NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 19-Oct-2009

Day Change Summary
	Previous	Current
	16-Oct-2009	19-Oct-2009	Change	Change %	Previous Week
Open	80.68	81.63	0.95	1.2%	77.56
High	81.98	82.82	0.84	1.0%	81.98
Low	80.67	81.63	0.96	1.2%	76.85
Close	81.97	82.82	0.85	1.0%	81.97
Range	1.31	1.19	-0.12	-9.2%	5.13
ATR	1.73	1.69	-0.04	-2.2%	0.00
Volume	2,679	3,195	516	19.3%	14,613

Daily Pivots for day following 19-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.99	85.60	83.47
R3	84.80	84.41	83.15
R2	83.61	83.61	83.04
R1	83.22	83.22	82.93	83.42
PP	82.42	82.42	82.42	82.52
S1	82.03	82.03	82.71	82.23
S2	81.23	81.23	82.60
S3	80.04	80.84	82.49
S4	78.85	79.65	82.17

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	82.82	77.13	5.69	6.9%	1.24	1.5%	100%	True	False	3,304
10	82.82	72.49	10.33	12.5%	1.40	1.7%	100%	True	False	2,922
20	82.82	70.06	12.76	15.4%	1.53	1.8%	100%	True	False	2,735
40	82.82	70.06	12.76	15.4%	1.44	1.7%	100%	True	False	2,814

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	0.21
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	87.88
2.618	85.94
1.618	84.75
1.000	84.01
0.618	83.56
HIGH	82.82
0.618	82.37
0.500	82.23
0.382	82.08
LOW	81.63
0.618	80.89
1.000	80.44
1.618	79.70
2.618	78.51
4.250	76.57

Fisher Pivots for day following 19-Oct-2009
Pivot	1 day	3 day
R1	82.62	82.20
PP	82.42	81.58
S1	82.23	80.96

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

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