NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 09-Dec-2009

Day Change Summary
	Previous	Current
	08-Dec-2009	09-Dec-2009	Change	Change %	Previous Week
Open	76.09	75.00	-1.09	-1.4%	77.62
High	76.43	75.68	-0.75	-1.0%	80.40
Low	74.50	72.04	-2.46	-3.3%	76.49
Close	74.62	72.55	-2.07	-2.8%	77.25
Range	1.93	3.64	1.71	88.6%	3.91
ATR	2.42	2.50	0.09	3.6%	0.00
Volume	168,776	233,038	64,262	38.1%	488,828

Daily Pivots for day following 09-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.34	82.09	74.55
R3	80.70	78.45	73.55
R2	77.06	77.06	73.22
R1	74.81	74.81	72.88	74.12
PP	73.42	73.42	73.42	73.08
S1	71.17	71.17	72.22	70.48
S2	69.78	69.78	71.88
S3	66.14	67.53	71.55
S4	62.50	63.89	70.55

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	79.60	72.04	7.56	10.4%	2.50	3.4%	7%	False	True	150,474
10	80.40	72.04	8.36	11.5%	2.73	3.8%	6%	False	True	127,416
20	81.59	72.04	9.55	13.2%	2.45	3.4%	5%	False	True	87,150
40	83.19	72.04	11.15	15.4%	2.42	3.3%	5%	False	True	56,254
60	83.19	66.82	16.37	22.6%	2.30	3.2%	35%	False	False	41,514
80	83.19	66.82	16.37	22.6%	2.18	3.0%	35%	False	False	32,643
100	83.19	66.82	16.37	22.6%	2.05	2.8%	35%	False	False	27,146
120	83.19	63.61	19.58	27.0%	1.87	2.6%	46%	False	False	23,168

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	0.69
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	91.15
2.618	85.21
1.618	81.57
1.000	79.32
0.618	77.93
HIGH	75.68
0.618	74.29
0.500	73.86
0.382	73.43
LOW	72.04
0.618	69.79
1.000	68.40
1.618	66.15
2.618	62.51
4.250	56.57

Fisher Pivots for day following 09-Dec-2009
Pivot	1 day	3 day
R1	73.86	74.94
PP	73.42	74.14
S1	72.99	73.35

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

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