.31	-5.16	-5.8%	87.60
Range	1.94	5.95	4.01	206.7%	10.17
ATR	3.00	3.23	0.23	7.8%	0.00
Volume	7,877	5,873	-2,004	-25.4%	56,091

Daily Pivots for day following 18-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.41	99.81	87.58
R3	97.46	93.86	85.95
R2	91.51	91.51	85.40
R1	87.91	87.91	84.86	86.74
PP	85.56	85.56	85.56	84.97
S1	81.96	81.96	83.76	80.79
S2	79.61	79.61	83.22
S3	73.66	76.01	82.67
S4	67.71	70.06	81.04

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	90.84	83.21	7.63	9.0%	2.99	3.6%	14%	False	True	8,798
10	90.88	79.11	11.77	14.0%	3.82	4.5%	44%	False	False	9,462
20	102.81	79.11	23.70	28.1%	3.07	3.6%	22%	False	False	7,922
40	102.81	79.11	23.70	28.1%	2.43	2.9%	22%	False	False	6,772

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.72
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	114.45
2.618	104.74
1.618	98.79
1.000	95.11
0.618	92.84
HIGH	89.16
0.618	86.89
0.500	86.19
0.382	85.48
LOW	83.21
0.618	79.53
1.000	77.26
1.618	73.58
2.618	67.63
4.250	57.92

Fisher Pivots for day following 18-Aug-2011
Pivot	1 day	3 day
R1	86.19	87.03
PP	85.56	86.12
S1	84.94	85.22

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

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