NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 22-Aug-2011

Day Change Summary
	Previous	Current
	19-Aug-2011	22-Aug-2011	Change	Change %	Previous Week
Open	83.00	84.32	1.32	1.6%	86.91
High	85.61	86.58	0.97	1.1%	90.84
Low	81.40	83.33	1.93	2.4%	81.40
Close	84.47	86.27	1.80	2.1%	84.47
Range	4.21	3.25	-0.96	-22.8%	9.44
ATR	3.30	3.30	0.00	-0.1%	0.00
Volume	14,950	8,080	-6,870	-46.0%	45,121

Daily Pivots for day following 22-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	95.14	93.96	88.06
R3	91.89	90.71	87.16
R2	88.64	88.64	86.87
R1	87.46	87.46	86.57	88.05
PP	85.39	85.39	85.39	85.69
S1	84.21	84.21	85.97	84.80
S2	82.14	82.14	85.67
S3	78.89	80.96	85.38
S4	75.64	77.71	84.48

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.89	108.62	89.66
R3	104.45	99.18	87.07
R2	95.01	95.01	86.20
R1	89.74	89.74	85.34	87.66
PP	85.57	85.57	85.57	84.53
S1	80.30	80.30	83.60	78.22
S2	76.13	76.13	82.74
S3	66.69	70.86	81.87
S4	57.25	61.42	79.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.84	81.40	9.44	10.9%	3.45	4.0%	52%	False	False	8,659
10	90.84	79.11	11.73	13.6%	3.63	4.2%	61%	False	False	9,803
20	102.81	79.11	23.70	27.5%	3.32	3.9%	30%	False	False	8,247
40	102.81	79.11	23.70	27.5%	2.47	2.9%	30%	False	False	7,095

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	0.76
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	100.39
2.618	95.09
1.618	91.84
1.000	89.83
0.618	88.59
HIGH	86.58
0.618	85.34
0.500	84.96
0.382	84.57
LOW	83.33
0.618	81.32
1.000	80.08
1.618	78.07
2.618	74.82
4.250	69.52

Fisher Pivots for day following 22-Aug-2011
Pivot	1 day	3 day
R1	85.83	85.94
PP	85.39	85.61
S1	84.96	85.28

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

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