NYMEX Light Sweet Crude Oil Future February 2010

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

Day Change Summary
	Previous	Current
	07-Jul-2009	08-Jul-2009	Change	Change %	Previous Week
Open	68.27	66.85	-1.42	-2.1%	74.40
High	68.27	66.87	-1.40	-2.1%	74.84
Low	67.27	65.25	-2.02	-3.0%	71.05
Close	67.60	65.35	-2.25	-3.3%	71.14
Range	1.00	1.62	0.62	62.0%	3.79
ATR	1.59	1.64	0.05	3.4%	0.00
Volume	2,888	4,284	1,396	48.3%	12,240

Daily Pivots for day following 08-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	70.68	69.64	66.24
R3	69.06	68.02	65.80
R2	67.44	67.44	65.65
R1	66.40	66.40	65.50	66.11
PP	65.82	65.82	65.82	65.68
S1	64.78	64.78	65.20	64.49
S2	64.20	64.20	65.05
S3	62.58	63.16	64.90
S4	60.96	61.54	64.46

Weekly Pivots for week ending 03-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.71	81.22	73.22
R3	79.92	77.43	72.18
R2	76.13	76.13	71.83
R1	73.64	73.64	71.49	72.99
PP	72.34	72.34	72.34	72.02
S1	69.85	69.85	70.79	69.20
S2	68.55	68.55	70.45
S3	64.76	66.06	70.10
S4	60.97	62.27	69.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.05	65.25	8.80	13.5%	1.15	1.8%	1%	False	True	3,324
10	74.84	65.25	9.59	14.7%	1.05	1.6%	1%	False	True	3,319
20	77.20	65.25	11.95	18.3%	0.93	1.4%	1%	False	True	2,739

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.10
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	73.76
2.618	71.11
1.618	69.49
1.000	68.49
0.618	67.87
HIGH	66.87
0.618	66.25
0.500	66.06
0.382	65.87
LOW	65.25
0.618	64.25
1.000	63.63
1.618	62.63
2.618	61.01
4.250	58.37

Fisher Pivots for day following 08-Jul-2009
Pivot	1 day	3 day
R1	66.06	67.47
PP	65.82	66.76
S1	65.59	66.06

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

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