NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 20-Aug-2009

Day Change Summary
	Previous	Current
	19-Aug-2009	20-Aug-2009	Change	Change %	Previous Week
Open	73.70	76.89	3.19	4.3%	76.25
High	77.05	76.89	-0.16	-0.2%	76.97
Low	73.70	75.72	2.02	2.7%	73.34
Close	76.92	75.90	-1.02	-1.3%	73.52
Range	3.35	1.17	-2.18	-65.1%	3.63
ATR	1.89	1.84	-0.05	-2.6%	0.00
Volume	3,584	7,269	3,685	102.8%	20,091

Daily Pivots for day following 20-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.68	78.96	76.54
R3	78.51	77.79	76.22
R2	77.34	77.34	76.11
R1	76.62	76.62	76.01	76.40
PP	76.17	76.17	76.17	76.06
S1	75.45	75.45	75.79	75.23
S2	75.00	75.00	75.69
S3	73.83	74.28	75.58
S4	72.66	73.11	75.26

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.50	83.14	75.52
R3	81.87	79.51	74.52
R2	78.24	78.24	74.19
R1	75.88	75.88	73.85	75.25
PP	74.61	74.61	74.61	74.29
S1	72.25	72.25	73.19	71.62
S2	70.98	70.98	72.85
S3	67.35	68.62	72.52
S4	63.72	64.99	71.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.05	71.53	5.52	7.3%	2.40	3.2%	79%	False	False	4,839
10	78.00	71.53	6.47	8.5%	1.76	2.3%	68%	False	False	4,364
20	78.00	69.73	8.27	10.9%	1.65	2.2%	75%	False	False	5,181
40	78.00	63.61	14.39	19.0%	1.37	1.8%	85%	False	False	4,432
60	78.00	63.61	14.39	19.0%	1.24	1.6%	85%	False	False	3,765

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.08
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	81.86
2.618	79.95
1.618	78.78
1.000	78.06
0.618	77.61
HIGH	76.89
0.618	76.44
0.500	76.31
0.382	76.17
LOW	75.72
0.618	75.00
1.000	74.55
1.618	73.83
2.618	72.66
4.250	70.75

Fisher Pivots for day following 20-Aug-2009
Pivot	1 day	3 day
R1	76.31	75.46
PP	76.17	75.02
S1	76.04	74.59

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

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