NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 29-Aug-2011

Day Change Summary
	Previous	Current
	26-Aug-2011	29-Aug-2011	Change	Change %	Previous Week
Open	87.31	87.80	0.49	0.6%	84.15
High	87.90	89.51	1.61	1.8%	89.11
Low	85.89	87.80	1.91	2.2%	84.15
Close	87.71	89.32	1.61	1.8%	87.71
Range	2.01	1.71	-0.30	-14.9%	4.96
ATR	2.80	2.73	-0.07	-2.5%	0.00
Volume	5,942	3,303	-2,639	-44.4%	25,883

Daily Pivots for day following 29-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	94.01	93.37	90.26
R3	92.30	91.66	89.79
R2	90.59	90.59	89.63
R1	89.95	89.95	89.48	90.27
PP	88.88	88.88	88.88	89.04
S1	88.24	88.24	89.16	88.56
S2	87.17	87.17	89.01
S3	85.46	86.53	88.85
S4	83.75	84.82	88.38

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	89.51	85.81	3.70	4.1%	2.18	2.4%	95%	True	False	4,765
10	91.11	82.93	8.18	9.2%	2.62	2.9%	78%	False	False	5,325
20	98.46	79.91	18.55	20.8%	2.93	3.3%	51%	False	False	5,402

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	0.39
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	96.78
2.618	93.99
1.618	92.28
1.000	91.22
0.618	90.57
HIGH	89.51
0.618	88.86
0.500	88.66
0.382	88.45
LOW	87.80
0.618	86.74
1.000	86.09
1.618	85.03
2.618	83.32
4.250	80.53

Fisher Pivots for day following 29-Aug-2011
Pivot	1 day	3 day
R1	89.10	88.77
PP	88.88	88.21
S1	88.66	87.66

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

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