NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 09-Aug-2010

Day Change Summary
	Previous	Current
	06-Aug-2010	09-Aug-2010	Change	Change %	Previous Week
Open	82.12	80.91	-1.21	-1.5%	78.95
High	82.67	81.76	-0.91	-1.1%	82.97
Low	80.04	80.71	0.67	0.8%	78.83
Close	80.70	81.48	0.78	1.0%	80.70
Range	2.63	1.05	-1.58	-60.1%	4.14
ATR	2.11	2.03	-0.07	-3.6%	0.00
Volume	369,446	234,995	-134,451	-36.4%	1,436,329

Daily Pivots for day following 09-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.47	84.02	82.06
R3	83.42	82.97	81.77
R2	82.37	82.37	81.67
R1	81.92	81.92	81.58	82.15
PP	81.32	81.32	81.32	81.43
S1	80.87	80.87	81.38	81.10
S2	80.27	80.27	81.29
S3	79.22	79.82	81.19
S4	78.17	78.77	80.90

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.25	91.12	82.98
R3	89.11	86.98	81.84
R2	84.97	84.97	81.46
R1	82.84	82.84	81.08	83.91
PP	80.83	80.83	80.83	81.37
S1	78.70	78.70	80.32	79.77
S2	76.69	76.69	79.94
S3	72.55	74.56	79.56
S4	68.41	70.42	78.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.97	80.04	2.93	3.6%	1.50	1.8%	49%	False	False	275,379
10	82.97	75.90	7.07	8.7%	1.96	2.4%	79%	False	False	294,157
20	82.97	74.70	8.27	10.1%	2.04	2.5%	82%	False	False	267,339
40	82.97	71.47	11.50	14.1%	2.11	2.6%	87%	False	False	173,965
60	82.97	69.62	13.35	16.4%	2.32	2.9%	89%	False	False	134,784
80	92.21	69.62	22.59	27.7%	2.30	2.8%	53%	False	False	110,564
100	92.21	69.62	22.59	27.7%	2.12	2.6%	53%	False	False	92,359
120	92.21	69.62	22.59	27.7%	2.04	2.5%	53%	False	False	78,322

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.22
2.618	84.51
1.618	83.46
1.000	82.81
0.618	82.41
HIGH	81.76
0.618	81.36
0.500	81.24
0.382	81.11
LOW	80.71
0.618	80.06
1.000	79.66
1.618	79.01
2.618	77.96
4.250	76.25

Fisher Pivots for day following 09-Aug-2010
Pivot	1 day	3 day
R1	81.40	81.44
PP	81.32	81.40
S1	81.24	81.36

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

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