NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 16-Jul-2010

Day Change Summary
	Previous	Current
	15-Jul-2010	16-Jul-2010	Change	Change %	Previous Week
Open	78.45	78.84	0.39	0.5%	76.99
High	79.49	78.97	-0.52	-0.7%	79.96
Low	77.28	77.14	-0.14	-0.2%	76.20
Close	78.45	77.91	-0.54	-0.7%	77.91
Range	2.21	1.83	-0.38	-17.2%	3.76
ATR	2.26	2.23	-0.03	-1.4%	0.00
Volume	40,861	31,559	-9,302	-22.8%	174,681

Daily Pivots for day following 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.50	82.53	78.92
R3	81.67	80.70	78.41
R2	79.84	79.84	78.25
R1	78.87	78.87	78.08	78.44
PP	78.01	78.01	78.01	77.79
S1	77.04	77.04	77.74	76.61
S2	76.18	76.18	77.57
S3	74.35	75.21	77.41
S4	72.52	73.38	76.90

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.30	87.37	79.98
R3	85.54	83.61	78.94
R2	81.78	81.78	78.60
R1	79.85	79.85	78.25	80.82
PP	78.02	78.02	78.02	78.51
S1	76.09	76.09	77.57	77.06
S2	74.26	74.26	77.22
S3	70.50	72.33	76.88
S4	66.74	68.57	75.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.96	76.20	3.76	4.8%	2.12	2.7%	45%	False	False	34,936
10	79.96	73.15	6.81	8.7%	2.14	2.7%	70%	False	False	37,619
20	82.77	73.15	9.62	12.3%	2.17	2.8%	49%	False	False	38,901
40	82.77	71.50	11.27	14.5%	2.33	3.0%	57%	False	False	45,629
60	93.55	71.50	22.05	28.3%	2.38	3.1%	29%	False	False	49,297
80	93.55	71.50	22.05	28.3%	2.15	2.8%	29%	False	False	48,874

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.64
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.75
2.618	83.76
1.618	81.93
1.000	80.80
0.618	80.10
HIGH	78.97
0.618	78.27
0.500	78.06
0.382	77.84
LOW	77.14
0.618	76.01
1.000	75.31
1.618	74.18
2.618	72.35
4.250	69.36

Fisher Pivots for day following 16-Jul-2010
Pivot	1 day	3 day
R1	78.06	78.55
PP	78.01	78.34
S1	77.96	78.12

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

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