NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 07-Dec-2009

Day Change Summary
	Previous	Current
	04-Dec-2009	07-Dec-2009	Change	Change %	Previous Week
Open	81.44	81.83	0.39	0.5%	81.42
High	83.66	81.98	-1.68	-2.0%	83.78
Low	80.85	80.19	-0.66	-0.8%	80.06
Close	81.44	80.40	-1.04	-1.3%	81.44
Range	2.81	1.79	-1.02	-36.3%	3.72
ATR	2.22	2.19	-0.03	-1.4%	0.00
Volume	24,921	23,140	-1,781	-7.1%	107,056

Daily Pivots for day following 07-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.23	85.10	81.38
R3	84.44	83.31	80.89
R2	82.65	82.65	80.73
R1	81.52	81.52	80.56	81.19
PP	80.86	80.86	80.86	80.69
S1	79.73	79.73	80.24	79.40
S2	79.07	79.07	80.07
S3	77.28	77.94	79.91
S4	75.49	76.15	79.42

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	92.92	90.90	83.49
R3	89.20	87.18	82.46
R2	85.48	85.48	82.12
R1	83.46	83.46	81.78	84.47
PP	81.76	81.76	81.76	82.27
S1	79.74	79.74	81.10	80.75
S2	78.04	78.04	80.76
S3	74.32	76.02	80.42
S4	70.60	72.30	79.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.78	80.19	3.59	4.5%	1.94	2.4%	6%	False	True	23,083
10	83.78	77.81	5.97	7.4%	2.31	2.9%	43%	False	False	21,678
20	84.08	77.81	6.27	7.8%	2.12	2.6%	41%	False	False	18,211
40	84.85	75.63	9.22	11.5%	2.09	2.6%	52%	False	False	16,615
60	84.85	69.40	15.45	19.2%	2.04	2.5%	71%	False	False	14,882
80	84.85	69.40	15.45	19.2%	2.01	2.5%	71%	False	False	13,557
100	84.85	69.40	15.45	19.2%	1.96	2.4%	71%	False	False	12,655

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	0.42
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.59
2.618	86.67
1.618	84.88
1.000	83.77
0.618	83.09
HIGH	81.98
0.618	81.30
0.500	81.09
0.382	80.87
LOW	80.19
0.618	79.08
1.000	78.40
1.618	77.29
2.618	75.50
4.250	72.58

Fisher Pivots for day following 07-Dec-2009
Pivot	1 day	3 day
R1	81.09	81.93
PP	80.86	81.42
S1	80.63	80.91

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

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