NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 30-Jul-2009

Day Change Summary
	Previous	Current
	29-Jul-2009	30-Jul-2009	Change	Change %	Previous Week
Open	71.10	68.00	-3.10	-4.4%	67.72
High	71.27	71.76	0.49	0.7%	72.63
Low	67.58	67.80	0.22	0.3%	67.72
Close	68.10	71.58	3.48	5.1%	72.52
Range	3.69	3.96	0.27	7.3%	4.91
ATR	2.34	2.46	0.12	4.9%	0.00
Volume	37,547	56,207	18,660	49.7%	249,072

Daily Pivots for day following 30-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.26	80.88	73.76
R3	78.30	76.92	72.67
R2	74.34	74.34	72.31
R1	72.96	72.96	71.94	73.65
PP	70.38	70.38	70.38	70.73
S1	69.00	69.00	71.22	69.69
S2	66.42	66.42	70.85
S3	62.46	65.04	70.49
S4	58.50	61.08	69.40

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.69	84.01	75.22
R3	80.78	79.10	73.87
R2	75.87	75.87	73.42
R1	74.19	74.19	72.97	75.03
PP	70.96	70.96	70.96	71.38
S1	69.28	69.28	72.07	70.12
S2	66.05	66.05	71.62
S3	61.14	64.37	71.17
S4	56.23	59.46	69.82

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	73.15	67.58	5.57	7.8%	2.58	3.6%	72%	False	False	46,962
10	73.15	65.62	7.53	10.5%	2.40	3.4%	79%	False	False	46,921
20	73.15	62.21	10.94	15.3%	2.34	3.3%	86%	False	False	44,506
40	76.50	62.21	14.29	20.0%	2.36	3.3%	66%	False	False	39,949
60	76.50	60.54	15.96	22.3%	2.24	3.1%	69%	False	False	35,826
80	76.50	54.92	21.58	30.1%	2.19	3.1%	77%	False	False	31,461
100	76.50	49.46	27.04	37.8%	2.25	3.1%	82%	False	False	29,759
120	76.50	46.14	30.36	42.4%	2.29	3.2%	84%	False	False	28,439

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	88.59
2.618	82.13
1.618	78.17
1.000	75.72
0.618	74.21
HIGH	71.76
0.618	70.25
0.500	69.78
0.382	69.31
LOW	67.80
0.618	65.35
1.000	63.84
1.618	61.39
2.618	57.43
4.250	50.97

Fisher Pivots for day following 30-Jul-2009
Pivot	1 day	3 day
R1	70.98	71.13
PP	70.38	70.67
S1	69.78	70.22

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

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