NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 30-Mar-2010

Day Change Summary
	Previous	Current
	29-Mar-2010	30-Mar-2010	Change	Change %	Previous Week
Open	81.72	83.50	1.78	2.2%	81.58
High	83.89	83.80	-0.09	-0.1%	83.20
Low	81.72	82.90	1.18	1.4%	80.12
Close	83.32	83.46	0.14	0.2%	81.33
Range	2.17	0.90	-1.27	-58.5%	3.08
ATR	1.80	1.74	-0.06	-3.6%	0.00
Volume	9,597	15,735	6,138	64.0%	57,731

Daily Pivots for day following 30-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.09	85.67	83.96
R3	85.19	84.77	83.71
R2	84.29	84.29	83.63
R1	83.87	83.87	83.54	83.63
PP	83.39	83.39	83.39	83.27
S1	82.97	82.97	83.38	82.73
S2	82.49	82.49	83.30
S3	81.59	82.07	83.21
S4	80.69	81.17	82.97

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.79	89.14	83.02
R3	87.71	86.06	82.18
R2	84.63	84.63	81.89
R1	82.98	82.98	81.61	82.27
PP	81.55	81.55	81.55	81.19
S1	79.90	79.90	81.05	79.19
S2	78.47	78.47	80.77
S3	75.39	76.82	80.48
S4	72.31	73.74	79.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.89	81.00	2.89	3.5%	1.45	1.7%	85%	False	False	12,718
10	84.16	80.12	4.04	4.8%	1.51	1.8%	83%	False	False	12,449
20	84.50	80.12	4.38	5.2%	1.54	1.8%	76%	False	False	11,120
40	84.50	72.04	12.46	14.9%	1.82	2.2%	92%	False	False	8,960
60	86.58	72.04	14.54	17.4%	1.62	1.9%	79%	False	False	7,224
80	86.58	72.04	14.54	17.4%	1.45	1.7%	79%	False	False	5,911
100	86.58	72.04	14.54	17.4%	1.31	1.6%	79%	False	False	5,185
120	86.58	72.04	14.54	17.4%	1.24	1.5%	79%	False	False	4,626

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	87.63
2.618	86.16
1.618	85.26
1.000	84.70
0.618	84.36
HIGH	83.80
0.618	83.46
0.500	83.35
0.382	83.24
LOW	82.90
0.618	82.34
1.000	82.00
1.618	81.44
2.618	80.54
4.250	79.08

Fisher Pivots for day following 30-Mar-2010
Pivot	1 day	3 day
R1	83.42	83.12
PP	83.39	82.78
S1	83.35	82.45

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

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