NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 03-Aug-2009

Day Change Summary
	Previous	Current
	31-Jul-2009	03-Aug-2009	Change	Change %	Previous Week
Open	72.81	76.53	3.72	5.1%	73.69
High	74.86	76.64	1.78	2.4%	74.86
Low	72.40	76.23	3.83	5.3%	69.73
Close	74.73	76.53	1.80	2.4%	74.73
Range	2.46	0.41	-2.05	-83.3%	5.13
ATR	1.79	1.80	0.01	0.5%	0.00
Volume	4,278	5,700	1,422	33.2%	26,648

Daily Pivots for day following 03-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.70	77.52	76.76
R3	77.29	77.11	76.64
R2	76.88	76.88	76.61
R1	76.70	76.70	76.57	76.74
PP	76.47	76.47	76.47	76.48
S1	76.29	76.29	76.49	76.33
S2	76.06	76.06	76.45
S3	75.65	75.88	76.42
S4	75.24	75.47	76.30

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	76.64	69.73	6.91	9.0%	1.87	2.4%	98%	True	False	5,396
10	76.64	69.67	6.97	9.1%	1.54	2.0%	98%	True	False	5,398
20	76.64	63.61	13.03	17.0%	1.29	1.7%	99%	True	False	4,476
40	77.20	63.61	13.59	17.8%	1.08	1.4%	95%	False	False	3,543

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.09
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	78.38
2.618	77.71
1.618	77.30
1.000	77.05
0.618	76.89
HIGH	76.64
0.618	76.48
0.500	76.44
0.382	76.39
LOW	76.23
0.618	75.98
1.000	75.82
1.618	75.57
2.618	75.16
4.250	74.49

Fisher Pivots for day following 03-Aug-2009
Pivot	1 day	3 day
R1	76.50	75.54
PP	76.47	74.56
S1	76.44	73.57

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

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