NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 26-Aug-2011

Day Change Summary
	Previous	Current
	25-Aug-2011	26-Aug-2011	Change	Change %	Previous Week
Open	87.94	87.31	-0.63	-0.7%	84.15
High	89.11	87.90	-1.21	-1.4%	89.11
Low	85.81	85.89	0.08	0.1%	84.15
Close	87.79	87.71	-0.08	-0.1%	87.71
Range	3.30	2.01	-1.29	-39.1%	4.96
ATR	2.86	2.80	-0.06	-2.1%	0.00
Volume	4,224	5,942	1,718	40.7%	25,883

Daily Pivots for day following 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	93.20	92.46	88.82
R3	91.19	90.45	88.26
R2	89.18	89.18	88.08
R1	88.44	88.44	87.89	88.81
PP	87.17	87.17	87.17	87.35
S1	86.43	86.43	87.53	86.80
S2	85.16	85.16	87.34
S3	83.15	84.42	87.16
S4	81.14	82.41	86.60

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.87	99.75	90.44
R3	96.91	94.79	89.07
R2	91.95	91.95	88.62
R1	89.83	89.83	88.16	90.89
PP	86.99	86.99	86.99	87.52
S1	84.87	84.87	87.26	85.93
S2	82.03	82.03	86.80
S3	77.07	79.91	86.35
S4	72.11	74.95	84.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.11	84.15	4.96	5.7%	2.41	2.7%	72%	False	False	5,176
10	91.11	82.93	8.18	9.3%	2.55	2.9%	58%	False	False	5,534
20	100.27	79.91	20.36	23.2%	3.02	3.4%	38%	False	False	5,324

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	96.44
2.618	93.16
1.618	91.15
1.000	89.91
0.618	89.14
HIGH	87.90
0.618	87.13
0.500	86.90
0.382	86.66
LOW	85.89
0.618	84.65
1.000	83.88
1.618	82.64
2.618	80.63
4.250	77.35

Fisher Pivots for day following 26-Aug-2011
Pivot	1 day	3 day
R1	87.44	87.63
PP	87.17	87.54
S1	86.90	87.46

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

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