NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 09-Aug-2010

Day Change Summary
	Previous	Current
	06-Aug-2010	09-Aug-2010	Change	Change %	Previous Week
Open	82.90	83.11	0.21	0.3%	81.19
High	84.40	83.86	-0.54	-0.6%	84.73
Low	82.26	83.07	0.81	1.0%	81.19
Close	82.90	83.73	0.83	1.0%	82.90
Range	2.14	0.79	-1.35	-63.1%	3.54
ATR	1.72	1.66	-0.05	-3.1%	0.00
Volume	8,904	10,678	1,774	19.9%	39,480

Daily Pivots for day following 09-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.92	85.62	84.16
R3	85.13	84.83	83.95
R2	84.34	84.34	83.87
R1	84.04	84.04	83.80	84.19
PP	83.55	83.55	83.55	83.63
S1	83.25	83.25	83.66	83.40
S2	82.76	82.76	83.59
S3	81.97	82.46	83.51
S4	81.18	81.67	83.30

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.56	91.77	84.85
R3	90.02	88.23	83.87
R2	86.48	86.48	83.55
R1	84.69	84.69	83.22	85.59
PP	82.94	82.94	82.94	83.39
S1	81.15	81.15	82.58	82.05
S2	79.40	79.40	82.25
S3	75.86	77.61	81.93
S4	72.32	74.07	80.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.73	82.26	2.47	2.9%	1.16	1.4%	60%	False	False	8,777
10	84.73	78.16	6.57	7.8%	1.63	2.0%	85%	False	False	8,302
20	84.73	77.11	7.62	9.1%	1.64	2.0%	87%	False	False	7,326
40	84.73	74.02	10.71	12.8%	1.62	1.9%	91%	False	False	6,118
60	84.73	72.06	12.67	15.1%	1.75	2.1%	92%	False	False	5,908

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	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.22
2.618	85.93
1.618	85.14
1.000	84.65
0.618	84.35
HIGH	83.86
0.618	83.56
0.500	83.47
0.382	83.37
LOW	83.07
0.618	82.58
1.000	82.28
1.618	81.79
2.618	81.00
4.250	79.71

Fisher Pivots for day following 09-Aug-2010
Pivot	1 day	3 day
R1	83.64	83.60
PP	83.55	83.46
S1	83.47	83.33

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

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