NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 07-Jul-2010

Day Change Summary
	Previous	Current
	06-Jul-2010	07-Jul-2010	Change	Change %	Previous Week
Open	72.06	72.07	0.01	0.0%	79.00
High	73.86	74.92	1.06	1.4%	79.38
Low	71.09	71.44	0.35	0.5%	71.62
Close	71.98	74.07	2.09	2.9%	72.14
Range	2.77	3.48	0.71	25.6%	7.76
ATR	2.44	2.52	0.07	3.0%	0.00
Volume	256,171	325,727	69,556	27.2%	1,625,861

Daily Pivots for day following 07-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.92	82.47	75.98
R3	80.44	78.99	75.03
R2	76.96	76.96	74.71
R1	75.51	75.51	74.39	76.24
PP	73.48	73.48	73.48	73.84
S1	72.03	72.03	73.75	72.76
S2	70.00	70.00	73.43
S3	66.52	68.55	73.11
S4	63.04	65.07	72.16

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	97.66	92.66	76.41
R3	89.90	84.90	74.27
R2	82.14	82.14	73.56
R1	77.14	77.14	72.85	75.76
PP	74.38	74.38	74.38	73.69
S1	69.38	69.38	71.43	68.00
S2	66.62	66.62	70.72
S3	58.86	61.62	70.01
S4	51.10	53.86	67.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.83	71.09	5.74	7.7%	2.76	3.7%	52%	False	False	333,599
10	79.38	71.09	8.29	11.2%	2.58	3.5%	36%	False	False	311,869
20	79.94	71.09	8.85	11.9%	2.33	3.1%	34%	False	False	252,400
40	83.26	68.59	14.67	19.8%	2.54	3.4%	37%	False	False	181,289
60	91.38	68.59	22.79	30.8%	2.44	3.3%	24%	False	False	141,721
80	91.38	68.59	22.79	30.8%	2.22	3.0%	24%	False	False	110,849
100	91.38	68.59	22.79	30.8%	2.11	2.9%	24%	False	False	90,299
120	91.38	68.59	22.79	30.8%	2.05	2.8%	24%	False	False	76,182

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	0.55
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	89.71
2.618	84.03
1.618	80.55
1.000	78.40
0.618	77.07
HIGH	74.92
0.618	73.59
0.500	73.18
0.382	72.77
LOW	71.44
0.618	69.29
1.000	67.96
1.618	65.81
2.618	62.33
4.250	56.65

Fisher Pivots for day following 07-Jul-2010
Pivot	1 day	3 day
R1	73.77	73.72
PP	73.48	73.36
S1	73.18	73.01

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

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