NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 01-Jul-2010

Day Change Summary
	Previous	Current
	30-Jun-2010	01-Jul-2010	Change	Change %	Previous Week
Open	75.46	75.37	-0.09	-0.1%	78.69
High	76.83	75.40	-1.43	-1.9%	79.94
Low	74.39	72.05	-2.34	-3.1%	75.17
Close	75.63	72.95	-2.68	-3.5%	78.86
Range	2.44	3.35	0.91	37.3%	4.77
ATR	2.38	2.47	0.09	3.6%	0.00
Volume	323,267	357,752	34,485	10.7%	1,368,420

Daily Pivots for day following 01-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.52	81.58	74.79
R3	80.17	78.23	73.87
R2	76.82	76.82	73.56
R1	74.88	74.88	73.26	74.18
PP	73.47	73.47	73.47	73.11
S1	71.53	71.53	72.64	70.83
S2	70.12	70.12	72.34
S3	66.77	68.18	72.03
S4	63.42	64.83	71.11

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.30	90.35	81.48
R3	87.53	85.58	80.17
R2	82.76	82.76	79.73
R1	80.81	80.81	79.30	81.79
PP	77.99	77.99	77.99	78.48
S1	76.04	76.04	78.42	77.02
S2	73.22	73.22	77.99
S3	68.45	71.27	77.55
S4	63.68	66.50	76.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.38	72.05	7.33	10.0%	2.77	3.8%	12%	False	True	296,236
10	79.94	72.05	7.89	10.8%	2.32	3.2%	11%	False	True	281,738
20	79.94	70.93	9.01	12.4%	2.38	3.3%	22%	False	False	225,938
40	84.87	68.59	16.28	22.3%	2.63	3.6%	27%	False	False	162,095
60	91.38	68.59	22.79	31.2%	2.38	3.3%	19%	False	False	127,520
80	91.38	68.59	22.79	31.2%	2.18	3.0%	19%	False	False	98,921
100	91.38	68.59	22.79	31.2%	2.10	2.9%	19%	False	False	80,601
120	91.38	68.59	22.79	31.2%	2.03	2.8%	19%	False	False	68,038

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.56
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	89.64
2.618	84.17
1.618	80.82
1.000	78.75
0.618	77.47
HIGH	75.40
0.618	74.12
0.500	73.73
0.382	73.33
LOW	72.05
0.618	69.98
1.000	68.70
1.618	66.63
2.618	63.28
4.250	57.81

Fisher Pivots for day following 01-Jul-2010
Pivot	1 day	3 day
R1	73.73	75.19
PP	73.47	74.44
S1	73.21	73.70

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

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