NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 27-Aug-2010

Day Change Summary
	Previous	Current
	26-Aug-2010	27-Aug-2010	Change	Change %	Previous Week
Open	74.36	75.34	0.98	1.3%	75.26
High	75.80	77.55	1.75	2.3%	77.55
Low	74.14	74.51	0.37	0.5%	72.35
Close	75.19	77.30	2.11	2.8%	77.30
Range	1.66	3.04	1.38	83.1%	5.20
ATR	1.91	1.99	0.08	4.2%	0.00
Volume	73,349	129,091	55,742	76.0%	369,423

Daily Pivots for day following 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.57	84.48	78.97
R3	82.53	81.44	78.14
R2	79.49	79.49	77.86
R1	78.40	78.40	77.58	78.95
PP	76.45	76.45	76.45	76.73
S1	75.36	75.36	77.02	75.91
S2	73.41	73.41	76.74
S3	70.37	72.32	76.46
S4	67.33	69.28	75.63

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.33	89.52	80.16
R3	86.13	84.32	78.73
R2	80.93	80.93	78.25
R1	79.12	79.12	77.78	80.03
PP	75.73	75.73	75.73	76.19
S1	73.92	73.92	76.82	74.83
S2	70.53	70.53	76.35
S3	65.33	68.72	75.87
S4	60.13	63.52	74.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.55	72.35	5.20	6.7%	2.00	2.6%	95%	True	False	73,884
10	78.59	72.35	6.24	8.1%	1.83	2.4%	79%	False	False	74,292
20	84.45	72.35	12.10	15.7%	1.90	2.5%	41%	False	False	69,406
40	84.45	72.35	12.10	15.7%	2.00	2.6%	41%	False	False	55,160
60	84.45	72.35	12.10	15.7%	2.07	2.7%	41%	False	False	51,413
80	87.40	71.50	15.90	20.6%	2.25	2.9%	36%	False	False	53,143
100	93.55	71.50	22.05	28.5%	2.16	2.8%	26%	False	False	53,890

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	90.47
2.618	85.51
1.618	82.47
1.000	80.59
0.618	79.43
HIGH	77.55
0.618	76.39
0.500	76.03
0.382	75.67
LOW	74.51
0.618	72.63
1.000	71.47
1.618	69.59
2.618	66.55
4.250	61.59

Fisher Pivots for day following 27-Aug-2010
Pivot	1 day	3 day
R1	76.88	76.52
PP	76.45	75.73
S1	76.03	74.95

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

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