NYMEX Light Sweet Crude Oil Future November 2010

Trading Metrics calculated at close of trading on 09-Jul-2010

Day Change Summary
	Previous	Current
	08-Jul-2010	09-Jul-2010	Change	Change %	Previous Week
Open	77.20	77.32	0.12	0.2%	74.07
High	77.57	78.04	0.47	0.6%	78.04
Low	76.14	76.64	0.50	0.7%	72.71
Close	77.20	77.62	0.42	0.5%	77.62
Range	1.43	1.40	-0.03	-2.1%	5.33
ATR	2.22	2.16	-0.06	-2.6%	0.00
Volume	11,647	12,855	1,208	10.4%	47,307

Daily Pivots for day following 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.63	81.03	78.39
R3	80.23	79.63	78.01
R2	78.83	78.83	77.88
R1	78.23	78.23	77.75	78.53
PP	77.43	77.43	77.43	77.59
S1	76.83	76.83	77.49	77.13
S2	76.03	76.03	77.36
S3	74.63	75.43	77.24
S4	73.23	74.03	76.85

Weekly Pivots for week ending 09-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.11	90.20	80.55
R3	86.78	84.87	79.09
R2	81.45	81.45	78.60
R1	79.54	79.54	78.11	80.50
PP	76.12	76.12	76.12	76.60
S1	74.21	74.21	77.13	75.17
S2	70.79	70.79	76.64
S3	65.46	68.88	76.15
S4	60.13	63.55	74.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.04	72.71	5.33	6.9%	2.06	2.6%	92%	True	False	13,626
10	80.85	72.71	8.14	10.5%	2.28	2.9%	60%	False	False	12,965
20	82.01	72.71	9.30	12.0%	1.98	2.6%	53%	False	False	12,692
40	85.75	70.96	14.79	19.1%	2.24	2.9%	45%	False	False	12,822
60	93.14	70.96	22.18	28.6%	2.07	2.7%	30%	False	False	12,565
80	93.14	70.96	22.18	28.6%	1.84	2.4%	30%	False	False	11,170
100	93.14	70.96	22.18	28.6%	1.69	2.2%	30%	False	False	9,760

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.56
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	83.99
2.618	81.71
1.618	80.31
1.000	79.44
0.618	78.91
HIGH	78.04
0.618	77.51
0.500	77.34
0.382	77.17
LOW	76.64
0.618	75.77
1.000	75.24
1.618	74.37
2.618	72.97
4.250	70.69

Fisher Pivots for day following 09-Jul-2010
Pivot	1 day	3 day
R1	77.53	76.96
PP	77.43	76.30
S1	77.34	75.64

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

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