NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 24-Aug-2010

Day Change Summary
	Previous	Current
	23-Aug-2010	24-Aug-2010	Change	Change %	Previous Week
Open	76.92	74.60	-2.32	-3.0%	77.95
High	77.06	75.50	-1.56	-2.0%	79.57
Low	75.47	74.49	-0.98	-1.3%	76.12
Close	75.78	74.60	-1.18	-1.6%	76.45
Range	1.59	1.01	-0.58	-36.5%	3.45
ATR	1.55	1.54	-0.02	-1.2%	0.00
Volume	6,045	5,979	-66	-1.1%	30,507

Daily Pivots for day following 24-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	77.89	77.26	75.16
R3	76.88	76.25	74.88
R2	75.87	75.87	74.79
R1	75.24	75.24	74.69	75.11
PP	74.86	74.86	74.86	74.80
S1	74.23	74.23	74.51	74.10
S2	73.85	73.85	74.41
S3	72.84	73.22	74.32
S4	71.83	72.21	74.04

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.73	85.54	78.35
R3	84.28	82.09	77.40
R2	80.83	80.83	77.08
R1	78.64	78.64	76.77	78.01
PP	77.38	77.38	77.38	77.07
S1	75.19	75.19	76.13	74.56
S2	73.93	73.93	75.82
S3	70.48	71.74	75.50
S4	67.03	68.29	74.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.89	74.49	4.40	5.9%	1.34	1.8%	3%	False	True	7,362
10	82.30	74.49	7.81	10.5%	1.48	2.0%	1%	False	True	6,063
20	85.34	74.49	10.85	14.5%	1.38	1.9%	1%	False	True	5,866
40	85.34	74.37	10.97	14.7%	1.32	1.8%	2%	False	False	4,313
60	85.34	74.37	10.97	14.7%	1.20	1.6%	2%	False	False	3,745

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.24
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	79.79
2.618	78.14
1.618	77.13
1.000	76.51
0.618	76.12
HIGH	75.50
0.618	75.11
0.500	75.00
0.382	74.88
LOW	74.49
0.618	73.87
1.000	73.48
1.618	72.86
2.618	71.85
4.250	70.20

Fisher Pivots for day following 24-Aug-2010
Pivot	1 day	3 day
R1	75.00	75.93
PP	74.86	75.49
S1	74.73	75.04

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

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