NYMEX Light Sweet Crude Oil Future June 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 | 79.14 | 77.66 | -1.48 | -1.9% | 79.55 |  
                        | High | 79.19 | 78.83 | -0.36 | -0.5% | 81.45 |  
                        | Low | 78.00 | 77.37 | -0.63 | -0.8% | 78.00 |  
                        | Close | 78.25 | 77.66 | -0.59 | -0.8% | 78.25 |  
                        | Range | 1.19 | 1.46 | 0.27 | 22.7% | 3.45 |  
                        | ATR | 1.63 | 1.62 | -0.01 | -0.8% | 0.00 |  
                        | Volume | 8,346 | 5,771 | -2,575 | -30.9% | 41,296 |  | 
    
| 
        
            | Daily Pivots for day following 23-Aug-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 82.33 | 81.46 | 78.46 |  |  
                | R3 | 80.87 | 80.00 | 78.06 |  |  
                | R2 | 79.41 | 79.41 | 77.93 |  |  
                | R1 | 78.54 | 78.54 | 77.79 | 78.39 |  
                | PP | 77.95 | 77.95 | 77.95 | 77.88 |  
                | S1 | 77.08 | 77.08 | 77.53 | 76.93 |  
                | S2 | 76.49 | 76.49 | 77.39 |  |  
                | S3 | 75.03 | 75.62 | 77.26 |  |  
                | S4 | 73.57 | 74.16 | 76.86 |  |  | 
        
            | Weekly Pivots for week ending 20-Aug-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 89.58 | 87.37 | 80.15 |  |  
                | R3 | 86.13 | 83.92 | 79.20 |  |  
                | R2 | 82.68 | 82.68 | 78.88 |  |  
                | R1 | 80.47 | 80.47 | 78.57 | 79.85 |  
                | PP | 79.23 | 79.23 | 79.23 | 78.93 |  
                | S1 | 77.02 | 77.02 | 77.93 | 76.40 |  
                | S2 | 75.78 | 75.78 | 77.62 |  |  
                | S3 | 72.33 | 73.57 | 77.30 |  |  
                | S4 | 68.88 | 70.12 | 76.35 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 85.04 |  
            | 2.618 | 82.65 |  
            | 1.618 | 81.19 |  
            | 1.000 | 80.29 |  
            | 0.618 | 79.73 |  
            | HIGH | 78.83 |  
            | 0.618 | 78.27 |  
            | 0.500 | 78.10 |  
            | 0.382 | 77.93 |  
            | LOW | 77.37 |  
            | 0.618 | 76.47 |  
            | 1.000 | 75.91 |  
            | 1.618 | 75.01 |  
            | 2.618 | 73.55 |  
            | 4.250 | 71.17 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Aug-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 78.10 | 78.91 |  
                                | PP | 77.95 | 78.49 |  
                                | S1 | 77.81 | 78.08 |  |