NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 26-Aug-2010

Day Change Summary
	Previous	Current
	25-Aug-2010	26-Aug-2010	Change	Change %	Previous Week
Open	71.47	72.82	1.35	1.9%	75.88
High	72.97	73.98	1.01	1.4%	77.03
Low	70.76	72.54	1.78	2.5%	73.44
Close	72.52	73.36	0.84	1.2%	73.82
Range	2.21	1.44	-0.77	-34.8%	3.59
ATR	1.97	1.93	-0.04	-1.8%	0.00
Volume	326,656	348,554	21,898	6.7%	985,545

Daily Pivots for day following 26-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	77.61	76.93	74.15
R3	76.17	75.49	73.76
R2	74.73	74.73	73.62
R1	74.05	74.05	73.49	74.39
PP	73.29	73.29	73.29	73.47
S1	72.61	72.61	73.23	72.95
S2	71.85	71.85	73.10
S3	70.41	71.17	72.96
S4	68.97	69.73	72.57

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.53	83.27	75.79
R3	81.94	79.68	74.81
R2	78.35	78.35	74.48
R1	76.09	76.09	74.15	75.43
PP	74.76	74.76	74.76	74.43
S1	72.50	72.50	73.49	71.84
S2	71.17	71.17	73.16
S3	67.58	68.91	72.83
S4	63.99	65.32	71.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.99	70.76	4.23	5.8%	1.73	2.4%	61%	False	False	294,675
10	77.12	70.76	6.36	8.7%	1.72	2.3%	41%	False	False	243,185
20	83.40	70.76	12.64	17.2%	1.89	2.6%	21%	False	False	174,361
40	83.40	70.76	12.64	17.2%	2.03	2.8%	21%	False	False	109,840
60	83.40	70.76	12.64	17.2%	2.06	2.8%	21%	False	False	81,047
80	88.80	70.35	18.45	25.1%	2.24	3.0%	16%	False	False	65,542
100	92.75	70.35	22.40	30.5%	2.09	2.9%	13%	False	False	55,562
120	92.75	70.35	22.40	30.5%	1.95	2.7%	13%	False	False	47,201

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	80.10
2.618	77.75
1.618	76.31
1.000	75.42
0.618	74.87
HIGH	73.98
0.618	73.43
0.500	73.26
0.382	73.09
LOW	72.54
0.618	71.65
1.000	71.10
1.618	70.21
2.618	68.77
4.250	66.42

Fisher Pivots for day following 26-Aug-2010
Pivot	1 day	3 day
R1	73.33	73.03
PP	73.29	72.70
S1	73.26	72.37

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

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