NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 15-Dec-2009

Day Change Summary
	Previous	Current
	14-Dec-2009	15-Dec-2009	Change	Change %	Previous Week
Open	73.27	73.64	0.37	0.5%	78.76
High	74.08	74.56	0.48	0.6%	79.36
Low	72.45	73.26	0.81	1.1%	72.75
Close	73.46	73.93	0.47	0.6%	73.54
Range	1.63	1.30	-0.33	-20.2%	6.61
ATR	2.28	2.21	-0.07	-3.1%	0.00
Volume	77,542	69,677	-7,865	-10.1%	437,987

Daily Pivots for day following 15-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.82	77.17	74.65
R3	76.52	75.87	74.29
R2	75.22	75.22	74.17
R1	74.57	74.57	74.05	74.90
PP	73.92	73.92	73.92	74.08
S1	73.27	73.27	73.81	73.60
S2	72.62	72.62	73.69
S3	71.32	71.97	73.57
S4	70.02	70.67	73.22

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	77.07	72.45	4.62	6.2%	1.96	2.7%	32%	False	False	90,334
10	81.10	72.45	8.65	11.7%	2.07	2.8%	17%	False	False	73,183
20	82.30	72.45	9.85	13.3%	2.25	3.0%	15%	False	False	53,246
40	83.60	72.45	11.15	15.1%	2.31	3.1%	13%	False	False	35,030
60	83.60	67.46	16.14	21.8%	2.18	3.0%	40%	False	False	26,506
80	83.60	67.46	16.14	21.8%	2.10	2.8%	40%	False	False	21,304
100	83.60	67.46	16.14	21.8%	2.00	2.7%	40%	False	False	17,797

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.64
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	80.09
2.618	77.96
1.618	76.66
1.000	75.86
0.618	75.36
HIGH	74.56
0.618	74.06
0.500	73.91
0.382	73.76
LOW	73.26
0.618	72.46
1.000	71.96
1.618	71.16
2.618	69.86
4.250	67.74

Fisher Pivots for day following 15-Dec-2009
Pivot	1 day	3 day
R1	73.92	73.79
PP	73.92	73.65
S1	73.91	73.51

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

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