NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 01-Sep-2011

Day Change Summary
	Previous	Current
	31-Aug-2011	01-Sep-2011	Change	Change %	Previous Week
Open	90.47	90.41	-0.06	-0.1%	84.32
High	91.00	91.34	0.34	0.4%	88.56
Low	89.39	89.86	0.47	0.5%	83.33
Close	90.35	90.48	0.13	0.1%	87.28
Range	1.61	1.48	-0.13	-8.1%	5.23
ATR	2.77	2.67	-0.09	-3.3%	0.00
Volume	12,921	34,007	21,086	163.2%	41,397

Daily Pivots for day following 01-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	95.00	94.22	91.29
R3	93.52	92.74	90.89
R2	92.04	92.04	90.75
R1	91.26	91.26	90.62	91.65
PP	90.56	90.56	90.56	90.76
S1	89.78	89.78	90.34	90.17
S2	89.08	89.08	90.21
S3	87.60	88.30	90.07
S4	86.12	86.82	89.67

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	91.34	85.36	5.98	6.6%	1.81	2.0%	86%	True	False	13,211
10	91.34	81.40	9.94	11.0%	2.30	2.5%	91%	True	False	11,423
20	91.34	79.11	12.23	13.5%	3.06	3.4%	93%	True	False	10,443
40	102.81	79.11	23.70	26.2%	2.60	2.9%	48%	False	False	8,326

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.74
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	97.63
2.618	95.21
1.618	93.73
1.000	92.82
0.618	92.25
HIGH	91.34
0.618	90.77
0.500	90.60
0.382	90.43
LOW	89.86
0.618	88.95
1.000	88.38
1.618	87.47
2.618	85.99
4.250	83.57

Fisher Pivots for day following 01-Sep-2011
Pivot	1 day	3 day
R1	90.60	90.34
PP	90.56	90.19
S1	90.52	90.05

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

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