NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 27-Jul-2009

Day Change Summary
	Previous	Current
	24-Jul-2009	27-Jul-2009	Change	Change %	Previous Week
Open	73.21	73.69	0.48	0.7%	70.50
High	74.06	74.18	0.12	0.2%	74.06
Low	73.02	73.52	0.50	0.7%	69.67
Close	74.06	73.88	-0.18	-0.2%	74.06
Range	1.04	0.66	-0.38	-36.5%	4.39
ATR	1.53	1.47	-0.06	-4.1%	0.00
Volume	7,762	5,365	-2,397	-30.9%	24,682

Daily Pivots for day following 27-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	75.84	75.52	74.24
R3	75.18	74.86	74.06
R2	74.52	74.52	74.00
R1	74.20	74.20	73.94	74.36
PP	73.86	73.86	73.86	73.94
S1	73.54	73.54	73.82	73.70
S2	73.20	73.20	73.76
S3	72.54	72.88	73.70
S4	71.88	72.22	73.52

Weekly Pivots for week ending 24-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.77	84.30	76.47
R3	81.38	79.91	75.27
R2	76.99	76.99	74.86
R1	75.52	75.52	74.46	76.26
PP	72.60	72.60	72.60	72.96
S1	71.13	71.13	73.66	71.87
S2	68.21	68.21	73.26
S3	63.82	66.74	72.85
S4	59.43	62.35	71.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.18	69.67	4.51	6.1%	1.22	1.7%	93%	True	False	5,401
10	74.18	64.57	9.61	13.0%	1.14	1.5%	97%	True	False	4,616
20	74.84	63.61	11.23	15.2%	1.12	1.5%	91%	False	False	3,900
40	77.20	63.61	13.59	18.4%	1.02	1.4%	76%	False	False	3,242

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.09
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	76.99
2.618	75.91
1.618	75.25
1.000	74.84
0.618	74.59
HIGH	74.18
0.618	73.93
0.500	73.85
0.382	73.77
LOW	73.52
0.618	73.11
1.000	72.86
1.618	72.45
2.618	71.79
4.250	70.72

Fisher Pivots for day following 27-Jul-2009
Pivot	1 day	3 day
R1	73.87	73.58
PP	73.86	73.27
S1	73.85	72.97

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

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