NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 27-Aug-2010

Day Change Summary
	Previous	Current
	26-Aug-2010	27-Aug-2010	Change	Change %	Previous Week
Open	77.35	77.30	-0.05	-0.1%	76.75
High	77.89	79.63	1.74	2.2%	79.63
Low	76.76	76.92	0.16	0.2%	74.29
Close	77.35	79.43	2.08	2.7%	79.43
Range	1.13	2.71	1.58	139.8%	5.34
ATR	1.60	1.68	0.08	4.9%	0.00
Volume	4,612	14,543	9,931	215.3%	33,605

Daily Pivots for day following 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.79	85.82	80.92
R3	84.08	83.11	80.18
R2	81.37	81.37	79.93
R1	80.40	80.40	79.68	80.89
PP	78.66	78.66	78.66	78.90
S1	77.69	77.69	79.18	78.18
S2	75.95	75.95	78.93
S3	73.24	74.98	78.68
S4	70.53	72.27	77.94

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.80	91.96	82.37
R3	88.46	86.62	80.90
R2	83.12	83.12	80.41
R1	81.28	81.28	79.92	82.20
PP	77.78	77.78	77.78	78.25
S1	75.94	75.94	78.94	76.86
S2	72.44	72.44	78.45
S3	67.10	70.60	77.96
S4	61.76	65.26	76.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.63	74.29	5.34	6.7%	1.65	2.1%	96%	True	False	6,721
10	80.08	74.29	5.79	7.3%	1.45	1.8%	89%	False	False	5,926
20	85.62	74.29	11.33	14.3%	1.40	1.8%	45%	False	False	5,711
40	85.62	74.29	11.33	14.3%	1.42	1.8%	45%	False	False	4,349

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	0.31
Widest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	91.15
2.618	86.72
1.618	84.01
1.000	82.34
0.618	81.30
HIGH	79.63
0.618	78.59
0.500	78.28
0.382	77.96
LOW	76.92
0.618	75.25
1.000	74.21
1.618	72.54
2.618	69.83
4.250	65.40

Fisher Pivots for day following 27-Aug-2010
Pivot	1 day	3 day
R1	79.05	78.61
PP	78.66	77.78
S1	78.28	76.96

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

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