NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 08-Jul-2010

Day Change Summary
	Previous	Current
	07-Jul-2010	08-Jul-2010	Change	Change %	Previous Week
Open	76.85	78.27	1.42	1.8%	80.93
High	77.16	78.50	1.34	1.7%	80.93
Low	74.60	77.25	2.65	3.6%	74.02
Close	76.85	78.27	1.42	1.8%	74.48
Range	2.56	1.25	-1.31	-51.2%	6.91
ATR	1.92	1.90	-0.02	-1.0%	0.00
Volume	4,860	6,656	1,796	37.0%	27,591

Daily Pivots for day following 08-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.76	81.26	78.96
R3	80.51	80.01	78.61
R2	79.26	79.26	78.50
R1	78.76	78.76	78.38	78.90
PP	78.01	78.01	78.01	78.07
S1	77.51	77.51	78.16	77.65
S2	76.76	76.76	78.04
S3	75.51	76.26	77.93
S4	74.26	75.01	77.58

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	97.21	92.75	78.28
R3	90.30	85.84	76.38
R2	83.39	83.39	75.75
R1	78.93	78.93	75.11	77.71
PP	76.48	76.48	76.48	75.86
S1	72.02	72.02	73.85	70.80
S2	69.57	69.57	73.21
S3	62.66	65.11	72.58
S4	55.75	58.20	70.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.50	74.02	4.48	5.7%	2.06	2.6%	95%	True	False	5,794
10	81.30	74.02	7.28	9.3%	1.79	2.3%	58%	False	False	5,177
20	83.00	74.02	8.98	11.5%	1.60	2.0%	47%	False	False	4,915
40	86.81	72.06	14.75	18.8%	1.81	2.3%	42%	False	False	5,170

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.33
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	83.81
2.618	81.77
1.618	80.52
1.000	79.75
0.618	79.27
HIGH	78.50
0.618	78.02
0.500	77.88
0.382	77.73
LOW	77.25
0.618	76.48
1.000	76.00
1.618	75.23
2.618	73.98
4.250	71.94

Fisher Pivots for day following 08-Jul-2010
Pivot	1 day	3 day
R1	78.14	77.64
PP	78.01	77.00
S1	77.88	76.37

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

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