NYMEX Light Sweet Crude Oil Future April 2011

Trading Metrics calculated at close of trading on 23-Aug-2010

Day Change Summary
	Previous	Current
	20-Aug-2010	23-Aug-2010	Change	Change %	Previous Week
Open	77.28	76.79	-0.49	-0.6%	79.25
High	77.66	76.88	-0.78	-1.0%	80.46
Low	77.24	76.55	-0.69	-0.9%	77.24
Close	77.42	76.79	-0.63	-0.8%	77.42
Range	0.42	0.33	-0.09	-21.4%	3.22
ATR	1.17	1.15	-0.02	-1.8%	0.00
Volume	1,955	2,282	327	16.7%	13,113

Daily Pivots for day following 23-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	77.73	77.59	76.97
R3	77.40	77.26	76.88
R2	77.07	77.07	76.85
R1	76.93	76.93	76.82	76.96
PP	76.74	76.74	76.74	76.75
S1	76.60	76.60	76.76	76.63
S2	76.41	76.41	76.73
S3	76.08	76.27	76.70
S4	75.75	75.94	76.61

Weekly Pivots for week ending 20-Aug-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.03	85.95	79.19
R3	84.81	82.73	78.31
R2	81.59	81.59	78.01
R1	79.51	79.51	77.72	78.94
PP	78.37	78.37	78.37	78.09
S1	76.29	76.29	77.12	75.72
S2	75.15	75.15	76.83
S3	71.93	73.07	76.53
S4	68.71	69.85	75.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.46	76.55	3.91	5.1%	1.07	1.4%	6%	False	True	2,648
10	84.20	76.55	7.65	10.0%	0.86	1.1%	3%	False	True	3,583
20	85.70	76.55	9.15	11.9%	0.63	0.8%	3%	False	True	2,627

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	0.06
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	78.28
2.618	77.74
1.618	77.41
1.000	77.21
0.618	77.08
HIGH	76.88
0.618	76.75
0.500	76.72
0.382	76.68
LOW	76.55
0.618	76.35
1.000	76.22
1.618	76.02
2.618	75.69
4.250	75.15

Fisher Pivots for day following 23-Aug-2010
Pivot	1 day	3 day
R1	76.77	78.38
PP	76.74	77.85
S1	76.72	77.32

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

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