NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 08-Dec-2009

Day Change Summary
	Previous	Current
	07-Dec-2009	08-Dec-2009	Change	Change %	Previous Week
Open	75.80	74.00	-1.80	-2.4%	76.05
High	76.10	74.39	-1.71	-2.2%	79.04
Low	73.70	72.51	-1.19	-1.6%	74.85
Close	73.93	72.62	-1.31	-1.8%	75.47
Range	2.40	1.88	-0.52	-21.7%	4.19
ATR	2.56	2.51	-0.05	-1.9%	0.00
Volume	411,579	359,248	-52,331	-12.7%	1,663,053

Daily Pivots for day following 08-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.81	77.60	73.65
R3	76.93	75.72	73.14
R2	75.05	75.05	72.96
R1	73.84	73.84	72.79	73.51
PP	73.17	73.17	73.17	73.01
S1	71.96	71.96	72.45	71.63
S2	71.29	71.29	72.28
S3	69.41	70.08	72.10
S4	67.53	68.20	71.59

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	89.02	86.44	77.77
R3	84.83	82.25	76.62
R2	80.64	80.64	76.24
R1	78.06	78.06	75.85	77.26
PP	76.45	76.45	76.45	76.05
S1	73.87	73.87	75.09	73.07
S2	72.26	72.26	74.70
S3	68.07	69.68	74.32
S4	63.88	65.49	73.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.59	72.51	6.08	8.4%	2.33	3.2%	2%	False	True	354,799
10	79.04	72.39	6.65	9.2%	2.69	3.7%	3%	False	False	356,719
20	81.12	72.39	8.73	12.0%	2.49	3.4%	3%	False	False	266,154
40	82.58	72.39	10.19	14.0%	2.46	3.4%	2%	False	False	171,638
60	82.58	66.10	16.48	22.7%	2.42	3.3%	40%	False	False	126,047
80	82.58	66.10	16.48	22.7%	2.38	3.3%	40%	False	False	97,882
100	82.58	66.10	16.48	22.7%	2.30	3.2%	40%	False	False	80,200
120	82.58	63.01	19.57	26.9%	2.21	3.0%	49%	False	False	67,756

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	0.59
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	82.38
2.618	79.31
1.618	77.43
1.000	76.27
0.618	75.55
HIGH	74.39
0.618	73.67
0.500	73.45
0.382	73.23
LOW	72.51
0.618	71.35
1.000	70.63
1.618	69.47
2.618	67.59
4.250	64.52

Fisher Pivots for day following 08-Dec-2009
Pivot	1 day	3 day
R1	73.45	75.21
PP	73.17	74.34
S1	72.90	73.48

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

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