NYMEX Light Sweet Crude Oil Future November 2010

Trading Metrics calculated at close of trading on 05-Aug-2010

Day Change Summary
	Previous	Current
	04-Aug-2010	05-Aug-2010	Change	Change %	Previous Week
Open	83.46	83.36	-0.10	-0.1%	79.86
High	83.91	83.41	-0.50	-0.6%	80.53
Low	82.60	82.49	-0.11	-0.1%	76.98
Close	83.46	83.00	-0.46	-0.6%	79.95
Range	1.31	0.92	-0.39	-29.8%	3.55
ATR	2.03	1.96	-0.08	-3.7%	0.00
Volume	32,947	35,273	2,326	7.1%	124,865

Daily Pivots for day following 05-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.73	85.28	83.51
R3	84.81	84.36	83.25
R2	83.89	83.89	83.17
R1	83.44	83.44	83.08	83.21
PP	82.97	82.97	82.97	82.85
S1	82.52	82.52	82.92	82.29
S2	82.05	82.05	82.83
S3	81.13	81.60	82.75
S4	80.21	80.68	82.49

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	83.91	77.93	5.98	7.2%	1.74	2.1%	85%	False	False	32,212
10	83.91	76.98	6.93	8.3%	1.79	2.2%	87%	False	False	28,061
20	83.91	75.73	8.18	9.9%	1.93	2.3%	89%	False	False	22,684
40	83.91	72.71	11.20	13.5%	1.97	2.4%	92%	False	False	17,768
60	85.75	70.96	14.79	17.8%	2.13	2.6%	81%	False	False	16,088
80	93.14	70.96	22.18	26.7%	2.04	2.5%	54%	False	False	15,186
100	93.14	70.96	22.18	26.7%	1.85	2.2%	54%	False	False	13,364
120	93.14	70.96	22.18	26.7%	1.72	2.1%	54%	False	False	11,826

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Narrowest range in 68 trading days

Fibonacci Retracements and Extensions
4.250	87.32
2.618	85.82
1.618	84.90
1.000	84.33
0.618	83.98
HIGH	83.41
0.618	83.06
0.500	82.95
0.382	82.84
LOW	82.49
0.618	81.92
1.000	81.57
1.618	81.00
2.618	80.08
4.250	78.58

Fisher Pivots for day following 05-Aug-2010
Pivot	1 day	3 day
R1	82.98	82.99
PP	82.97	82.99
S1	82.95	82.98

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

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