NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 01-Sep-2010

Day Change Summary
	Previous	Current
	31-Aug-2010	01-Sep-2010	Change	Change %	Previous Week
Open	77.68	79.37	1.69	2.2%	76.75
High	79.55	79.60	0.05	0.1%	79.63
Low	77.26	77.98	0.72	0.9%	74.29
Close	77.68	79.37	1.69	2.2%	79.43
Range	2.29	1.62	-0.67	-29.3%	5.34
ATR	1.67	1.68	0.02	1.1%	0.00
Volume	8,759	13,923	5,164	59.0%	33,605

Daily Pivots for day following 01-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.84	83.23	80.26
R3	82.22	81.61	79.82
R2	80.60	80.60	79.67
R1	79.99	79.99	79.52	80.18
PP	78.98	78.98	78.98	79.08
S1	78.37	78.37	79.22	78.56
S2	77.36	77.36	79.07
S3	75.74	76.75	78.92
S4	74.12	75.13	78.48

Weekly Pivots for week ending 27-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.80	91.96	82.37
R3	88.46	86.62	80.90
R2	83.12	83.12	80.41
R1	81.28	81.28	79.92	82.20
PP	77.78	77.78	77.78	78.25
S1	75.94	75.94	78.94	76.86
S2	72.44	72.44	78.45
S3	67.10	70.60	77.96
S4	61.76	65.26	76.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.75	76.76	2.99	3.8%	1.71	2.2%	87%	False	False	10,637
10	79.75	74.29	5.46	6.9%	1.56	2.0%	93%	False	False	7,804
20	85.16	74.29	10.87	13.7%	1.43	1.8%	47%	False	False	6,762
40	85.62	74.29	11.33	14.3%	1.42	1.8%	45%	False	False	4,968

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.49
2.618	83.84
1.618	82.22
1.000	81.22
0.618	80.60
HIGH	79.60
0.618	78.98
0.500	78.79
0.382	78.60
LOW	77.98
0.618	76.98
1.000	76.36
1.618	75.36
2.618	73.74
4.250	71.10

Fisher Pivots for day following 01-Sep-2010
Pivot	1 day	3 day
R1	79.18	79.08
PP	78.98	78.79
S1	78.79	78.51

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

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