NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 31-Dec-2009

Day Change Summary
	Previous	Current
	30-Dec-2009	31-Dec-2009	Change	Change %	Previous Week
Open	83.15	82.92	-0.23	-0.3%	78.13
High	83.39	83.72	0.33	0.4%	81.81
Low	82.57	83.23	0.66	0.8%	77.51
Close	83.15	82.92	-0.23	-0.3%	81.85
Range	0.82	0.49	-0.33	-40.2%	4.30
ATR	1.21	1.17	-0.05	-3.8%	0.00
Volume	778	1,630	852	109.5%	9,313

Daily Pivots for day following 31-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.76	84.33	83.19
R3	84.27	83.84	83.05
R2	83.78	83.78	83.01
R1	83.35	83.35	82.96	83.17
PP	83.29	83.29	83.29	83.20
S1	82.86	82.86	82.88	82.68
S2	82.80	82.80	82.83
S3	82.31	82.37	82.79
S4	81.82	81.88	82.65

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.29	91.87	84.22
R3	88.99	87.57	83.03
R2	84.69	84.69	82.64
R1	83.27	83.27	82.24	83.98
PP	80.39	80.39	80.39	80.75
S1	78.97	78.97	81.46	79.68
S2	76.09	76.09	81.06
S3	71.79	74.67	80.67
S4	67.49	70.37	79.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.72	80.30	3.42	4.1%	0.66	0.8%	77%	True	False	1,085
10	83.72	77.51	6.21	7.5%	0.81	1.0%	87%	True	False	1,959
20	84.79	77.20	7.59	9.2%	0.92	1.1%	75%	False	False	2,453
40	85.15	77.20	7.95	9.6%	1.01	1.2%	72%	False	False	2,442

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.80
2.618	85.00
1.618	84.51
1.000	84.21
0.618	84.02
HIGH	83.72
0.618	83.53
0.500	83.48
0.382	83.42
LOW	83.23
0.618	82.93
1.000	82.74
1.618	82.44
2.618	81.95
4.250	81.15

Fisher Pivots for day following 31-Dec-2009
Pivot	1 day	3 day
R1	83.48	83.15
PP	83.29	83.07
S1	83.11	83.00

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

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