NYMEX Light Sweet Crude Oil Future May 2010

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

Day Change Summary
	Previous	Current
	30-Jul-2009	31-Jul-2009	Change	Change %	Previous Week
Open	74.82	75.00	0.18	0.2%	75.95
High	75.42	76.62	1.20	1.6%	76.62
Low	74.69	75.00	0.31	0.4%	71.82
Close	75.44	76.62	1.18	1.6%	76.62
Range	0.73	1.62	0.89	121.9%	4.80
ATR	1.52	1.52	0.01	0.5%	0.00
Volume	1,168	1,337	169	14.5%	7,580

Daily Pivots for day following 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.94	80.40	77.51
R3	79.32	78.78	77.07
R2	77.70	77.70	76.92
R1	77.16	77.16	76.77	77.43
PP	76.08	76.08	76.08	76.22
S1	75.54	75.54	76.47	75.81
S2	74.46	74.46	76.32
S3	72.84	73.92	76.17
S4	71.22	72.30	75.73

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	89.42	87.82	79.26
R3	84.62	83.02	77.94
R2	79.82	79.82	77.50
R1	78.22	78.22	77.06	79.02
PP	75.02	75.02	75.02	75.42
S1	73.42	73.42	76.18	74.22
S2	70.22	70.22	75.74
S3	65.42	68.62	75.30
S4	60.62	63.82	73.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.62	71.82	4.80	6.3%	0.49	0.6%	100%	True	False	1,516
10	76.62	71.82	4.80	6.3%	0.79	1.0%	100%	True	False	2,284
20	76.62	65.75	10.87	14.2%	0.69	0.9%	100%	True	False	1,971

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.03
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	83.51
2.618	80.86
1.618	79.24
1.000	78.24
0.618	77.62
HIGH	76.62
0.618	76.00
0.500	75.81
0.382	75.62
LOW	75.00
0.618	74.00
1.000	73.38
1.618	72.38
2.618	70.76
4.250	68.12

Fisher Pivots for day following 31-Jul-2009
Pivot	1 day	3 day
R1	76.35	75.82
PP	76.08	75.02
S1	75.81	74.22

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

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