NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 03-Aug-2009

Day Change Summary
	Previous	Current
	31-Jul-2009	03-Aug-2009	Change	Change %	Previous Week
Open	71.07	73.21	2.14	3.0%	72.25
High	73.46	75.33	1.87	2.5%	73.46
Low	69.54	72.86	3.32	4.8%	67.58
Close	73.20	75.06	1.86	2.5%	73.20
Range	3.92	2.47	-1.45	-37.0%	5.88
ATR	2.56	2.55	-0.01	-0.3%	0.00
Volume	55,567	73,039	17,472	31.4%	223,995

Daily Pivots for day following 03-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.83	80.91	76.42
R3	79.36	78.44	75.74
R2	76.89	76.89	75.51
R1	75.97	75.97	75.29	76.43
PP	74.42	74.42	74.42	74.65
S1	73.50	73.50	74.83	73.96
S2	71.95	71.95	74.61
S3	69.48	71.03	74.38
S4	67.01	68.56	73.70

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	89.05	87.01	76.43
R3	83.17	81.13	74.82
R2	77.29	77.29	74.28
R1	75.25	75.25	73.74	76.27
PP	71.41	71.41	71.41	71.93
S1	69.37	69.37	72.66	70.39
S2	65.53	65.53	72.12
S3	59.65	63.49	71.58
S4	53.77	57.61	69.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.33	67.58	7.75	10.3%	3.26	4.3%	97%	True	False	52,511
10	75.33	67.58	7.75	10.3%	2.59	3.4%	97%	True	False	50,698
20	75.33	62.21	13.12	17.5%	2.37	3.2%	98%	True	False	46,144
40	76.50	62.21	14.29	19.0%	2.39	3.2%	90%	False	False	40,525
60	76.50	60.66	15.84	21.1%	2.27	3.0%	91%	False	False	37,138
80	76.50	54.92	21.58	28.8%	2.20	2.9%	93%	False	False	32,625
100	76.50	49.66	26.84	35.8%	2.27	3.0%	95%	False	False	30,539
120	76.50	46.14	30.36	40.4%	2.30	3.1%	95%	False	False	29,159

Crabel Price Patterns
NR	True
NR4	True
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	0.53
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	85.83
2.618	81.80
1.618	79.33
1.000	77.80
0.618	76.86
HIGH	75.33
0.618	74.39
0.500	74.10
0.382	73.80
LOW	72.86
0.618	71.33
1.000	70.39
1.618	68.86
2.618	66.39
4.250	62.36

Fisher Pivots for day following 03-Aug-2009
Pivot	1 day	3 day
R1	74.74	73.90
PP	74.42	72.73
S1	74.10	71.57

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

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