NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 06-Sep-2011

Day Change Summary
	Previous	Current
	02-Sep-2011	06-Sep-2011	Change	Change %	Previous Week
Open	90.26	86.91	-3.35	-3.7%	87.60
High	90.30	88.05	-2.25	-2.5%	91.34
Low	87.17	85.02	-2.15	-2.5%	87.17
Close	88.03	87.65	-0.38	-0.4%	88.03
Range	3.13	3.03	-0.10	-3.2%	4.17
ATR	2.72	2.74	0.02	0.8%	0.00
Volume	11,152	13,008	1,856	16.6%	69,044

Daily Pivots for day following 06-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	96.00	94.85	89.32
R3	92.97	91.82	88.48
R2	89.94	89.94	88.21
R1	88.79	88.79	87.93	89.37
PP	86.91	86.91	86.91	87.19
S1	85.76	85.76	87.37	86.34
S2	83.88	83.88	87.09
S3	80.85	82.73	86.82
S4	77.82	79.70	85.98

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.36	98.86	90.32
R3	97.19	94.69	89.18
R2	93.02	93.02	88.79
R1	90.52	90.52	88.41	91.77
PP	88.85	88.85	88.85	89.47
S1	86.35	86.35	87.65	87.60
S2	84.68	84.68	87.27
S3	80.51	82.18	86.88
S4	76.34	78.01	85.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.34	85.02	6.32	7.2%	2.20	2.5%	42%	False	True	15,391
10	91.34	85.02	6.32	7.2%	2.17	2.5%	42%	False	True	11,536
20	91.34	79.11	12.23	14.0%	2.90	3.3%	70%	False	False	10,670
40	102.81	79.11	23.70	27.0%	2.70	3.1%	36%	False	False	8,545

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	0.60
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.93
2.618	95.98
1.618	92.95
1.000	91.08
0.618	89.92
HIGH	88.05
0.618	86.89
0.500	86.54
0.382	86.18
LOW	85.02
0.618	83.15
1.000	81.99
1.618	80.12
2.618	77.09
4.250	72.14

Fisher Pivots for day following 06-Sep-2011
Pivot	1 day	3 day
R1	87.28	88.18
PP	86.91	88.00
S1	86.54	87.83

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

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