NYMEX Light Sweet Crude Oil Future October 2010

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

Day Change Summary
	Previous	Current
	03-Sep-2010	07-Sep-2010	Change	Change %	Previous Week
Open	74.93	74.30	-0.63	-0.8%	75.50
High	75.44	74.63	-0.81	-1.1%	75.58
Low	73.20	72.63	-0.57	-0.8%	71.53
Close	74.60	74.09	-0.51	-0.7%	74.60
Range	2.24	2.00	-0.24	-10.7%	4.05
ATR	2.15	2.14	-0.01	-0.5%	0.00
Volume	361,247	379,300	18,053	5.0%	1,740,142

Daily Pivots for day following 07-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	79.78	78.94	75.19
R3	77.78	76.94	74.64
R2	75.78	75.78	74.46
R1	74.94	74.94	74.27	74.36
PP	73.78	73.78	73.78	73.50
S1	72.94	72.94	73.91	72.36
S2	71.78	71.78	73.72
S3	69.78	70.94	73.54
S4	67.78	68.94	72.99

Weekly Pivots for week ending 03-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.05	84.38	76.83
R3	82.00	80.33	75.71
R2	77.95	77.95	75.34
R1	76.28	76.28	74.97	75.09
PP	73.90	73.90	73.90	73.31
S1	72.23	72.23	74.23	71.04
S2	69.85	69.85	73.86
S3	65.80	68.18	73.49
S4	61.75	64.13	72.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.44	71.53	3.91	5.3%	2.46	3.3%	65%	False	False	375,717
10	75.59	70.76	4.83	6.5%	2.28	3.1%	69%	False	False	357,614
20	82.07	70.76	11.31	15.3%	2.13	2.9%	29%	False	False	273,121
40	83.40	70.76	12.64	17.1%	2.07	2.8%	26%	False	False	168,472
60	83.40	70.76	12.64	17.1%	2.08	2.8%	26%	False	False	121,218
80	83.40	70.35	13.05	17.6%	2.21	3.0%	29%	False	False	96,003
100	92.75	70.35	22.40	30.2%	2.19	3.0%	17%	False	False	80,040
120	92.75	70.35	22.40	30.2%	2.02	2.7%	17%	False	False	68,380

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.46
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	83.13
2.618	79.87
1.618	77.87
1.000	76.63
0.618	75.87
HIGH	74.63
0.618	73.87
0.500	73.63
0.382	73.39
LOW	72.63
0.618	71.39
1.000	70.63
1.618	69.39
2.618	67.39
4.250	64.13

Fisher Pivots for day following 07-Sep-2010
Pivot	1 day	3 day
R1	73.94	74.07
PP	73.78	74.05
S1	73.63	74.04

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

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