NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 03-Aug-2010

Day Change Summary
	Previous	Current
	02-Aug-2010	03-Aug-2010	Change	Change %	Previous Week
Open	81.19	83.28	2.09	2.6%	80.81
High	83.56	84.52	0.96	1.1%	81.45
Low	81.19	83.20	2.01	2.5%	78.16
Close	83.30	84.52	1.22	1.5%	81.06
Range	2.37	1.32	-1.05	-44.3%	3.29
ATR	1.84	1.81	-0.04	-2.0%	0.00
Volume	6,270	8,911	2,641	42.1%	40,951

Daily Pivots for day following 03-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.04	87.60	85.25
R3	86.72	86.28	84.88
R2	85.40	85.40	84.76
R1	84.96	84.96	84.64	85.18
PP	84.08	84.08	84.08	84.19
S1	83.64	83.64	84.40	83.86
S2	82.76	82.76	84.28
S3	81.44	82.32	84.16
S4	80.12	81.00	83.79

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.09	88.87	82.87
R3	86.80	85.58	81.96
R2	83.51	83.51	81.66
R1	82.29	82.29	81.36	82.90
PP	80.22	80.22	80.22	80.53
S1	79.00	79.00	80.76	79.61
S2	76.93	76.93	80.46
S3	73.64	75.71	80.16
S4	70.35	72.42	79.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.52	78.16	6.36	7.5%	1.85	2.2%	100%	True	False	8,633
10	84.52	78.16	6.36	7.5%	1.79	2.1%	100%	True	False	8,393
20	84.52	74.60	9.92	11.7%	1.75	2.1%	100%	True	False	6,780
40	84.52	74.02	10.50	12.4%	1.66	2.0%	100%	True	False	5,842
60	86.81	72.06	14.75	17.5%	1.80	2.1%	84%	False	False	5,678

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	0.33
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	90.13
2.618	87.98
1.618	86.66
1.000	85.84
0.618	85.34
HIGH	84.52
0.618	84.02
0.500	83.86
0.382	83.70
LOW	83.20
0.618	82.38
1.000	81.88
1.618	81.06
2.618	79.74
4.250	77.59

Fisher Pivots for day following 03-Aug-2010
Pivot	1 day	3 day
R1	84.30	83.62
PP	84.08	82.72
S1	83.86	81.82

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

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