NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 04-Jan-2010

Day Change Summary
	Previous	Current
	31-Dec-2009	04-Jan-2010	Change	Change %	Previous Week
Open	82.92	84.81	1.89	2.3%	82.68
High	83.72	84.79	1.07	1.3%	83.72
Low	83.23	84.33	1.10	1.3%	82.56
Close	82.92	84.81	1.89	2.3%	82.92
Range	0.49	0.46	-0.03	-6.1%	1.16
ATR	1.17	1.22	0.05	4.3%	0.00
Volume	1,630	1,219	-411	-25.2%	4,096

Daily Pivots for day following 04-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.02	85.88	85.06
R3	85.56	85.42	84.94
R2	85.10	85.10	84.89
R1	84.96	84.96	84.85	85.04
PP	84.64	84.64	84.64	84.69
S1	84.50	84.50	84.77	84.58
S2	84.18	84.18	84.73
S3	83.72	84.04	84.68
S4	83.26	83.58	84.56

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.55	85.89	83.56
R3	85.39	84.73	83.24
R2	84.23	84.23	83.13
R1	83.57	83.57	83.03	83.90
PP	83.07	83.07	83.07	83.23
S1	82.41	82.41	82.81	82.74
S2	81.91	81.91	82.71
S3	80.75	81.25	82.60
S4	79.59	80.09	82.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.79	82.56	2.23	2.6%	0.45	0.5%	101%	True	False	1,063
10	84.79	77.51	7.28	8.6%	0.84	1.0%	100%	True	False	1,674
20	84.79	77.20	7.59	8.9%	0.93	1.1%	100%	True	False	2,349
40	85.15	77.20	7.95	9.4%	1.02	1.2%	96%	False	False	2,380

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.03
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	86.75
2.618	85.99
1.618	85.53
1.000	85.25
0.618	85.07
HIGH	84.79
0.618	84.61
0.500	84.56
0.382	84.51
LOW	84.33
0.618	84.05
1.000	83.87
1.618	83.59
2.618	83.13
4.250	82.38

Fisher Pivots for day following 04-Jan-2010
Pivot	1 day	3 day
R1	84.73	84.43
PP	84.64	84.06
S1	84.56	83.68

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

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