NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 18-Dec-2009

Day Change Summary
	Previous	Current
	17-Dec-2009	18-Dec-2009	Change	Change %	Previous Week
Open	72.74	72.60	-0.14	-0.2%	69.63
High	73.13	74.69	1.56	2.1%	74.69
Low	71.21	72.55	1.34	1.9%	68.59
Close	72.65	73.36	0.71	1.0%	73.36
Range	1.92	2.14	0.22	11.5%	6.10
ATR	2.38	2.36	-0.02	-0.7%	0.00
Volume	298,377	173,958	-124,419	-41.7%	1,347,622

Daily Pivots for day following 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.95	78.80	74.54
R3	77.81	76.66	73.95
R2	75.67	75.67	73.75
R1	74.52	74.52	73.56	75.10
PP	73.53	73.53	73.53	73.82
S1	72.38	72.38	73.16	72.96
S2	71.39	71.39	72.97
S3	69.25	70.24	72.77
S4	67.11	68.10	72.18

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	90.51	88.04	76.72
R3	84.41	81.94	75.04
R2	78.31	78.31	74.48
R1	75.84	75.84	73.92	77.08
PP	72.21	72.21	72.21	72.83
S1	69.74	69.74	72.80	70.98
S2	66.11	66.11	72.24
S3	60.01	63.64	71.68
S4	53.91	57.54	70.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.69	68.59	6.10	8.3%	2.10	2.9%	78%	True	False	269,524
10	76.10	68.59	7.51	10.2%	2.18	3.0%	64%	False	False	347,784
20	79.92	68.59	11.33	15.4%	2.45	3.3%	42%	False	False	342,399
40	82.43	68.59	13.84	18.9%	2.47	3.4%	34%	False	False	226,789
60	82.58	66.10	16.48	22.5%	2.39	3.3%	44%	False	False	168,365
80	82.58	66.10	16.48	22.5%	2.38	3.2%	44%	False	False	130,518
100	82.58	66.10	16.48	22.5%	2.33	3.2%	44%	False	False	106,552
120	82.58	63.01	19.57	26.7%	2.23	3.0%	53%	False	False	90,022

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.41
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.79
2.618	80.29
1.618	78.15
1.000	76.83
0.618	76.01
HIGH	74.69
0.618	73.87
0.500	73.62
0.382	73.37
LOW	72.55
0.618	71.23
1.000	70.41
1.618	69.09
2.618	66.95
4.250	63.46

Fisher Pivots for day following 18-Dec-2009
Pivot	1 day	3 day
R1	73.62	73.12
PP	73.53	72.88
S1	73.45	72.64

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

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