NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 19-Aug-2011

Day Change Summary
	Previous	Current
	18-Aug-2011	19-Aug-2011	Change	Change %	Previous Week
Open	89.56	83.40	-6.16	-6.9%	89.47
High	89.56	85.90	-3.66	-4.1%	91.11
Low	83.60	82.93	-0.67	-0.8%	82.93
Close	84.71	84.93	0.22	0.3%	84.93
Range	5.96	2.97	-2.99	-50.2%	8.18
ATR	2.98	2.98	0.00	0.0%	0.00
Volume	2,556	11,999	9,443	369.4%	29,457

Daily Pivots for day following 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	93.50	92.18	86.56
R3	90.53	89.21	85.75
R2	87.56	87.56	85.47
R1	86.24	86.24	85.20	86.90
PP	84.59	84.59	84.59	84.92
S1	83.27	83.27	84.66	83.93
S2	81.62	81.62	84.39
S3	78.65	80.30	84.11
S4	75.68	77.33	83.30

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.86	106.08	89.43
R3	102.68	97.90	87.18
R2	94.50	94.50	86.43
R1	89.72	89.72	85.68	88.02
PP	86.32	86.32	86.32	85.48
S1	81.54	81.54	84.18	79.84
S2	78.14	78.14	83.43
S3	69.96	73.36	82.68
S4	61.78	65.18	80.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.11	82.93	8.18	9.6%	2.69	3.2%	24%	False	True	5,891
10	91.11	79.91	11.20	13.2%	3.13	3.7%	45%	False	False	6,137
20	102.67	79.91	22.76	26.8%	2.71	3.2%	22%	False	False	5,198

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	True
Bull Hook	False
Stretch	0.54
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.52
2.618	93.68
1.618	90.71
1.000	88.87
0.618	87.74
HIGH	85.90
0.618	84.77
0.500	84.42
0.382	84.06
LOW	82.93
0.618	81.09
1.000	79.96
1.618	78.12
2.618	75.15
4.250	70.31

Fisher Pivots for day following 19-Aug-2011
Pivot	1 day	3 day
R1	84.76	87.02
PP	84.59	86.32
S1	84.42	85.63

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

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