NYMEX Light Sweet Crude Oil Future February 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	78.97	81.35	2.38	3.0%	77.89
High	80.37	81.24	0.87	1.1%	80.65
Low	78.96	80.09	1.13	1.4%	77.66
Close	78.97	81.35	2.38	3.0%	78.77
Range	1.41	1.15	-0.26	-18.4%	2.99
ATR	1.53	1.58	0.05	3.4%	0.00
Volume	4,326	7,169	2,843	65.7%	10,243

Daily Pivots for day following 22-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.34	84.00	81.98
R3	83.19	82.85	81.67
R2	82.04	82.04	81.56
R1	81.70	81.70	81.46	81.93
PP	80.89	80.89	80.89	81.01
S1	80.55	80.55	81.24	80.78
S2	79.74	79.74	81.14
S3	78.59	79.40	81.03
S4	77.44	78.25	80.72

Weekly Pivots for week ending 16-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.00	86.37	80.41
R3	85.01	83.38	79.59
R2	82.02	82.02	79.32
R1	80.39	80.39	79.04	81.21
PP	79.03	79.03	79.03	79.43
S1	77.40	77.40	78.50	78.22
S2	76.04	76.04	78.22
S3	73.05	74.41	77.95
S4	70.06	71.42	77.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.24	78.00	3.24	4.0%	1.23	1.5%	103%	True	False	3,406
10	81.24	77.66	3.58	4.4%	1.17	1.4%	103%	True	False	2,790
20	81.54	74.37	7.17	8.8%	1.14	1.4%	97%	False	False	2,521
40	83.37	74.37	9.00	11.1%	1.12	1.4%	78%	False	False	2,623

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	0.14
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	86.13
2.618	84.25
1.618	83.10
1.000	82.39
0.618	81.95
HIGH	81.24
0.618	80.80
0.500	80.67
0.382	80.53
LOW	80.09
0.618	79.38
1.000	78.94
1.618	78.23
2.618	77.08
4.250	75.20

Fisher Pivots for day following 22-Jul-2010
Pivot	1 day	3 day
R1	81.12	80.85
PP	80.89	80.34
S1	80.67	79.84

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

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