NYMEX Light Sweet Crude Oil Future April 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	74.10	74.89	0.79	1.1%	80.14
High	75.08	75.50	0.42	0.6%	80.40
Low	73.72	74.34	0.62	0.8%	73.83
Close	74.56	74.84	0.28	0.4%	74.63
Range	1.36	1.16	-0.20	-14.7%	6.57
ATR	2.08	2.02	-0.07	-3.2%	0.00
Volume	23,574	19,389	-4,185	-17.8%	119,714

Daily Pivots for day following 15-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.37	77.77	75.48
R3	77.21	76.61	75.16
R2	76.05	76.05	75.05
R1	75.45	75.45	74.95	75.17
PP	74.89	74.89	74.89	74.76
S1	74.29	74.29	74.73	74.01
S2	73.73	73.73	74.63
S3	72.57	73.13	74.52
S4	71.41	71.97	74.20

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	96.00	91.88	78.24
R3	89.43	85.31	76.44
R2	82.86	82.86	75.83
R1	78.74	78.74	75.23	77.52
PP	76.29	76.29	76.29	75.67
S1	72.17	72.17	74.03	70.95
S2	69.72	69.72	73.43
S3	63.15	65.60	72.82
S4	56.58	59.03	71.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.05	73.72	4.33	5.8%	1.76	2.3%	26%	False	False	24,508
10	82.00	73.72	8.28	11.1%	1.90	2.5%	14%	False	False	21,781
20	82.99	73.72	9.27	12.4%	2.04	2.7%	12%	False	False	16,321
40	84.09	73.72	10.37	13.9%	2.09	2.8%	11%	False	False	11,325
60	84.09	68.38	15.71	21.0%	1.95	2.6%	41%	False	False	9,283
80	84.09	68.38	15.71	21.0%	1.69	2.3%	41%	False	False	7,566
100	84.09	68.38	15.71	21.0%	1.58	2.1%	41%	False	False	6,486

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	0.42
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	80.43
2.618	78.54
1.618	77.38
1.000	76.66
0.618	76.22
HIGH	75.50
0.618	75.06
0.500	74.92
0.382	74.78
LOW	74.34
0.618	73.62
1.000	73.18
1.618	72.46
2.618	71.30
4.250	69.41

Fisher Pivots for day following 15-Dec-2009
Pivot	1 day	3 day
R1	74.92	74.76
PP	74.89	74.69
S1	74.87	74.61

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

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