NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 18-Aug-2010

Day Change Summary
	Previous	Current
	17-Aug-2010	18-Aug-2010	Change	Change %	Previous Week
Open	78.45	78.26	-0.19	-0.2%	83.11
High	79.07	78.31	-0.76	-1.0%	83.86
Low	77.44	76.79	-0.65	-0.8%	77.14
Close	78.45	78.01	-0.44	-0.6%	77.49
Range	1.63	1.52	-0.11	-6.7%	6.72
ATR	1.74	1.74	-0.01	-0.3%	0.00
Volume	7,690	22,896	15,206	197.7%	61,561

Daily Pivots for day following 18-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.26	81.66	78.85
R3	80.74	80.14	78.43
R2	79.22	79.22	78.29
R1	78.62	78.62	78.15	78.16
PP	77.70	77.70	77.70	77.48
S1	77.10	77.10	77.87	76.64
S2	76.18	76.18	77.73
S3	74.66	75.58	77.59
S4	73.14	74.06	77.17

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.66	95.29	81.19
R3	92.94	88.57	79.34
R2	86.22	86.22	78.72
R1	81.85	81.85	78.11	80.68
PP	79.50	79.50	79.50	78.91
S1	75.13	75.13	76.87	73.96
S2	72.78	72.78	76.26
S3	66.06	68.41	75.64
S4	59.34	61.69	73.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.98	76.79	3.19	4.1%	1.58	2.0%	38%	False	True	14,112
10	84.40	76.79	7.61	9.8%	1.54	2.0%	16%	False	True	11,604
20	84.73	76.79	7.94	10.2%	1.62	2.1%	15%	False	True	10,058
40	84.73	74.02	10.71	13.7%	1.69	2.2%	37%	False	False	7,555
60	84.73	72.06	12.67	16.2%	1.70	2.2%	47%	False	False	6,655
80	93.29	72.06	21.23	27.2%	1.76	2.3%	28%	False	False	6,352

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.37
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.77
2.618	82.29
1.618	80.77
1.000	79.83
0.618	79.25
HIGH	78.31
0.618	77.73
0.500	77.55
0.382	77.37
LOW	76.79
0.618	75.85
1.000	75.27
1.618	74.33
2.618	72.81
4.250	70.33

Fisher Pivots for day following 18-Aug-2010
Pivot	1 day	3 day
R1	77.86	77.98
PP	77.70	77.96
S1	77.55	77.93

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

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