NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 29-Jul-2009

Day Change Summary
	Previous	Current
	28-Jul-2009	29-Jul-2009	Change	Change %	Previous Week
Open	73.80	71.79	-2.01	-2.7%	70.50
High	73.80	71.79	-2.01	-2.7%	74.06
Low	72.23	69.73	-2.50	-3.5%	69.67
Close	72.98	69.92	-3.06	-4.2%	74.06
Range	1.57	2.06	0.49	31.2%	4.39
ATR	1.48	1.60	0.13	8.6%	0.00
Volume	9,236	3,608	-5,628	-60.9%	24,682

Daily Pivots for day following 29-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	76.66	75.35	71.05
R3	74.60	73.29	70.49
R2	72.54	72.54	70.30
R1	71.23	71.23	70.11	70.86
PP	70.48	70.48	70.48	70.29
S1	69.17	69.17	69.73	68.80
S2	68.42	68.42	69.54
S3	66.36	67.11	69.35
S4	64.30	65.05	68.79

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	69.73	4.45	6.4%	1.37	2.0%	4%	False	True	5,989
10	74.18	66.86	7.32	10.5%	1.24	1.8%	42%	False	False	5,166
20	74.18	63.61	10.57	15.1%	1.16	1.7%	60%	False	False	4,242
40	77.20	63.61	13.59	19.4%	1.05	1.5%	46%	False	False	3,435

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.06
Widest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	80.55
2.618	77.18
1.618	75.12
1.000	73.85
0.618	73.06
HIGH	71.79
0.618	71.00
0.500	70.76
0.382	70.52
LOW	69.73
0.618	68.46
1.000	67.67
1.618	66.40
2.618	64.34
4.250	60.98

Fisher Pivots for day following 29-Jul-2009
Pivot	1 day	3 day
R1	70.76	71.96
PP	70.48	71.28
S1	70.20	70.60

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

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