NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 28-Jul-2010

Day Change Summary
	Previous	Current
	27-Jul-2010	28-Jul-2010	Change	Change %	Previous Week
Open	80.27	80.10	-0.17	-0.2%	79.85
High	81.74	80.10	-1.64	-2.0%	81.95
Low	79.88	79.23	-0.65	-0.8%	78.69
Close	80.27	80.10	-0.17	-0.2%	81.47
Range	1.86	0.87	-0.99	-53.2%	3.26
ATR	1.58	1.54	-0.04	-2.4%	0.00
Volume	3,150	2,458	-692	-22.0%	14,308

Daily Pivots for day following 28-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.42	82.13	80.58
R3	81.55	81.26	80.34
R2	80.68	80.68	80.26
R1	80.39	80.39	80.18	80.54
PP	79.81	79.81	79.81	79.88
S1	79.52	79.52	80.02	79.67
S2	78.94	78.94	79.94
S3	78.07	78.65	79.86
S4	77.20	77.78	79.62

Weekly Pivots for week ending 23-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.48	89.24	83.26
R3	87.22	85.98	82.37
R2	83.96	83.96	82.07
R1	82.72	82.72	81.77	83.34
PP	80.70	80.70	80.70	81.02
S1	79.46	79.46	81.17	80.08
S2	77.44	77.44	80.87
S3	74.18	76.20	80.57
S4	70.92	72.94	79.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.95	79.23	2.72	3.4%	1.40	1.7%	32%	False	True	3,169
10	81.95	78.40	3.55	4.4%	1.47	1.8%	48%	False	False	2,622
20	81.95	74.92	7.03	8.8%	1.45	1.8%	74%	False	False	2,779

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	0.33
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	83.80
2.618	82.38
1.618	81.51
1.000	80.97
0.618	80.64
HIGH	80.10
0.618	79.77
0.500	79.67
0.382	79.56
LOW	79.23
0.618	78.69
1.000	78.36
1.618	77.82
2.618	76.95
4.250	75.53

Fisher Pivots for day following 28-Jul-2010
Pivot	1 day	3 day
R1	79.96	80.52
PP	79.81	80.38
S1	79.67	80.24

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

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