NYMEX Light Sweet Crude Oil Future March 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	85.30	85.00	-0.30	-0.4%	81.61
High	85.21	85.62	0.41	0.5%	82.02
Low	83.85	84.65	0.80	1.0%	79.23
Close	85.30	85.25	-0.05	-0.1%	82.00
Range	1.36	0.97	-0.39	-28.7%	2.79
ATR	1.63	1.58	-0.05	-2.9%	0.00
Volume	3,177	6,633	3,456	108.8%	18,053

Daily Pivots for day following 04-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.08	87.64	85.78
R3	87.11	86.67	85.52
R2	86.14	86.14	85.43
R1	85.70	85.70	85.34	85.92
PP	85.17	85.17	85.17	85.29
S1	84.73	84.73	85.16	84.95
S2	84.20	84.20	85.07
S3	83.23	83.76	84.98
S4	82.26	82.79	84.72

Weekly Pivots for week ending 30-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.45	88.52	83.53
R3	86.66	85.73	82.77
R2	83.87	83.87	82.51
R1	82.94	82.94	82.26	83.41
PP	81.08	81.08	81.08	81.32
S1	80.15	80.15	81.74	80.62
S2	78.29	78.29	81.49
S3	75.50	77.36	81.23
S4	72.71	74.57	80.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.62	79.90	5.72	6.7%	1.60	1.9%	94%	True	False	4,455
10	85.62	79.23	6.39	7.5%	1.50	1.8%	94%	True	False	3,812
20	85.62	77.96	7.66	9.0%	1.41	1.7%	95%	True	False	3,174

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	0.17
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	89.74
2.618	88.16
1.618	87.19
1.000	86.59
0.618	86.22
HIGH	85.62
0.618	85.25
0.500	85.14
0.382	85.02
LOW	84.65
0.618	84.05
1.000	83.68
1.618	83.08
2.618	82.11
4.250	80.53

Fisher Pivots for day following 04-Aug-2010
Pivot	1 day	3 day
R1	85.21	84.86
PP	85.17	84.47
S1	85.14	84.09

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

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