NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 22-Jul-2010

Day Change Summary
	Previous	Current
	21-Jul-2010	22-Jul-2010	Change	Change %	Previous Week
Open	77.85	76.43	-1.42	-1.8%	76.63
High	78.57	79.42	0.85	1.1%	78.55
Low	76.20	76.16	-0.04	-0.1%	74.70
Close	76.56	79.30	2.74	3.6%	76.38
Range	2.37	3.26	0.89	37.6%	3.85
ATR	2.28	2.35	0.07	3.1%	0.00
Volume	285,817	322,410	36,593	12.8%	830,926

Daily Pivots for day following 22-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.07	86.95	81.09
R3	84.81	83.69	80.20
R2	81.55	81.55	79.90
R1	80.43	80.43	79.60	80.99
PP	78.29	78.29	78.29	78.58
S1	77.17	77.17	79.00	77.73
S2	75.03	75.03	78.70
S3	71.77	73.91	78.40
S4	68.51	70.65	77.51

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.09	86.09	78.50
R3	84.24	82.24	77.44
R2	80.39	80.39	77.09
R1	78.39	78.39	76.73	77.47
PP	76.54	76.54	76.54	76.08
S1	74.54	74.54	76.03	73.62
S2	72.69	72.69	75.67
S3	68.84	70.69	75.32
S4	64.99	66.84	74.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.42	75.62	3.80	4.8%	2.34	2.9%	97%	True	False	256,142
10	79.42	74.70	4.72	6.0%	2.22	2.8%	97%	True	False	203,605
20	79.97	71.47	8.50	10.7%	2.34	3.0%	92%	False	False	143,286
40	80.82	71.27	9.55	12.0%	2.38	3.0%	84%	False	False	103,013
60	92.21	69.62	22.59	28.5%	2.47	3.1%	43%	False	False	83,870
80	92.21	69.62	22.59	28.5%	2.21	2.8%	43%	False	False	70,146
100	92.21	69.62	22.59	28.5%	2.09	2.6%	43%	False	False	57,801
120	92.21	69.62	22.59	28.5%	2.08	2.6%	43%	False	False	49,255

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.56
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	93.28
2.618	87.95
1.618	84.69
1.000	82.68
0.618	81.43
HIGH	79.42
0.618	78.17
0.500	77.79
0.382	77.41
LOW	76.16
0.618	74.15
1.000	72.90
1.618	70.89
2.618	67.63
4.250	62.31

Fisher Pivots for day following 22-Jul-2010
Pivot	1 day	3 day
R1	78.80	78.77
PP	78.29	78.24
S1	77.79	77.71

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

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