NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 24-Aug-2011

Day Change Summary
	Previous	Current
	23-Aug-2011	24-Aug-2011	Change	Change %	Previous Week
Open	87.10	87.73	0.63	0.7%	86.91
High	88.10	88.25	0.15	0.2%	90.84
Low	85.84	86.96	1.12	1.3%	81.40
Close	87.37	87.27	-0.10	-0.1%	84.47
Range	2.26	1.29	-0.97	-42.9%	9.44
ATR	3.23	3.09	-0.14	-4.3%	0.00
Volume	8,725	8,649	-76	-0.9%	45,121

Daily Pivots for day following 24-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	91.36	90.61	87.98
R3	90.07	89.32	87.62
R2	88.78	88.78	87.51
R1	88.03	88.03	87.39	87.76
PP	87.49	87.49	87.49	87.36
S1	86.74	86.74	87.15	86.47
S2	86.20	86.20	87.03
S3	84.91	85.45	86.92
S4	83.62	84.16	86.56

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	89.16	81.40	7.76	8.9%	3.39	3.9%	76%	False	False	9,255
10	90.84	81.40	9.44	10.8%	3.02	3.5%	62%	False	False	9,496
20	100.59	79.11	21.48	24.6%	3.28	3.8%	38%	False	False	8,424
40	102.81	79.11	23.70	27.2%	2.52	2.9%	34%	False	False	7,250

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.54
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	93.73
2.618	91.63
1.618	90.34
1.000	89.54
0.618	89.05
HIGH	88.25
0.618	87.76
0.500	87.61
0.382	87.45
LOW	86.96
0.618	86.16
1.000	85.67
1.618	84.87
2.618	83.58
4.250	81.48

Fisher Pivots for day following 24-Aug-2011
Pivot	1 day	3 day
R1	87.61	86.78
PP	87.49	86.28
S1	87.38	85.79

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

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