NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 12-Aug-2010

Day Change Summary
	Previous	Current
	11-Aug-2010	12-Aug-2010	Change	Change %	Previous Week
Open	82.10	79.10	-3.00	-3.7%	80.51
High	82.10	79.69	-2.41	-2.9%	84.45
Low	79.22	77.02	-2.20	-2.8%	80.44
Close	79.78	77.31	-2.47	-3.1%	82.35
Range	2.88	2.67	-0.21	-7.3%	4.01
ATR	2.07	2.12	0.05	2.4%	0.00
Volume	57,685	71,974	14,289	24.8%	277,410

Daily Pivots for day following 12-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.02	84.33	78.78
R3	83.35	81.66	78.04
R2	80.68	80.68	77.80
R1	78.99	78.99	77.55	78.50
PP	78.01	78.01	78.01	77.76
S1	76.32	76.32	77.07	75.83
S2	75.34	75.34	76.82
S3	72.67	73.65	76.58
S4	70.00	70.98	75.84

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.44	92.41	84.56
R3	90.43	88.40	83.45
R2	86.42	86.42	83.09
R1	84.39	84.39	82.72	85.41
PP	82.41	82.41	82.41	82.92
S1	80.38	80.38	81.98	81.40
S2	78.40	78.40	81.61
S3	74.39	76.37	81.25
S4	70.38	72.36	80.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.28	77.02	7.26	9.4%	2.32	3.0%	4%	False	True	62,783
10	84.45	77.02	7.43	9.6%	2.03	2.6%	4%	False	True	58,886
20	84.45	77.02	7.43	9.6%	2.02	2.6%	4%	False	True	50,587
40	84.45	73.15	11.30	14.6%	2.08	2.7%	37%	False	False	45,186
60	84.45	71.50	12.95	16.8%	2.23	2.9%	45%	False	False	47,723
80	93.55	71.50	22.05	28.5%	2.29	3.0%	26%	False	False	49,835
100	93.55	71.50	22.05	28.5%	2.12	2.7%	26%	False	False	49,190

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	0.31
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.04
2.618	86.68
1.618	84.01
1.000	82.36
0.618	81.34
HIGH	79.69
0.618	78.67
0.500	78.36
0.382	78.04
LOW	77.02
0.618	75.37
1.000	74.35
1.618	72.70
2.618	70.03
4.250	65.67

Fisher Pivots for day following 12-Aug-2010
Pivot	1 day	3 day
R1	78.36	80.13
PP	78.01	79.19
S1	77.66	78.25

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

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