NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 01-Sep-2010

Day Change Summary
	Previous	Current
	31-Aug-2010	01-Sep-2010	Change	Change %	Previous Week
Open	76.67	76.86	0.19	0.2%	75.26
High	77.36	77.27	-0.09	-0.1%	77.55
Low	74.64	74.82	0.18	0.2%	72.35
Close	75.10	76.86	1.76	2.3%	77.30
Range	2.72	2.45	-0.27	-9.9%	5.20
ATR	1.99	2.02	0.03	1.6%	0.00
Volume	89,914	131,794	41,880	46.6%	369,423

Daily Pivots for day following 01-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.67	82.71	78.21
R3	81.22	80.26	77.53
R2	78.77	78.77	77.31
R1	77.81	77.81	77.08	78.09
PP	76.32	76.32	76.32	76.45
S1	75.36	75.36	76.64	75.64
S2	73.87	73.87	76.41
S3	71.42	72.91	76.19
S4	68.97	70.46	75.51

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	77.80	74.14	3.66	4.8%	2.22	2.9%	74%	False	False	115,367
10	77.99	72.35	5.64	7.3%	2.01	2.6%	80%	False	False	89,118
20	84.28	72.35	11.93	15.5%	1.94	2.5%	38%	False	False	79,578
40	84.45	72.35	12.10	15.7%	1.96	2.6%	37%	False	False	61,329
60	84.45	72.35	12.10	15.7%	2.04	2.6%	37%	False	False	54,739
80	86.52	71.50	15.02	19.5%	2.20	2.9%	36%	False	False	55,020
100	93.55	71.50	22.05	28.7%	2.18	2.8%	24%	False	False	55,871

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.68
2.618	83.68
1.618	81.23
1.000	79.72
0.618	78.78
HIGH	77.27
0.618	76.33
0.500	76.05
0.382	75.76
LOW	74.82
0.618	73.31
1.000	72.37
1.618	70.86
2.618	68.41
4.250	64.41

Fisher Pivots for day following 01-Sep-2010
Pivot	1 day	3 day
R1	76.59	76.65
PP	76.32	76.43
S1	76.05	76.22

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

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