NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 15-Aug-2011

Day Change Summary
	Previous	Current
	12-Aug-2011	15-Aug-2011	Change	Change %	Previous Week
Open	89.42	89.47	0.05	0.1%	87.11
High	89.42	90.37	0.95	1.1%	89.42
Low	87.79	89.34	1.55	1.8%	79.91
Close	88.00	90.34	2.34	2.7%	88.00
Range	1.63	1.03	-0.60	-36.8%	9.51
ATR	2.87	2.84	-0.04	-1.2%	0.00
Volume	9,919	5,386	-4,533	-45.7%	31,916

Daily Pivots for day following 15-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	93.11	92.75	90.91
R3	92.08	91.72	90.62
R2	91.05	91.05	90.53
R1	90.69	90.69	90.43	90.87
PP	90.02	90.02	90.02	90.11
S1	89.66	89.66	90.25	89.84
S2	88.99	88.99	90.15
S3	87.96	88.63	90.06
S4	86.93	87.60	89.77

Weekly Pivots for week ending 12-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.31	110.66	93.23
R3	104.80	101.15	90.62
R2	95.29	95.29	89.74
R1	91.64	91.64	88.87	93.47
PP	85.78	85.78	85.78	86.69
S1	82.13	82.13	87.13	83.96
S2	76.27	76.27	86.26
S3	66.76	72.62	85.38
S4	57.25	63.11	82.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.37	79.91	10.46	11.6%	3.04	3.4%	100%	True	False	6,290
10	98.46	79.91	18.55	20.5%	3.24	3.6%	56%	False	False	5,479
20	102.67	79.91	22.76	25.2%	2.43	2.7%	46%	False	False	4,668

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.74
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	94.75
2.618	93.07
1.618	92.04
1.000	91.40
0.618	91.01
HIGH	90.37
0.618	89.98
0.500	89.86
0.382	89.73
LOW	89.34
0.618	88.70
1.000	88.31
1.618	87.67
2.618	86.64
4.250	84.96

Fisher Pivots for day following 15-Aug-2011
Pivot	1 day	3 day
R1	90.18	89.43
PP	90.02	88.53
S1	89.86	87.62

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

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