NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 22-Jul-2010

Day Change Summary
	Previous	Current
	21-Jul-2010	22-Jul-2010	Change	Change %	Previous Week
Open	78.56	80.98	2.42	3.1%	77.48
High	80.00	81.00	1.00	1.3%	80.31
Low	78.28	78.64	0.36	0.5%	77.11
Close	78.56	80.98	2.42	3.1%	78.37
Range	1.72	2.36	0.64	37.2%	3.20
ATR	1.78	1.82	0.05	2.7%	0.00
Volume	5,732	14,433	8,701	151.8%	25,851

Daily Pivots for day following 22-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.29	86.49	82.28
R3	84.93	84.13	81.63
R2	82.57	82.57	81.41
R1	81.77	81.77	81.20	82.16
PP	80.21	80.21	80.21	80.40
S1	79.41	79.41	80.76	79.80
S2	77.85	77.85	80.55
S3	75.49	77.05	80.33
S4	73.13	74.69	79.68

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	81.00	77.70	3.30	4.1%	1.67	2.1%	99%	True	False	6,162
10	81.00	77.11	3.89	4.8%	1.72	2.1%	99%	True	False	6,031
20	81.30	74.02	7.28	9.0%	1.76	2.2%	96%	False	False	5,604
40	83.00	74.02	8.98	11.1%	1.73	2.1%	78%	False	False	5,200
60	93.29	72.06	21.23	26.2%	1.82	2.3%	42%	False	False	5,324

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	0.37
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	91.03
2.618	87.18
1.618	84.82
1.000	83.36
0.618	82.46
HIGH	81.00
0.618	80.10
0.500	79.82
0.382	79.54
LOW	78.64
0.618	77.18
1.000	76.28
1.618	74.82
2.618	72.46
4.250	68.61

Fisher Pivots for day following 22-Jul-2010
Pivot	1 day	3 day
R1	80.59	80.47
PP	80.21	79.97
S1	79.82	79.46

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

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