NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 06-Sep-2011

Day Change Summary
	Previous	Current
	02-Sep-2011	06-Sep-2011	Change	Change %	Previous Week
Open	90.14	87.27	-2.87	-3.2%	87.80
High	90.16	88.42	-1.74	-1.9%	91.44
Low	87.39	85.28	-2.11	-2.4%	87.39
Close	88.28	87.91	-0.37	-0.4%	88.28
Range	2.77	3.14	0.37	13.4%	4.05
ATR	2.58	2.62	0.04	1.5%	0.00
Volume	5,242	6,800	1,558	29.7%	37,596

Daily Pivots for day following 06-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	96.62	95.41	89.64
R3	93.48	92.27	88.77
R2	90.34	90.34	88.49
R1	89.13	89.13	88.20	89.74
PP	87.20	87.20	87.20	87.51
S1	85.99	85.99	87.62	86.60
S2	84.06	84.06	87.33
S3	80.92	82.85	87.05
S4	77.78	79.71	86.18

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.19	98.78	90.51
R3	97.14	94.73	89.39
R2	93.09	93.09	89.02
R1	90.68	90.68	88.65	91.89
PP	89.04	89.04	89.04	89.64
S1	86.63	86.63	87.91	87.84
S2	84.99	84.99	87.54
S3	80.94	82.58	87.17
S4	76.89	78.53	86.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.44	85.28	6.16	7.0%	2.23	2.5%	43%	False	True	8,218
10	91.44	85.28	6.16	7.0%	2.21	2.5%	43%	False	True	6,491
20	91.44	79.91	11.53	13.1%	2.63	3.0%	69%	False	False	6,290

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	101.77
2.618	96.64
1.618	93.50
1.000	91.56
0.618	90.36
HIGH	88.42
0.618	87.22
0.500	86.85
0.382	86.48
LOW	85.28
0.618	83.34
1.000	82.14
1.618	80.20
2.618	77.06
4.250	71.94

Fisher Pivots for day following 06-Sep-2011
Pivot	1 day	3 day
R1	87.56	88.36
PP	87.20	88.21
S1	86.85	88.06

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

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