NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 05-Aug-2010

Day Change Summary
	Previous	Current
	04-Aug-2010	05-Aug-2010	Change	Change %	Previous Week
Open	82.84	82.81	-0.03	0.0%	79.22
High	83.40	82.91	-0.49	-0.6%	80.07
Low	82.05	81.96	-0.09	-0.1%	76.33
Close	82.91	82.45	-0.46	-0.6%	79.39
Range	1.35	0.95	-0.40	-29.6%	3.74
ATR	2.11	2.03	-0.08	-3.9%	0.00
Volume	77,024	87,351	10,327	13.4%	320,105

Daily Pivots for day following 05-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.29	84.82	82.97
R3	84.34	83.87	82.71
R2	83.39	83.39	82.62
R1	82.92	82.92	82.54	82.68
PP	82.44	82.44	82.44	82.32
S1	81.97	81.97	82.36	81.73
S2	81.49	81.49	82.28
S3	80.54	81.02	82.19
S4	79.59	80.07	81.93

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.82	88.34	81.45
R3	86.08	84.60	80.42
R2	82.34	82.34	80.08
R1	80.86	80.86	79.73	81.60
PP	78.60	78.60	78.60	78.97
S1	77.12	77.12	79.05	77.86
S2	74.86	74.86	78.70
S3	71.12	73.38	78.36
S4	67.38	69.64	77.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.40	77.30	6.10	7.4%	1.78	2.2%	84%	False	False	77,006
10	83.40	76.33	7.07	8.6%	1.84	2.2%	87%	False	False	70,397
20	83.40	75.12	8.28	10.0%	2.00	2.4%	89%	False	False	56,497
40	83.40	72.15	11.25	13.6%	2.06	2.5%	92%	False	False	40,984
60	85.35	70.35	15.00	18.2%	2.24	2.7%	81%	False	False	33,960
80	92.75	70.35	22.40	27.2%	2.18	2.6%	54%	False	False	29,672
100	92.75	70.35	22.40	27.2%	1.98	2.4%	54%	False	False	25,379
120	92.75	70.35	22.40	27.2%	1.89	2.3%	54%	False	False	21,868

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.50
Narrowest range in 75 trading days

Fibonacci Retracements and Extensions
4.250	86.95
2.618	85.40
1.618	84.45
1.000	83.86
0.618	83.50
HIGH	82.91
0.618	82.55
0.500	82.44
0.382	82.32
LOW	81.96
0.618	81.37
1.000	81.01
1.618	80.42
2.618	79.47
4.250	77.92

Fisher Pivots for day following 05-Aug-2010
Pivot	1 day	3 day
R1	82.45	82.46
PP	82.44	82.46
S1	82.44	82.45

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

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