Here is a chromatic exercise. Chromatic scales in this context, are basically nonsense-scales that are to be used for practice and warm-up purposes.
This exercise is one of the most commonly used by many guitarists in the "shred-world". Not only does it tie together most (if not all) of the techniques discussed in the introductory video, it'll teach you the discipline that you may need when it comes to proper execution and use of all 4 left hand fingers. Many people have a tendency to neglect use of the pinky, and in the long-run, that'll only hurt you as... well... you have 4 (sometimes 10!) usable fingers, so why not make use of them?
The scale starts on the 10th fret of the high E string, it then descends one semitone at a time through the chromatic scale until reaching the Eb note of the low E string, at which point, we slide our index finger down to the D note, and begin to ascend back through the scale.
A few things to note: the pattern is very "symmetrical" in the sense that from string to string, we see very common note patterns. For instance, from the high E string to the B, the position simply shifts up one string, and back one fret. This pattern is common to the entire scale with the exception of the B to G string (which is slightly deviated to up 1 string with no position shift). Descending, it is simply reversed; we descend one string, and shift down 1 fret at a time.
The picking hand should be relaxed; be sure that there are no muscles in your right arm in a tense state, and be sure that the only muscles that are being executed are ones that are incorporated in your picking technique. So make sure that shoulder and/or elbow isn't tensed up!
Get it down and experiment with your own. It's definitely an important lick to have in your repetoire of "before-show" warm-ups!