NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 03-Aug-2009

Day Change Summary
	Previous	Current
	31-Jul-2009	03-Aug-2009	Change	Change %	Previous Week
Open	76.00	77.50	1.50	2.0%	76.00
High	77.32	78.83	1.51	2.0%	77.32
Low	74.38	77.38	3.00	4.0%	72.33
Close	77.14	78.75	1.61	2.1%	77.14
Range	2.94	1.45	-1.49	-50.7%	4.99
ATR	2.08	2.05	-0.03	-1.3%	0.00
Volume	13,186	17,950	4,764	36.1%	40,167

Daily Pivots for day following 03-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.67	82.16	79.55
R3	81.22	80.71	79.15
R2	79.77	79.77	79.02
R1	79.26	79.26	78.88	79.52
PP	78.32	78.32	78.32	78.45
S1	77.81	77.81	78.62	78.07
S2	76.87	76.87	78.48
S3	75.42	76.36	78.35
S4	73.97	74.91	77.95

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	90.57	88.84	79.88
R3	85.58	83.85	78.51
R2	80.59	80.59	78.05
R1	78.86	78.86	77.60	79.73
PP	75.60	75.60	75.60	76.03
S1	73.87	73.87	76.68	74.74
S2	70.61	70.61	76.23
S3	65.62	68.88	75.77
S4	60.63	63.89	74.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.83	72.33	6.50	8.3%	2.34	3.0%	99%	True	False	10,298
10	78.83	72.18	6.65	8.4%	1.96	2.5%	99%	True	False	9,114
20	78.83	65.66	13.17	16.7%	1.77	2.3%	99%	True	False	7,798

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.24
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	84.99
2.618	82.63
1.618	81.18
1.000	80.28
0.618	79.73
HIGH	78.83
0.618	78.28
0.500	78.11
0.382	77.93
LOW	77.38
0.618	76.48
1.000	75.93
1.618	75.03
2.618	73.58
4.250	71.22

Fisher Pivots for day following 03-Aug-2009
Pivot	1 day	3 day
R1	78.54	77.76
PP	78.32	76.78
S1	78.11	75.79

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

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