NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 14-Jul-2010

Day Change Summary
	Previous	Current
	13-Jul-2010	14-Jul-2010	Change	Change %	Previous Week
Open	75.50	77.61	2.11	2.8%	72.59
High	77.80	78.55	0.75	1.0%	77.03
Low	74.70	76.83	2.13	2.9%	71.47
Close	77.59	77.45	-0.14	-0.2%	76.63
Range	3.10	1.72	-1.38	-44.5%	5.56
ATR	2.39	2.34	-0.05	-2.0%	0.00
Volume	142,727	175,713	32,986	23.1%	386,669

Daily Pivots for day following 14-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.77	81.83	78.40
R3	81.05	80.11	77.92
R2	79.33	79.33	77.77
R1	78.39	78.39	77.61	78.00
PP	77.61	77.61	77.61	77.42
S1	76.67	76.67	77.29	76.28
S2	75.89	75.89	77.13
S3	74.17	74.95	76.98
S4	72.45	73.23	76.50

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.72	89.74	79.69
R3	86.16	84.18	78.16
R2	80.60	80.60	77.65
R1	78.62	78.62	77.14	79.61
PP	75.04	75.04	75.04	75.54
S1	73.06	73.06	76.12	74.05
S2	69.48	69.48	75.61
S3	63.92	67.50	75.10
S4	58.36	61.94	73.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.55	74.70	3.85	5.0%	1.96	2.5%	71%	True	False	131,976
10	78.55	71.47	7.08	9.1%	2.37	3.1%	84%	True	False	110,759
20	80.82	71.47	9.35	12.1%	2.21	2.9%	64%	False	False	89,635
40	80.82	69.62	11.20	14.5%	2.41	3.1%	70%	False	False	74,019
60	92.21	69.62	22.59	29.2%	2.39	3.1%	35%	False	False	62,534
80	92.21	69.62	22.59	29.2%	2.16	2.8%	35%	False	False	52,349
100	92.21	69.62	22.59	29.2%	2.05	2.7%	35%	False	False	43,595
120	92.21	69.62	22.59	29.2%	2.02	2.6%	35%	False	False	37,244

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	0.64
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	85.86
2.618	83.05
1.618	81.33
1.000	80.27
0.618	79.61
HIGH	78.55
0.618	77.89
0.500	77.69
0.382	77.49
LOW	76.83
0.618	75.77
1.000	75.11
1.618	74.05
2.618	72.33
4.250	69.52

Fisher Pivots for day following 14-Jul-2010
Pivot	1 day	3 day
R1	77.69	77.18
PP	77.61	76.90
S1	77.53	76.63

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

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