NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 31-Jul-2009

Day Change Summary
	Previous	Current
	30-Jul-2009	31-Jul-2009	Change	Change %	Previous Week
Open	70.50	72.81	2.31	3.3%	73.69
High	73.34	74.86	1.52	2.1%	74.86
Low	70.50	72.40	1.90	2.7%	69.73
Close	73.36	74.73	1.37	1.9%	74.73
Range	2.84	2.46	-0.38	-13.4%	5.13
ATR	1.73	1.79	0.05	3.0%	0.00
Volume	4,161	4,278	117	2.8%	26,648

Daily Pivots for day following 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.38	80.51	76.08
R3	78.92	78.05	75.41
R2	76.46	76.46	75.18
R1	75.59	75.59	74.96	76.03
PP	74.00	74.00	74.00	74.21
S1	73.13	73.13	74.50	73.57
S2	71.54	71.54	74.28
S3	69.08	70.67	74.05
S4	66.62	68.21	73.38

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.50	86.74	77.55
R3	83.37	81.61	76.14
R2	78.24	78.24	75.67
R1	76.48	76.48	75.20	77.36
PP	73.11	73.11	73.11	73.55
S1	71.35	71.35	74.26	72.23
S2	67.98	67.98	73.79
S3	62.85	66.22	73.32
S4	57.72	61.09	71.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.86	69.73	5.13	6.9%	1.92	2.6%	97%	True	False	5,329
10	74.86	69.67	5.19	6.9%	1.59	2.1%	97%	True	False	5,133
20	74.86	63.61	11.25	15.1%	1.34	1.8%	99%	True	False	4,352
40	77.20	63.61	13.59	18.2%	1.10	1.5%	82%	False	False	3,447

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	0.10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.32
2.618	81.30
1.618	78.84
1.000	77.32
0.618	76.38
HIGH	74.86
0.618	73.92
0.500	73.63
0.382	73.34
LOW	72.40
0.618	70.88
1.000	69.94
1.618	68.42
2.618	65.96
4.250	61.95

Fisher Pivots for day following 31-Jul-2009
Pivot	1 day	3 day
R1	74.36	73.92
PP	74.00	73.11
S1	73.63	72.30

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

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