NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 04-Aug-2010

Day Change Summary
	Previous	Current
	03-Aug-2010	04-Aug-2010	Change	Change %	Previous Week
Open	83.61	84.67	1.06	1.3%	81.23
High	84.90	85.34	0.44	0.5%	81.79
Low	83.49	84.32	0.83	1.0%	78.81
Close	84.93	84.89	-0.04	0.0%	81.55
Range	1.41	1.02	-0.39	-27.7%	2.98
ATR	1.59	1.55	-0.04	-2.6%	0.00
Volume	3,468	5,849	2,381	68.7%	23,706

Daily Pivots for day following 04-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.91	87.42	85.45
R3	86.89	86.40	85.17
R2	85.87	85.87	85.08
R1	85.38	85.38	84.98	85.63
PP	84.85	84.85	84.85	84.97
S1	84.36	84.36	84.80	84.61
S2	83.83	83.83	84.70
S3	82.81	83.34	84.61
S4	81.79	82.32	84.33

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.66	88.58	83.19
R3	86.68	85.60	82.37
R2	83.70	83.70	82.10
R1	82.62	82.62	81.82	83.16
PP	80.72	80.72	80.72	80.99
S1	79.64	79.64	81.28	80.18
S2	77.74	77.74	81.00
S3	74.76	76.66	80.73
S4	71.78	73.68	79.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.34	79.18	6.16	7.3%	1.60	1.9%	93%	True	False	5,017
10	85.34	78.81	6.53	7.7%	1.43	1.7%	93%	True	False	4,836
20	85.34	77.66	7.68	9.0%	1.29	1.5%	94%	True	False	3,612
40	85.34	74.37	10.97	12.9%	1.21	1.4%	96%	True	False	3,034

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.22
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	89.68
2.618	88.01
1.618	86.99
1.000	86.36
0.618	85.97
HIGH	85.34
0.618	84.95
0.500	84.83
0.382	84.71
LOW	84.32
0.618	83.69
1.000	83.30
1.618	82.67
2.618	81.65
4.250	79.99

Fisher Pivots for day following 04-Aug-2010
Pivot	1 day	3 day
R1	84.87	84.44
PP	84.85	83.99
S1	84.83	83.55

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

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