NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 16-Oct-2009

Day Change Summary
	Previous	Current
	15-Oct-2009	16-Oct-2009	Change	Change %	Previous Week
Open	79.11	80.68	1.57	2.0%	77.56
High	81.36	81.98	0.62	0.8%	81.98
Low	79.09	80.67	1.58	2.0%	76.85
Close	81.05	81.97	0.92	1.1%	81.97
Range	2.27	1.31	-0.96	-42.3%	5.13
ATR	1.76	1.73	-0.03	-1.8%	0.00
Volume	1,988	2,679	691	34.8%	14,613

Daily Pivots for day following 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.47	85.03	82.69
R3	84.16	83.72	82.33
R2	82.85	82.85	82.21
R1	82.41	82.41	82.09	82.63
PP	81.54	81.54	81.54	81.65
S1	81.10	81.10	81.85	81.32
S2	80.23	80.23	81.73
S3	78.92	79.79	81.61
S4	77.61	78.48	81.25

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	95.66	93.94	84.79
R3	90.53	88.81	83.38
R2	85.40	85.40	82.91
R1	83.68	83.68	82.44	84.54
PP	80.27	80.27	80.27	80.70
S1	78.55	78.55	81.50	79.41
S2	75.14	75.14	81.03
S3	70.01	73.42	80.56
S4	64.88	68.29	79.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.98	76.85	5.13	6.3%	1.14	1.4%	100%	True	False	2,922
10	81.98	71.85	10.13	12.4%	1.49	1.8%	100%	True	False	2,736
20	81.98	70.06	11.92	14.5%	1.53	1.9%	100%	True	False	2,649
40	81.98	70.06	11.92	14.5%	1.44	1.8%	100%	True	False	2,789

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	0.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.55
2.618	85.41
1.618	84.10
1.000	83.29
0.618	82.79
HIGH	81.98
0.618	81.48
0.500	81.33
0.382	81.17
LOW	80.67
0.618	79.86
1.000	79.36
1.618	78.55
2.618	77.24
4.250	75.10

Fisher Pivots for day following 16-Oct-2009
Pivot	1 day	3 day
R1	81.76	81.37
PP	81.54	80.77
S1	81.33	80.18

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

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