NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 05-May-2009

Day Change Summary
	Previous	Current
	04-May-2009	05-May-2009	Change	Change %	Previous Week
Open	59.99	62.05	2.06	3.4%	56.67
High	62.28	62.30	0.02	0.0%	60.35
Low	59.99	61.41	1.42	2.4%	56.57
Close	62.22	61.50	-0.72	-1.2%	60.35
Range	2.29	0.89	-1.40	-61.1%	3.78
ATR	1.66	1.60	-0.05	-3.3%	0.00
Volume	2,085	1,311	-774	-37.1%	7,280

Daily Pivots for day following 05-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	64.41	63.84	61.99
R3	63.52	62.95	61.74
R2	62.63	62.63	61.66
R1	62.06	62.06	61.58	61.90
PP	61.74	61.74	61.74	61.66
S1	61.17	61.17	61.42	61.01
S2	60.85	60.85	61.34
S3	59.96	60.28	61.26
S4	59.07	59.39	61.01

Weekly Pivots for week ending 01-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	70.43	69.17	62.43
R3	66.65	65.39	61.39
R2	62.87	62.87	61.04
R1	61.61	61.61	60.70	62.24
PP	59.09	59.09	59.09	59.41
S1	57.83	57.83	60.00	58.46
S2	55.31	55.31	59.66
S3	51.53	54.05	59.31
S4	47.75	50.27	58.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.30	57.44	4.86	7.9%	1.54	2.5%	84%	True	False	1,327
10	62.30	56.45	5.85	9.5%	1.06	1.7%	86%	True	False	1,633
20	62.41	56.18	6.23	10.1%	1.00	1.6%	85%	False	False	1,710
40	62.42	50.10	12.32	20.0%	1.23	2.0%	93%	False	False	1,941

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	0.09
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	66.08
2.618	64.63
1.618	63.74
1.000	63.19
0.618	62.85
HIGH	62.30
0.618	61.96
0.500	61.86
0.382	61.75
LOW	61.41
0.618	60.86
1.000	60.52
1.618	59.97
2.618	59.08
4.250	57.63

Fisher Pivots for day following 05-May-2009
Pivot	1 day	3 day
R1	61.86	60.96
PP	61.74	60.41
S1	61.62	59.87

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

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