NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 08-Sep-2010

Day Change Summary
	Previous	Current
	07-Sep-2010	08-Sep-2010	Change	Change %	Previous Week
Open	78.04	78.44	0.40	0.5%	78.27
High	79.13	79.72	0.59	0.7%	78.89
Low	76.67	77.85	1.18	1.5%	75.74
Close	78.73	79.04	0.31	0.4%	78.25
Range	2.46	1.87	-0.59	-24.0%	3.15
ATR	1.90	1.90	0.00	-0.1%	0.00
Volume	22,747	44,239	21,492	94.5%	166,767

Daily Pivots for day following 08-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.48	83.63	80.07
R3	82.61	81.76	79.55
R2	80.74	80.74	79.38
R1	79.89	79.89	79.21	80.32
PP	78.87	78.87	78.87	79.08
S1	78.02	78.02	78.87	78.45
S2	77.00	77.00	78.70
S3	75.13	76.15	78.53
S4	73.26	74.28	78.01

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.08	85.81	79.98
R3	83.93	82.66	79.12
R2	80.78	80.78	78.83
R1	79.51	79.51	78.54	78.57
PP	77.63	77.63	77.63	77.16
S1	76.36	76.36	77.96	75.42
S2	74.48	74.48	77.67
S3	71.33	73.21	77.38
S4	68.18	70.06	76.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.72	76.11	3.61	4.6%	2.05	2.6%	81%	True	False	33,696
10	79.72	73.12	6.60	8.4%	2.05	2.6%	90%	True	False	30,335
20	81.62	73.12	8.50	10.8%	1.83	2.3%	70%	False	False	22,068
40	84.73	73.12	11.61	14.7%	1.72	2.2%	51%	False	False	14,785
60	84.73	73.12	11.61	14.7%	1.70	2.2%	51%	False	False	11,505
80	84.73	72.06	12.67	16.0%	1.77	2.2%	55%	False	False	9,999

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	0.56
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	87.67
2.618	84.62
1.618	82.75
1.000	81.59
0.618	80.88
HIGH	79.72
0.618	79.01
0.500	78.79
0.382	78.56
LOW	77.85
0.618	76.69
1.000	75.98
1.618	74.82
2.618	72.95
4.250	69.90

Fisher Pivots for day following 08-Sep-2010
Pivot	1 day	3 day
R1	78.96	78.76
PP	78.87	78.48
S1	78.79	78.20

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

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