NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 26-Aug-2011

Day Change Summary
	Previous	Current
	25-Aug-2011	26-Aug-2011	Change	Change %	Previous Week
Open	87.39	87.08	-0.31	-0.4%	84.32
High	88.56	87.54	-1.02	-1.2%	88.56
Low	85.66	85.36	-0.30	-0.4%	83.33
Close	87.33	87.28	-0.05	-0.1%	87.28
Range	2.90	2.18	-0.72	-24.8%	5.23
ATR	3.07	3.01	-0.06	-2.1%	0.00
Volume	7,780	8,163	383	4.9%	41,397

Daily Pivots for day following 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	93.27	92.45	88.48
R3	91.09	90.27	87.88
R2	88.91	88.91	87.68
R1	88.09	88.09	87.48	88.50
PP	86.73	86.73	86.73	86.93
S1	85.91	85.91	87.08	86.32
S2	84.55	84.55	86.88
S3	82.37	83.73	86.68
S4	80.19	81.55	86.08

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.08	99.91	90.16
R3	96.85	94.68	88.72
R2	91.62	91.62	88.24
R1	89.45	89.45	87.76	90.54
PP	86.39	86.39	86.39	86.93
S1	84.22	84.22	86.80	85.31
S2	81.16	81.16	86.32
S3	75.93	78.99	85.84
S4	70.70	73.76	84.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.56	83.33	5.23	6.0%	2.38	2.7%	76%	False	False	8,279
10	90.84	81.40	9.44	10.8%	2.90	3.3%	62%	False	False	8,651
20	100.59	79.11	21.48	24.6%	3.39	3.9%	38%	False	False	8,664
40	102.81	79.11	23.70	27.2%	2.56	2.9%	34%	False	False	7,385

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	0.57
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	96.81
2.618	93.25
1.618	91.07
1.000	89.72
0.618	88.89
HIGH	87.54
0.618	86.71
0.500	86.45
0.382	86.19
LOW	85.36
0.618	84.01
1.000	83.18
1.618	81.83
2.618	79.65
4.250	76.10

Fisher Pivots for day following 26-Aug-2011
Pivot	1 day	3 day
R1	87.00	87.17
PP	86.73	87.07
S1	86.45	86.96

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

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