NYMEX Light Sweet Crude Oil Future November 2010

Trading Metrics calculated at close of trading on 15-Jul-2010

Day Change Summary
	Previous	Current
	14-Jul-2010	15-Jul-2010	Change	Change %	Previous Week
Open	78.59	77.86	-0.73	-0.9%	74.07
High	79.37	78.86	-0.51	-0.6%	78.04
Low	77.77	76.75	-1.02	-1.3%	72.71
Close	78.29	77.91	-0.38	-0.5%	77.62
Range	1.60	2.11	0.51	31.9%	5.33
ATR	2.15	2.15	0.00	-0.1%	0.00
Volume	17,732	15,543	-2,189	-12.3%	47,307

Daily Pivots for day following 15-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.17	83.15	79.07
R3	82.06	81.04	78.49
R2	79.95	79.95	78.30
R1	78.93	78.93	78.10	79.44
PP	77.84	77.84	77.84	78.10
S1	76.82	76.82	77.72	77.33
S2	75.73	75.73	77.52
S3	73.62	74.71	77.33
S4	71.51	72.60	76.75

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	79.37	75.73	3.64	4.7%	1.96	2.5%	60%	False	False	15,542
10	79.37	72.71	6.66	8.5%	2.15	2.8%	78%	False	False	14,568
20	82.01	72.71	9.30	11.9%	2.03	2.6%	56%	False	False	13,490
40	82.01	70.96	11.05	14.2%	2.17	2.8%	63%	False	False	13,104
60	93.14	70.96	22.18	28.5%	2.14	2.7%	31%	False	False	13,013
80	93.14	70.96	22.18	28.5%	1.86	2.4%	31%	False	False	11,762
100	93.14	70.96	22.18	28.5%	1.75	2.2%	31%	False	False	10,230

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.61
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.83
2.618	84.38
1.618	82.27
1.000	80.97
0.618	80.16
HIGH	78.86
0.618	78.05
0.500	77.81
0.382	77.56
LOW	76.75
0.618	75.45
1.000	74.64
1.618	73.34
2.618	71.23
4.250	67.78

Fisher Pivots for day following 15-Jul-2010
Pivot	1 day	3 day
R1	77.88	77.79
PP	77.84	77.67
S1	77.81	77.55

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

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