NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 16-Jul-2010

Day Change Summary
	Previous	Current
	15-Jul-2010	16-Jul-2010	Change	Change %	Previous Week
Open	78.92	78.37	-0.55	-0.7%	77.48
High	79.95	78.92	-1.03	-1.3%	80.31
Low	77.85	77.70	-0.15	-0.2%	77.11
Close	78.92	78.37	-0.55	-0.7%	78.37
Range	2.10	1.22	-0.88	-41.9%	3.20
ATR	1.87	1.82	-0.05	-2.5%	0.00
Volume	5,498	3,272	-2,226	-40.5%	25,851

Daily Pivots for day following 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.99	81.40	79.04
R3	80.77	80.18	78.71
R2	79.55	79.55	78.59
R1	78.96	78.96	78.48	78.98
PP	78.33	78.33	78.33	78.34
S1	77.74	77.74	78.26	77.76
S2	77.11	77.11	78.15
S3	75.89	76.52	78.03
S4	74.67	75.30	77.70

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.20	86.48	80.13
R3	85.00	83.28	79.25
R2	81.80	81.80	78.96
R1	80.08	80.08	78.66	80.94
PP	78.60	78.60	78.60	79.03
S1	76.88	76.88	78.08	77.74
S2	75.40	75.40	77.78
S3	72.20	73.68	77.49
S4	69.00	70.48	76.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.31	77.11	3.20	4.1%	1.78	2.3%	39%	False	False	5,170
10	80.31	74.02	6.29	8.0%	1.75	2.2%	69%	False	False	5,662
20	83.00	74.02	8.98	11.5%	1.70	2.2%	48%	False	False	5,178
40	83.00	72.06	10.94	14.0%	1.77	2.3%	58%	False	False	5,160
60	93.29	72.06	21.23	27.1%	1.75	2.2%	30%	False	False	5,138

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.45
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	84.11
2.618	82.11
1.618	80.89
1.000	80.14
0.618	79.67
HIGH	78.92
0.618	78.45
0.500	78.31
0.382	78.17
LOW	77.70
0.618	76.95
1.000	76.48
1.618	75.73
2.618	74.51
4.250	72.52

Fisher Pivots for day following 16-Jul-2010
Pivot	1 day	3 day
R1	78.35	79.01
PP	78.33	78.79
S1	78.31	78.58

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

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