NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 18-Aug-2010

Day Change Summary
	Previous	Current
	17-Aug-2010	18-Aug-2010	Change	Change %	Previous Week
Open	79.52	79.13	-0.39	-0.5%	84.05
High	80.08	79.42	-0.66	-0.8%	84.76
Low	78.37	78.12	-0.25	-0.3%	78.00
Close	79.52	79.13	-0.39	-0.5%	78.38
Range	1.71	1.30	-0.41	-24.0%	6.76
ATR	1.61	1.59	-0.01	-0.9%	0.00
Volume	2,247	10,074	7,827	348.3%	33,490

Daily Pivots for day following 18-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.79	82.26	79.85
R3	81.49	80.96	79.49
R2	80.19	80.19	79.37
R1	79.66	79.66	79.25	79.78
PP	78.89	78.89	78.89	78.95
S1	78.36	78.36	79.01	78.48
S2	77.59	77.59	78.89
S3	76.29	77.06	78.77
S4	74.99	75.76	78.42

Weekly Pivots for week ending 13-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	100.66	96.28	82.10
R3	93.90	89.52	80.24
R2	87.14	87.14	79.62
R1	82.76	82.76	79.00	81.57
PP	80.38	80.38	80.38	79.79
S1	76.00	76.00	77.76	74.81
S2	73.62	73.62	77.14
S3	66.86	69.24	76.52
S4	60.10	62.48	74.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.82	78.00	2.82	3.6%	1.42	1.8%	40%	False	False	6,080
10	85.16	78.00	7.16	9.0%	1.30	1.6%	16%	False	False	5,720
20	85.62	78.00	7.62	9.6%	1.40	1.8%	15%	False	False	4,766
40	85.62	74.92	10.70	13.5%	1.44	1.8%	39%	False	False	3,652

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.95
2.618	82.82
1.618	81.52
1.000	80.72
0.618	80.22
HIGH	79.42
0.618	78.92
0.500	78.77
0.382	78.62
LOW	78.12
0.618	77.32
1.000	76.82
1.618	76.02
2.618	74.72
4.250	72.60

Fisher Pivots for day following 18-Aug-2010
Pivot	1 day	3 day
R1	79.01	79.12
PP	78.89	79.11
S1	78.77	79.10

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

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