NYMEX Light Sweet Crude Oil Future November 2010

Trading Metrics calculated at close of trading on 23-Jul-2010

Day Change Summary
	Previous	Current
	22-Jul-2010	23-Jul-2010	Change	Change %	Previous Week
Open	80.12	79.83	-0.29	-0.4%	77.82
High	80.21	80.43	0.22	0.3%	80.43
Low	77.20	79.28	2.08	2.7%	76.93
Close	80.12	79.83	-0.29	-0.4%	79.83
Range	3.01	1.15	-1.86	-61.8%	3.50
ATR	2.16	2.09	-0.07	-3.3%	0.00
Volume	35,827	26,718	-9,109	-25.4%	109,183

Daily Pivots for day following 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.30	82.71	80.46
R3	82.15	81.56	80.15
R2	81.00	81.00	80.04
R1	80.41	80.41	79.94	80.41
PP	79.85	79.85	79.85	79.84
S1	79.26	79.26	79.72	79.26
S2	78.70	78.70	79.62
S3	77.55	78.11	79.51
S4	76.40	76.96	79.20

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.56	88.20	81.76
R3	86.06	84.70	80.79
R2	82.56	82.56	80.47
R1	81.20	81.20	80.15	81.88
PP	79.06	79.06	79.06	79.41
S1	77.70	77.70	79.51	78.38
S2	75.56	75.56	79.19
S3	72.06	74.20	78.87
S4	68.56	70.70	77.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.43	76.93	3.50	4.4%	2.03	2.5%	83%	True	False	21,836
10	80.43	75.73	4.70	5.9%	2.04	2.6%	87%	True	False	18,693
20	80.85	72.71	8.14	10.2%	2.16	2.7%	87%	False	False	15,829
40	82.01	72.71	9.30	11.6%	2.13	2.7%	77%	False	False	14,199
60	93.14	70.96	22.18	27.8%	2.20	2.8%	40%	False	False	14,046
80	93.14	70.96	22.18	27.8%	1.94	2.4%	40%	False	False	12,974
100	93.14	70.96	22.18	27.8%	1.77	2.2%	40%	False	False	11,257

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	0.49
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	85.32
2.618	83.44
1.618	82.29
1.000	81.58
0.618	81.14
HIGH	80.43
0.618	79.99
0.500	79.86
0.382	79.72
LOW	79.28
0.618	78.57
1.000	78.13
1.618	77.42
2.618	76.27
4.250	74.39

Fisher Pivots for day following 23-Jul-2010
Pivot	1 day	3 day
R1	79.86	79.49
PP	79.85	79.15
S1	79.84	78.82

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

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