NYMEX Light Sweet Crude Oil Future November 2010

Trading Metrics calculated at close of trading on 30-Jul-2010

Day Change Summary
	Previous	Current
	29-Jul-2010	30-Jul-2010	Change	Change %	Previous Week
Open	77.85	79.25	1.40	1.8%	79.86
High	79.87	80.07	0.20	0.3%	80.53
Low	77.47	77.93	0.46	0.6%	76.98
Close	79.43	79.95	0.52	0.7%	79.95
Range	2.40	2.14	-0.26	-10.8%	3.55
ATR	2.08	2.08	0.00	0.2%	0.00
Volume	47,384	32,027	-15,357	-32.4%	124,865

Daily Pivots for day following 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.74	84.98	81.13
R3	83.60	82.84	80.54
R2	81.46	81.46	80.34
R1	80.70	80.70	80.15	81.08
PP	79.32	79.32	79.32	79.51
S1	78.56	78.56	79.75	78.94
S2	77.18	77.18	79.56
S3	75.04	76.42	79.36
S4	72.90	74.28	78.77

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.80	88.43	81.90
R3	86.25	84.88	80.93
R2	82.70	82.70	80.60
R1	81.33	81.33	80.28	82.02
PP	79.15	79.15	79.15	79.50
S1	77.78	77.78	79.62	78.47
S2	75.60	75.60	79.30
S3	72.05	74.23	78.97
S4	68.50	70.68	78.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.53	76.98	3.55	4.4%	2.04	2.5%	84%	False	False	24,973
10	80.53	76.93	3.60	4.5%	2.03	2.5%	84%	False	False	23,404
20	80.53	72.71	7.82	9.8%	2.04	2.6%	93%	False	False	18,996
40	82.01	72.71	9.30	11.6%	2.06	2.6%	78%	False	False	15,896
60	86.90	70.96	15.94	19.9%	2.20	2.8%	56%	False	False	15,127
80	93.14	70.96	22.18	27.7%	2.01	2.5%	41%	False	False	14,137
100	93.14	70.96	22.18	27.7%	1.83	2.3%	41%	False	False	12,251

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.50
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.17
2.618	85.67
1.618	83.53
1.000	82.21
0.618	81.39
HIGH	80.07
0.618	79.25
0.500	79.00
0.382	78.75
LOW	77.93
0.618	76.61
1.000	75.79
1.618	74.47
2.618	72.33
4.250	68.84

Fisher Pivots for day following 30-Jul-2010
Pivot	1 day	3 day
R1	79.63	79.48
PP	79.32	79.00
S1	79.00	78.53

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

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