NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 23-Aug-2011

Day Change Summary
	Previous	Current
	22-Aug-2011	23-Aug-2011	Change	Change %	Previous Week
Open	84.15	87.01	2.86	3.4%	89.47
High	87.00	88.71	1.71	2.0%	91.11
Low	84.15	86.01	1.86	2.2%	82.93
Close	86.71	87.81	1.10	1.3%	84.93
Range	2.85	2.70	-0.15	-5.3%	8.18
ATR	2.97	2.95	-0.02	-0.6%	0.00
Volume	5,361	5,194	-167	-3.1%	29,457

Daily Pivots for day following 23-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	95.61	94.41	89.30
R3	92.91	91.71	88.55
R2	90.21	90.21	88.31
R1	89.01	89.01	88.06	89.61
PP	87.51	87.51	87.51	87.81
S1	86.31	86.31	87.56	86.91
S2	84.81	84.81	87.32
S3	82.11	83.61	87.07
S4	79.41	80.91	86.33

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	9.3%	3.21	3.7%	60%	False	False	6,385
10	91.11	82.93	8.18	9.3%	2.71	3.1%	60%	False	False	6,058
20	101.66	79.91	21.75	24.8%	2.86	3.3%	36%	False	False	5,193

Crabel Price Patterns
NR	True
NR4	True
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	0.36
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	100.19
2.618	95.78
1.618	93.08
1.000	91.41
0.618	90.38
HIGH	88.71
0.618	87.68
0.500	87.36
0.382	87.04
LOW	86.01
0.618	84.34
1.000	83.31
1.618	81.64
2.618	78.94
4.250	74.54

Fisher Pivots for day following 23-Aug-2011
Pivot	1 day	3 day
R1	87.66	87.15
PP	87.51	86.48
S1	87.36	85.82

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

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