NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 23-Jul-2009

Day Change Summary
	Previous	Current
	22-Jul-2009	23-Jul-2009	Change	Change %	Previous Week
Open	69.67	71.78	2.11	3.0%	64.55
High	71.66	73.26	1.60	2.2%	69.87
Low	69.67	71.76	2.09	3.0%	63.61
Close	71.54	73.26	1.72	2.4%	69.55
Range	1.99	1.50	-0.49	-24.6%	6.26
ATR	1.55	1.56	0.01	0.8%	0.00
Volume	4,469	3,978	-491	-11.0%	18,271

Daily Pivots for day following 23-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.26	76.76	74.09
R3	75.76	75.26	73.67
R2	74.26	74.26	73.54
R1	73.76	73.76	73.40	74.01
PP	72.76	72.76	72.76	72.89
S1	72.26	72.26	73.12	72.51
S2	71.26	71.26	72.99
S3	69.76	70.76	72.85
S4	68.26	69.26	72.44

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	73.26	69.23	4.03	5.5%	1.18	1.6%	100%	True	False	4,216
10	73.26	63.61	9.65	13.2%	1.13	1.5%	100%	True	False	3,742
20	74.84	63.61	11.23	15.3%	1.09	1.5%	86%	False	False	3,683
40	77.20	63.61	13.59	18.6%	1.04	1.4%	71%	False	False	3,056

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	79.64
2.618	77.19
1.618	75.69
1.000	74.76
0.618	74.19
HIGH	73.26
0.618	72.69
0.500	72.51
0.382	72.33
LOW	71.76
0.618	70.83
1.000	70.26
1.618	69.33
2.618	67.83
4.250	65.39

Fisher Pivots for day following 23-Jul-2009
Pivot	1 day	3 day
R1	73.01	72.66
PP	72.76	72.06
S1	72.51	71.47

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

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