NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 10-Dec-2009

Day Change Summary
	Previous	Current
	09-Dec-2009	10-Dec-2009	Change	Change %	Previous Week
Open	79.01	76.61	-2.40	-3.0%	81.42
High	79.55	76.90	-2.65	-3.3%	83.78
Low	75.92	75.26	-0.66	-0.9%	80.06
Close	76.34	76.05	-0.29	-0.4%	81.44
Range	3.63	1.64	-1.99	-54.8%	3.72
ATR	2.29	2.24	-0.05	-2.0%	0.00
Volume	34,425	31,156	-3,269	-9.5%	107,056

Daily Pivots for day following 10-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.99	80.16	76.95
R3	79.35	78.52	76.50
R2	77.71	77.71	76.35
R1	76.88	76.88	76.20	76.48
PP	76.07	76.07	76.07	75.87
S1	75.24	75.24	75.90	74.84
S2	74.43	74.43	75.75
S3	72.79	73.60	75.60
S4	71.15	71.96	75.15

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	83.66	75.26	8.40	11.0%	2.41	3.2%	9%	False	True	28,469
10	83.78	75.26	8.52	11.2%	2.40	3.2%	9%	False	True	25,773
20	84.08	75.26	8.82	11.6%	2.20	2.9%	9%	False	True	20,910
40	84.85	75.26	9.59	12.6%	2.17	2.9%	8%	False	True	18,076
60	84.85	69.40	15.45	20.3%	2.08	2.7%	43%	False	False	15,967
80	84.85	69.40	15.45	20.3%	2.02	2.6%	43%	False	False	14,453
100	84.85	69.40	15.45	20.3%	1.98	2.6%	43%	False	False	13,377

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.40
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	83.87
2.618	81.19
1.618	79.55
1.000	78.54
0.618	77.91
HIGH	76.90
0.618	76.27
0.500	76.08
0.382	75.89
LOW	75.26
0.618	74.25
1.000	73.62
1.618	72.61
2.618	70.97
4.250	68.29

Fisher Pivots for day following 10-Dec-2009
Pivot	1 day	3 day
R1	76.08	78.04
PP	76.07	77.38
S1	76.06	76.71

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

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