NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 11-Aug-2010

Day Change Summary
	Previous	Current
	10-Aug-2010	11-Aug-2010	Change	Change %	Previous Week
Open	83.05	80.87	-2.18	-2.6%	81.75
High	83.38	82.30	-1.08	-1.3%	85.34
Low	82.39	80.63	-1.76	-2.1%	81.75
Close	83.05	80.87	-2.18	-2.6%	83.40
Range	0.99	1.67	0.68	68.7%	3.59
ATR	1.49	1.56	0.07	4.4%	0.00
Volume	8,580	5,146	-3,434	-40.0%	24,765

Daily Pivots for day following 11-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.28	85.24	81.79
R3	84.61	83.57	81.33
R2	82.94	82.94	81.18
R1	81.90	81.90	81.02	81.71
PP	81.27	81.27	81.27	81.17
S1	80.23	80.23	80.72	80.04
S2	79.60	79.60	80.56
S3	77.93	78.56	80.41
S4	76.26	76.89	79.95

Weekly Pivots for week ending 06-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.27	92.42	85.37
R3	90.68	88.83	84.39
R2	87.09	87.09	84.06
R1	85.24	85.24	83.73	86.17
PP	83.50	83.50	83.50	83.96
S1	81.65	81.65	83.07	82.58
S2	79.91	79.91	82.74
S3	76.32	78.06	82.41
S4	72.73	74.47	81.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.56	80.63	3.93	4.9%	1.09	1.3%	6%	False	True	6,385
10	85.34	79.18	6.16	7.6%	1.35	1.7%	27%	False	False	5,701
20	85.34	78.00	7.34	9.1%	1.32	1.6%	39%	False	False	4,611
40	85.34	74.37	10.97	13.6%	1.16	1.4%	59%	False	False	3,387

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	89.40
2.618	86.67
1.618	85.00
1.000	83.97
0.618	83.33
HIGH	82.30
0.618	81.66
0.500	81.47
0.382	81.27
LOW	80.63
0.618	79.60
1.000	78.96
1.618	77.93
2.618	76.26
4.250	73.53

Fisher Pivots for day following 11-Aug-2010
Pivot	1 day	3 day
R1	81.47	82.47
PP	81.27	81.93
S1	81.07	81.40

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

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