NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 17-Jul-2009

Day Change Summary
	Previous	Current
	16-Jul-2009	17-Jul-2009	Change	Change %	Previous Week
Open	66.86	69.30	2.44	3.6%	64.55
High	68.03	69.87	1.84	2.7%	69.87
Low	66.86	69.23	2.37	3.5%	63.61
Close	68.05	69.55	1.50	2.2%	69.55
Range	1.17	0.64	-0.53	-45.3%	6.26
ATR	1.57	1.59	0.02	1.1%	0.00
Volume	4,616	4,160	-456	-9.9%	18,271

Daily Pivots for day following 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	71.47	71.15	69.90
R3	70.83	70.51	69.73
R2	70.19	70.19	69.67
R1	69.87	69.87	69.61	70.03
PP	69.55	69.55	69.55	69.63
S1	69.23	69.23	69.49	69.39
S2	68.91	68.91	69.43
S3	68.27	68.59	69.37
S4	67.63	67.95	69.20

Weekly Pivots for week ending 17-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.46	84.26	72.99
R3	80.20	78.00	71.27
R2	73.94	73.94	70.70
R1	71.74	71.74	70.12	72.84
PP	67.68	67.68	67.68	68.23
S1	65.48	65.48	68.98	66.58
S2	61.42	61.42	68.40
S3	55.16	59.22	67.83
S4	48.90	52.96	66.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	69.87	63.61	6.26	9.0%	1.12	1.6%	95%	True	False	3,654
10	69.87	63.61	6.26	9.0%	1.08	1.6%	95%	True	False	3,572
20	75.35	63.61	11.74	16.9%	0.98	1.4%	51%	False	False	3,170
40	77.20	63.61	13.59	19.5%	1.00	1.4%	44%	False	False	2,754

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.07
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	72.59
2.618	71.55
1.618	70.91
1.000	70.51
0.618	70.27
HIGH	69.87
0.618	69.63
0.500	69.55
0.382	69.47
LOW	69.23
0.618	68.83
1.000	68.59
1.618	68.19
2.618	67.55
4.250	66.51

Fisher Pivots for day following 17-Jul-2009
Pivot	1 day	3 day
R1	69.55	68.96
PP	69.55	68.38
S1	69.55	67.79

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

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