NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 18-Dec-2009

Day Change Summary
	Previous	Current
	17-Dec-2009	18-Dec-2009	Change	Change %	Previous Week
Open	75.52	74.68	-0.84	-1.1%	73.27
High	75.94	76.33	0.39	0.5%	76.33
Low	73.73	74.37	0.64	0.9%	72.45
Close	74.89	75.23	0.34	0.5%	75.23
Range	2.21	1.96	-0.25	-11.3%	3.88
ATR	2.20	2.18	-0.02	-0.8%	0.00
Volume	89,554	79,929	-9,625	-10.7%	392,652

Daily Pivots for day following 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.19	80.17	76.31
R3	79.23	78.21	75.77
R2	77.27	77.27	75.59
R1	76.25	76.25	75.41	76.76
PP	75.31	75.31	75.31	75.57
S1	74.29	74.29	75.05	74.80
S2	73.35	73.35	74.87
S3	71.39	72.33	74.69
S4	69.43	70.37	74.15

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.31	84.65	77.36
R3	82.43	80.77	76.30
R2	78.55	78.55	75.94
R1	76.89	76.89	75.59	77.72
PP	74.67	74.67	74.67	75.09
S1	73.01	73.01	74.87	73.84
S2	70.79	70.79	74.52
S3	66.91	69.13	74.16
S4	63.03	65.25	73.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.33	72.45	3.88	5.2%	1.81	2.4%	72%	True	False	78,530
10	79.36	72.45	6.91	9.2%	2.00	2.7%	40%	False	False	83,063
20	81.53	72.45	9.08	12.1%	2.26	3.0%	31%	False	False	62,301
40	83.50	72.45	11.05	14.7%	2.29	3.0%	25%	False	False	40,130
60	83.60	67.46	16.14	21.5%	2.17	2.9%	48%	False	False	30,303
80	83.60	67.46	16.14	21.5%	2.12	2.8%	48%	False	False	24,224
100	83.60	67.46	16.14	21.5%	2.02	2.7%	48%	False	False	20,120

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	0.54
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	84.66
2.618	81.46
1.618	79.50
1.000	78.29
0.618	77.54
HIGH	76.33
0.618	75.58
0.500	75.35
0.382	75.12
LOW	74.37
0.618	73.16
1.000	72.41
1.618	71.20
2.618	69.24
4.250	66.04

Fisher Pivots for day following 18-Dec-2009
Pivot	1 day	3 day
R1	75.35	75.16
PP	75.31	75.10
S1	75.27	75.03

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

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