NYMEX Light Sweet Crude Oil Future November 2010

Trading Metrics calculated at close of trading on 01-Sep-2010

Day Change Summary
	Previous	Current
	31-Aug-2010	01-Sep-2010	Change	Change %	Previous Week
Open	75.43	73.32	-2.11	-2.8%	74.47
High	76.00	75.85	-0.15	-0.2%	76.46
Low	73.08	73.31	0.23	0.3%	71.49
Close	73.54	75.36	1.82	2.5%	76.21
Range	2.92	2.54	-0.38	-13.0%	4.97
ATR	2.01	2.05	0.04	1.9%	0.00
Volume	116,289	180,764	64,475	55.4%	444,529

Daily Pivots for day following 01-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.46	81.45	76.76
R3	79.92	78.91	76.06
R2	77.38	77.38	75.83
R1	76.37	76.37	75.59	76.88
PP	74.84	74.84	74.84	75.09
S1	73.83	73.83	75.13	74.34
S2	72.30	72.30	74.89
S3	69.76	71.29	74.66
S4	67.22	68.75	73.96

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	76.67	73.08	3.59	4.8%	2.31	3.1%	64%	False	False	145,212
10	77.21	71.49	5.72	7.6%	2.07	2.7%	68%	False	False	110,667
20	83.78	71.49	12.29	16.3%	1.97	2.6%	31%	False	False	85,672
40	83.91	71.49	12.42	16.5%	1.96	2.6%	31%	False	False	53,588
60	83.91	71.49	12.42	16.5%	2.00	2.7%	31%	False	False	40,078
80	85.75	70.96	14.79	19.6%	2.10	2.8%	30%	False	False	33,168
100	93.14	70.96	22.18	29.4%	2.02	2.7%	20%	False	False	29,075
120	93.14	70.96	22.18	29.4%	1.87	2.5%	20%	False	False	25,162

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.65
2.618	82.50
1.618	79.96
1.000	78.39
0.618	77.42
HIGH	75.85
0.618	74.88
0.500	74.58
0.382	74.28
LOW	73.31
0.618	71.74
1.000	70.77
1.618	69.20
2.618	66.66
4.250	62.52

Fisher Pivots for day following 01-Sep-2010
Pivot	1 day	3 day
R1	75.10	75.20
PP	74.84	75.04
S1	74.58	74.88

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

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