NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 19-Aug-2010

Day Change Summary
	Previous	Current
	18-Aug-2010	19-Aug-2010	Change	Change %	Previous Week
Open	77.50	77.05	-0.45	-0.6%	82.49
High	77.64	77.99	0.35	0.5%	83.37
Low	75.99	75.82	-0.17	-0.2%	76.58
Close	77.30	76.15	-1.15	-1.5%	76.94
Range	1.65	2.17	0.52	31.5%	6.79
ATR	1.98	2.00	0.01	0.7%	0.00
Volume	120,895	87,546	-33,349	-27.6%	367,791

Daily Pivots for day following 19-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.16	81.83	77.34
R3	80.99	79.66	76.75
R2	78.82	78.82	76.55
R1	77.49	77.49	76.35	77.07
PP	76.65	76.65	76.65	76.45
S1	75.32	75.32	75.95	74.90
S2	74.48	74.48	75.75
S3	72.31	73.15	75.55
S4	70.14	70.98	74.96

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.33	94.93	80.67
R3	92.54	88.14	78.81
R2	85.75	85.75	78.18
R1	81.35	81.35	77.56	80.16
PP	78.96	78.96	78.96	78.37
S1	74.56	74.56	76.32	73.37
S2	72.17	72.17	75.70
S3	65.38	67.77	75.07
S4	58.59	60.98	73.21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.59	75.82	2.77	3.6%	1.68	2.2%	12%	False	True	84,160
10	84.28	75.82	8.46	11.1%	2.00	2.6%	4%	False	True	73,472
20	84.45	75.82	8.63	11.3%	1.90	2.5%	4%	False	True	62,029
40	84.45	73.15	11.30	14.8%	2.06	2.7%	27%	False	False	50,771
60	84.45	73.15	11.30	14.8%	2.16	2.8%	27%	False	False	49,418
80	93.55	71.50	22.05	29.0%	2.29	3.0%	21%	False	False	52,005
100	93.55	71.50	22.05	29.0%	2.13	2.8%	21%	False	False	51,905

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	87.21
2.618	83.67
1.618	81.50
1.000	80.16
0.618	79.33
HIGH	77.99
0.618	77.16
0.500	76.91
0.382	76.65
LOW	75.82
0.618	74.48
1.000	73.65
1.618	72.31
2.618	70.14
4.250	66.60

Fisher Pivots for day following 19-Aug-2010
Pivot	1 day	3 day
R1	76.91	77.21
PP	76.65	76.85
S1	76.40	76.50

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

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