NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 12-Oct-2009

Day Change Summary
	Previous	Current
	09-Oct-2009	12-Oct-2009	Change	Change %	Previous Week
Open	75.84	77.56	1.72	2.3%	72.60
High	76.04	77.56	1.52	2.0%	76.04
Low	74.95	76.85	1.90	2.5%	71.85
Close	75.78	77.10	1.32	1.7%	75.78
Range	1.09	0.71	-0.38	-34.9%	4.19
ATR	1.83	1.83	0.00	-0.2%	0.00
Volume	3,146	1,286	-1,860	-59.1%	12,753

Daily Pivots for day following 12-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.30	78.91	77.49
R3	78.59	78.20	77.30
R2	77.88	77.88	77.23
R1	77.49	77.49	77.17	77.33
PP	77.17	77.17	77.17	77.09
S1	76.78	76.78	77.03	76.62
S2	76.46	76.46	76.97
S3	75.75	76.07	76.90
S4	75.04	75.36	76.71

Weekly Pivots for week ending 09-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	87.13	85.64	78.08
R3	82.94	81.45	76.93
R2	78.75	78.75	76.55
R1	77.26	77.26	76.16	78.01
PP	74.56	74.56	74.56	74.93
S1	73.07	73.07	75.40	73.82
S2	70.37	70.37	75.01
S3	66.18	68.88	74.63
S4	61.99	64.69	73.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.56	72.49	5.07	6.6%	1.56	2.0%	91%	True	False	2,541
10	77.56	70.45	7.11	9.2%	1.72	2.2%	94%	True	False	2,327
20	77.56	70.06	7.50	9.7%	1.53	2.0%	94%	True	False	2,409
40	79.61	70.06	9.55	12.4%	1.53	2.0%	74%	False	False	2,745

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	0.43
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	80.58
2.618	79.42
1.618	78.71
1.000	78.27
0.618	78.00
HIGH	77.56
0.618	77.29
0.500	77.21
0.382	77.12
LOW	76.85
0.618	76.41
1.000	76.14
1.618	75.70
2.618	74.99
4.250	73.83

Fisher Pivots for day following 12-Oct-2009
Pivot	1 day	3 day
R1	77.21	76.48
PP	77.17	75.87
S1	77.14	75.25

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

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