NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 11-Dec-2009

Day Change Summary
	Previous	Current
	10-Dec-2009	11-Dec-2009	Change	Change %	Previous Week
Open	74.00	73.55	-0.45	-0.6%	78.76
High	74.55	74.33	-0.22	-0.3%	79.36
Low	72.90	72.75	-0.15	-0.2%	72.75
Close	73.68	73.54	-0.14	-0.2%	73.54
Range	1.65	1.58	-0.07	-4.2%	6.61
ATR	2.39	2.33	-0.06	-2.4%	0.00
Volume	116,502	83,728	-32,774	-28.1%	437,987

Daily Pivots for day following 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.28	77.49	74.41
R3	76.70	75.91	73.97
R2	75.12	75.12	73.83
R1	74.33	74.33	73.68	73.94
PP	73.54	73.54	73.54	73.34
S1	72.75	72.75	73.40	72.36
S2	71.96	71.96	73.25
S3	70.38	71.17	73.11
S4	68.80	69.59	72.67

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	95.05	90.90	77.18
R3	88.44	84.29	75.36
R2	81.83	81.83	74.75
R1	77.68	77.68	74.15	76.45
PP	75.22	75.22	75.22	74.60
S1	71.07	71.07	72.93	69.84
S2	68.61	68.61	72.33
S3	62.00	64.46	71.72
S4	55.39	57.85	69.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.36	72.75	6.61	9.0%	2.19	3.0%	12%	False	True	87,597
10	81.52	72.75	8.77	11.9%	2.26	3.1%	9%	False	True	65,855
20	82.30	72.75	9.55	13.0%	2.34	3.2%	8%	False	True	48,128
40	83.60	72.75	10.85	14.8%	2.32	3.2%	7%	False	True	32,060
60	83.60	67.46	16.14	21.9%	2.18	3.0%	38%	False	False	24,243
80	83.60	67.46	16.14	21.9%	2.09	2.8%	38%	False	False	19,590
100	83.60	67.46	16.14	21.9%	2.00	2.7%	38%	False	False	16,451

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.64
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	81.05
2.618	78.47
1.618	76.89
1.000	75.91
0.618	75.31
HIGH	74.33
0.618	73.73
0.500	73.54
0.382	73.35
LOW	72.75
0.618	71.77
1.000	71.17
1.618	70.19
2.618	68.61
4.250	66.04

Fisher Pivots for day following 11-Dec-2009
Pivot	1 day	3 day
R1	73.54	74.91
PP	73.54	74.45
S1	73.54	74.00

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

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