NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 02-Sep-2010

Day Change Summary
	Previous	Current
	01-Sep-2010	02-Sep-2010	Change	Change %	Previous Week
Open	77.90	77.77	-0.13	-0.2%	76.00
High	78.23	78.47	0.24	0.3%	78.40
Low	76.11	76.75	0.64	0.8%	73.12
Close	77.90	78.43	0.53	0.7%	78.15
Range	2.12	1.72	-0.40	-18.9%	5.28
ATR	1.84	1.84	-0.01	-0.5%	0.00
Volume	38,592	34,877	-3,715	-9.6%	93,254

Daily Pivots for day following 02-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.04	82.46	79.38
R3	81.32	80.74	78.90
R2	79.60	79.60	78.75
R1	79.02	79.02	78.59	79.31
PP	77.88	77.88	77.88	78.03
S1	77.30	77.30	78.27	77.59
S2	76.16	76.16	78.11
S3	74.44	75.58	77.96
S4	72.72	73.86	77.48

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.40	90.55	81.05
R3	87.12	85.27	79.60
R2	81.84	81.84	79.12
R1	79.99	79.99	78.63	80.92
PP	76.56	76.56	76.56	77.02
S1	74.71	74.71	77.67	75.64
S2	71.28	71.28	77.18
S3	66.00	69.43	76.70
S4	60.72	64.15	75.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.63	75.52	3.11	4.0%	2.08	2.6%	94%	False	False	33,632
10	78.63	73.12	5.51	7.0%	1.87	2.4%	96%	False	False	24,467
20	84.40	73.12	11.28	14.4%	1.76	2.2%	47%	False	False	18,731
40	84.73	73.12	11.61	14.8%	1.70	2.2%	46%	False	False	12,852
60	84.73	73.12	11.61	14.8%	1.66	2.1%	46%	False	False	10,207
80	86.81	72.06	14.75	18.8%	1.76	2.2%	43%	False	False	9,011

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	0.42
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	85.78
2.618	82.97
1.618	81.25
1.000	80.19
0.618	79.53
HIGH	78.47
0.618	77.81
0.500	77.61
0.382	77.41
LOW	76.75
0.618	75.69
1.000	75.03
1.618	73.97
2.618	72.25
4.250	69.44

Fisher Pivots for day following 02-Sep-2010
Pivot	1 day	3 day
R1	78.16	77.99
PP	77.88	77.55
S1	77.61	77.11

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

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