NYMEX Light Sweet Crude Oil Future November 2010

Trading Metrics calculated at close of trading on 27-Aug-2010

Day Change Summary
	Previous	Current
	26-Aug-2010	27-Aug-2010	Change	Change %	Previous Week
Open	73.52	74.01	0.49	0.7%	74.47
High	74.82	76.46	1.64	2.2%	76.46
Low	73.26	73.27	0.01	0.0%	71.49
Close	74.22	76.21	1.99	2.7%	76.21
Range	1.56	3.19	1.63	104.5%	4.97
ATR	1.89	1.99	0.09	4.9%	0.00
Volume	92,567	131,210	38,643	41.7%	444,529

Daily Pivots for day following 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.88	83.74	77.96
R3	81.69	80.55	77.09
R2	78.50	78.50	76.79
R1	77.36	77.36	76.50	77.93
PP	75.31	75.31	75.31	75.60
S1	74.17	74.17	75.92	74.74
S2	72.12	72.12	75.63
S3	68.93	70.98	75.33
S4	65.74	67.79	74.46

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.63	87.89	78.94
R3	84.66	82.92	77.58
R2	79.69	79.69	77.12
R1	77.95	77.95	76.67	78.82
PP	74.72	74.72	74.72	75.16
S1	72.98	72.98	75.75	73.85
S2	69.75	69.75	75.30
S3	64.78	68.01	74.84
S4	59.81	63.04	73.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.46	71.49	4.97	6.5%	2.03	2.7%	95%	True	False	88,905
10	77.82	71.49	6.33	8.3%	1.84	2.4%	75%	False	False	79,864
20	83.91	71.49	12.42	16.3%	1.91	2.5%	38%	False	False	65,246
40	83.91	71.49	12.42	16.3%	1.98	2.6%	38%	False	False	42,121
60	83.91	71.49	12.42	16.3%	2.01	2.6%	38%	False	False	32,346
80	86.90	70.96	15.94	20.9%	2.13	2.8%	33%	False	False	27,657
100	93.14	70.96	22.18	29.1%	1.99	2.6%	24%	False	False	24,359
120	93.14	70.96	22.18	29.1%	1.84	2.4%	24%	False	False	21,083

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Widest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	90.02
2.618	84.81
1.618	81.62
1.000	79.65
0.618	78.43
HIGH	76.46
0.618	75.24
0.500	74.87
0.382	74.49
LOW	73.27
0.618	71.30
1.000	70.08
1.618	68.11
2.618	64.92
4.250	59.71

Fisher Pivots for day following 27-Aug-2010
Pivot	1 day	3 day
R1	75.76	75.47
PP	75.31	74.72
S1	74.87	73.98

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

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