NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 17-Mar-2010

Day Change Summary
	Previous	Current
	16-Mar-2010	17-Mar-2010	Change	Change %	Previous Week
Open	82.93	84.15	1.22	1.5%	83.00
High	83.13	84.16	1.03	1.2%	84.50
Low	80.74	83.11	2.37	2.9%	81.99
Close	82.93	84.15	1.22	1.5%	82.58
Range	2.39	1.05	-1.34	-56.1%	2.51
ATR	1.84	1.79	-0.04	-2.4%	0.00
Volume	5,611	10,970	5,359	95.5%	50,948

Daily Pivots for day following 17-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.96	86.60	84.73
R3	85.91	85.55	84.44
R2	84.86	84.86	84.34
R1	84.50	84.50	84.25	84.68
PP	83.81	83.81	83.81	83.89
S1	83.45	83.45	84.05	83.63
S2	82.76	82.76	83.96
S3	81.71	82.40	83.86
S4	80.66	81.35	83.57

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.55	89.08	83.96
R3	88.04	86.57	83.27
R2	85.53	85.53	83.04
R1	84.06	84.06	82.81	83.54
PP	83.02	83.02	83.02	82.77
S1	81.55	81.55	82.35	81.03
S2	80.51	80.51	82.12
S3	78.00	79.04	81.89
S4	75.49	76.53	81.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.42	80.51	3.91	4.6%	1.65	2.0%	93%	False	False	9,287
10	84.50	80.51	3.99	4.7%	1.53	1.8%	91%	False	False	10,251
20	84.50	78.62	5.88	7.0%	1.68	2.0%	94%	False	False	8,773
40	84.50	72.04	12.46	14.8%	1.78	2.1%	97%	False	False	7,281
60	86.58	72.04	14.54	17.3%	1.52	1.8%	83%	False	False	5,508
80	86.58	72.04	14.54	17.3%	1.37	1.6%	83%	False	False	4,750
100	86.58	72.04	14.54	17.3%	1.26	1.5%	83%	False	False	4,216
120	86.58	70.69	15.89	18.9%	1.18	1.4%	85%	False	False	3,797

Crabel Price Patterns
NR	True
NR4	True
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	0.43
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	88.62
2.618	86.91
1.618	85.86
1.000	85.21
0.618	84.81
HIGH	84.16
0.618	83.76
0.500	83.64
0.382	83.51
LOW	83.11
0.618	82.46
1.000	82.06
1.618	81.41
2.618	80.36
4.250	78.65

Fisher Pivots for day following 17-Mar-2010
Pivot	1 day	3 day
R1	83.98	83.55
PP	83.81	82.94
S1	83.64	82.34

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

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