NYMEX Light Sweet Crude Oil Future January 2010

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

Day Change Summary
	Previous	Current
	04-Aug-2009	05-Aug-2009	Change	Change %	Previous Week
Open	75.08	76.52	1.44	1.9%	73.77
High	76.80	77.15	0.35	0.5%	74.04
Low	74.99	75.55	0.56	0.7%	68.55
Close	76.44	77.15	0.71	0.9%	73.95
Range	1.81	1.60	-0.21	-11.6%	5.49
ATR	2.15	2.11	-0.04	-1.8%	0.00
Volume	16,024	7,928	-8,096	-50.5%	48,170

Daily Pivots for day following 05-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.42	80.88	78.03
R3	79.82	79.28	77.59
R2	78.22	78.22	77.44
R1	77.68	77.68	77.30	77.95
PP	76.62	76.62	76.62	76.75
S1	76.08	76.08	77.00	76.35
S2	75.02	75.02	76.86
S3	73.42	74.48	76.71
S4	71.82	72.88	76.27

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.65	86.79	76.97
R3	83.16	81.30	75.46
R2	77.67	77.67	74.96
R1	75.81	75.81	74.45	76.74
PP	72.18	72.18	72.18	72.65
S1	70.32	70.32	73.45	71.25
S2	66.69	66.69	72.94
S3	61.20	64.83	72.44
S4	55.71	59.34	70.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.15	69.33	7.82	10.1%	2.37	3.1%	100%	True	False	11,395
10	77.15	68.55	8.60	11.1%	2.16	2.8%	100%	True	False	10,880
20	77.15	63.01	14.14	18.3%	1.88	2.4%	100%	True	False	8,733
40	77.15	63.01	14.14	18.3%	1.80	2.3%	100%	True	False	6,663
60	77.15	61.52	15.63	20.3%	1.64	2.1%	100%	True	False	5,400
80	77.15	56.18	20.97	27.2%	1.50	1.9%	100%	True	False	4,484
100	77.15	51.78	25.37	32.9%	1.46	1.9%	100%	True	False	3,991

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.35
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	83.95
2.618	81.34
1.618	79.74
1.000	78.75
0.618	78.14
HIGH	77.15
0.618	76.54
0.500	76.35
0.382	76.16
LOW	75.55
0.618	74.56
1.000	73.95
1.618	72.96
2.618	71.36
4.250	68.75

Fisher Pivots for day following 05-Aug-2009
Pivot	1 day	3 day
R1	76.88	76.66
PP	76.62	76.16
S1	76.35	75.67

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

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