NYMEX Light Sweet Crude Oil Future December 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	78.49	79.84	1.35	1.7%	80.18
High	80.41	80.60	0.19	0.2%	81.03
Low	78.00	78.45	0.45	0.6%	77.49
Close	79.99	80.51	0.52	0.7%	80.51
Range	2.41	2.15	-0.26	-10.8%	3.54
ATR	2.13	2.14	0.00	0.1%	0.00
Volume	65,079	50,792	-14,287	-22.0%	225,465

Daily Pivots for day following 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.30	85.56	81.69
R3	84.15	83.41	81.10
R2	82.00	82.00	80.90
R1	81.26	81.26	80.71	81.63
PP	79.85	79.85	79.85	80.04
S1	79.11	79.11	80.31	79.48
S2	77.70	77.70	80.12
S3	75.55	76.96	79.92
S4	73.40	74.81	79.33

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.30	88.94	82.46
R3	86.76	85.40	81.48
R2	83.22	83.22	81.16
R1	81.86	81.86	80.83	82.54
PP	79.68	79.68	79.68	80.02
S1	78.32	78.32	80.19	79.00
S2	76.14	76.14	79.86
S3	72.60	74.78	79.54
S4	69.06	71.24	78.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.03	77.49	3.54	4.4%	2.07	2.6%	85%	False	False	45,093
10	81.03	77.37	3.66	4.5%	2.04	2.5%	86%	False	False	44,211
20	81.03	73.15	7.88	9.8%	2.09	2.6%	93%	False	False	40,915
40	82.77	73.15	9.62	11.9%	2.15	2.7%	77%	False	False	42,417
60	87.40	71.50	15.90	19.7%	2.37	2.9%	57%	False	False	47,722
80	93.55	71.50	22.05	27.4%	2.22	2.8%	41%	False	False	50,011

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	0.57
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.74
2.618	86.23
1.618	84.08
1.000	82.75
0.618	81.93
HIGH	80.60
0.618	79.78
0.500	79.53
0.382	79.27
LOW	78.45
0.618	77.12
1.000	76.30
1.618	74.97
2.618	72.82
4.250	69.31

Fisher Pivots for day following 30-Jul-2010
Pivot	1 day	3 day
R1	80.18	80.02
PP	79.85	79.53
S1	79.53	79.05

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

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