NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 07-Dec-2009

Day Change Summary
	Previous	Current
	04-Dec-2009	07-Dec-2009	Change	Change %	Previous Week
Open	77.64	77.46	-0.18	-0.2%	77.62
High	79.60	77.84	-1.76	-2.2%	80.40
Low	76.65	75.70	-0.95	-1.2%	76.49
Close	77.25	75.91	-1.34	-1.7%	77.25
Range	2.95	2.14	-0.81	-27.5%	3.91
ATR	2.48	2.45	-0.02	-1.0%	0.00
Volume	116,865	125,080	8,215	7.0%	488,828

Daily Pivots for day following 07-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.90	81.55	77.09
R3	80.76	79.41	76.50
R2	78.62	78.62	76.30
R1	77.27	77.27	76.11	76.88
PP	76.48	76.48	76.48	76.29
S1	75.13	75.13	75.71	74.74
S2	74.34	74.34	75.52
S3	72.20	72.99	75.32
S4	70.06	70.85	74.73

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	89.78	87.42	79.40
R3	85.87	83.51	78.33
R2	81.96	81.96	77.97
R1	79.60	79.60	77.61	78.83
PP	78.05	78.05	78.05	77.66
S1	75.69	75.69	76.89	74.92
S2	74.14	74.14	76.53
S3	70.23	71.78	76.17
S4	66.32	67.87	75.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.40	75.70	4.70	6.2%	2.23	2.9%	4%	False	True	109,982
10	80.77	73.73	7.04	9.3%	2.64	3.5%	31%	False	False	103,750
20	81.73	73.73	8.00	10.5%	2.42	3.2%	27%	False	False	69,839
40	83.19	73.60	9.59	12.6%	2.36	3.1%	24%	False	False	46,915
60	83.19	66.82	16.37	21.6%	2.25	3.0%	56%	False	False	35,023
80	83.19	66.82	16.37	21.6%	2.17	2.9%	56%	False	False	27,744
100	83.19	66.82	16.37	21.6%	2.01	2.6%	56%	False	False	23,200
120	83.19	63.61	19.58	25.8%	1.83	2.4%	63%	False	False	19,868

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	0.66
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.94
2.618	83.44
1.618	81.30
1.000	79.98
0.618	79.16
HIGH	77.84
0.618	77.02
0.500	76.77
0.382	76.52
LOW	75.70
0.618	74.38
1.000	73.56
1.618	72.24
2.618	70.10
4.250	66.61

Fisher Pivots for day following 07-Dec-2009
Pivot	1 day	3 day
R1	76.77	77.65
PP	76.48	77.07
S1	76.20	76.49

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

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