NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 30-Jul-2009

Day Change Summary
	Previous	Current
	29-Jul-2009	30-Jul-2009	Change	Change %	Previous Week
Open	71.79	70.50	-1.29	-1.8%	70.50
High	71.79	73.34	1.55	2.2%	74.06
Low	69.73	70.50	0.77	1.1%	69.67
Close	69.92	73.36	3.44	4.9%	74.06
Range	2.06	2.84	0.78	37.9%	4.39
ATR	1.60	1.73	0.13	8.1%	0.00
Volume	3,608	4,161	553	15.3%	24,682

Daily Pivots for day following 30-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.92	79.98	74.92
R3	78.08	77.14	74.14
R2	75.24	75.24	73.88
R1	74.30	74.30	73.62	74.77
PP	72.40	72.40	72.40	72.64
S1	71.46	71.46	73.10	71.93
S2	69.56	69.56	72.84
S3	66.72	68.62	72.58
S4	63.88	65.78	71.80

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	6.1%	1.63	2.2%	82%	False	False	6,026
10	74.18	69.23	4.95	6.7%	1.41	1.9%	83%	False	False	5,121
20	74.18	63.61	10.57	14.4%	1.22	1.7%	92%	False	False	4,315
40	77.20	63.61	13.59	18.5%	1.07	1.5%	72%	False	False	3,422

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 53 trading days

Fibonacci Retracements and Extensions
4.250	85.41
2.618	80.78
1.618	77.94
1.000	76.18
0.618	75.10
HIGH	73.34
0.618	72.26
0.500	71.92
0.382	71.58
LOW	70.50
0.618	68.74
1.000	67.66
1.618	65.90
2.618	63.06
4.250	58.43

Fisher Pivots for day following 30-Jul-2009
Pivot	1 day	3 day
R1	72.88	72.83
PP	72.40	72.30
S1	71.92	71.77

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

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