NYMEX Light Sweet Crude Oil Future April 2010

Trading Metrics calculated at close of trading on 31-Dec-2009

Day Change Summary
	Previous	Current
	30-Dec-2009	31-Dec-2009	Change	Change %	Previous Week
Open	80.16	80.76	0.60	0.7%	76.12
High	81.13	81.37	0.24	0.3%	79.49
Low	79.95	80.52	0.57	0.7%	74.28
Close	80.73	80.63	-0.10	-0.1%	79.32
Range	1.18	0.85	-0.33	-28.0%	5.21
ATR	1.87	1.80	-0.07	-3.9%	0.00
Volume	16,571	16,332	-239	-1.4%	88,455

Daily Pivots for day following 31-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.39	82.86	81.10
R3	82.54	82.01	80.86
R2	81.69	81.69	80.79
R1	81.16	81.16	80.71	81.00
PP	80.84	80.84	80.84	80.76
S1	80.31	80.31	80.55	80.15
S2	79.99	79.99	80.47
S3	79.14	79.46	80.40
S4	78.29	78.61	80.16

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.33	91.53	82.19
R3	88.12	86.32	80.75
R2	82.91	82.91	80.28
R1	81.11	81.11	79.80	82.01
PP	77.70	77.70	77.70	78.15
S1	75.90	75.90	78.84	76.80
S2	72.49	72.49	78.36
S3	67.28	70.69	77.89
S4	62.07	65.48	76.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.37	77.42	3.95	4.9%	1.31	1.6%	81%	True	False	16,517
10	81.37	74.28	7.09	8.8%	1.70	2.1%	90%	True	False	18,682
20	81.96	73.72	8.24	10.2%	1.78	2.2%	84%	False	False	20,520
40	83.20	73.72	9.48	11.8%	1.93	2.4%	73%	False	False	14,974
60	84.09	71.19	12.90	16.0%	1.94	2.4%	73%	False	False	11,863
80	84.09	68.38	15.71	19.5%	1.81	2.2%	78%	False	False	9,862
100	84.09	68.38	15.71	19.5%	1.66	2.1%	78%	False	False	8,346
120	84.09	65.71	18.38	22.8%	1.52	1.9%	81%	False	False	7,339

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	0.42
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	84.98
2.618	83.60
1.618	82.75
1.000	82.22
0.618	81.90
HIGH	81.37
0.618	81.05
0.500	80.95
0.382	80.84
LOW	80.52
0.618	79.99
1.000	79.67
1.618	79.14
2.618	78.29
4.250	76.91

Fisher Pivots for day following 31-Dec-2009
Pivot	1 day	3 day
R1	80.95	80.58
PP	80.84	80.53
S1	80.74	80.49

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

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