NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 22-Oct-2009

Day Change Summary
	Previous	Current
	21-Oct-2009	22-Oct-2009	Change	Change %	Previous Week
Open	82.27	83.50	1.23	1.5%	77.56
High	85.12	84.57	-0.55	-0.6%	81.98
Low	82.27	83.50	1.23	1.5%	76.85
Close	84.56	84.52	-0.04	0.0%	81.97
Range	2.85	1.07	-1.78	-62.5%	5.13
ATR	1.74	1.70	-0.05	-2.8%	0.00
Volume	4,167	3,209	-958	-23.0%	14,613

Daily Pivots for day following 22-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	87.41	87.03	85.11
R3	86.34	85.96	84.81
R2	85.27	85.27	84.72
R1	84.89	84.89	84.62	85.08
PP	84.20	84.20	84.20	84.29
S1	83.82	83.82	84.42	84.01
S2	83.13	83.13	84.32
S3	82.06	82.75	84.23
S4	80.99	81.68	83.93

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	85.12	80.67	4.45	5.3%	1.53	1.8%	87%	False	False	3,367
10	85.12	74.95	10.17	12.0%	1.31	1.6%	94%	False	False	3,191
20	85.12	70.06	15.06	17.8%	1.52	1.8%	96%	False	False	2,807
40	85.12	70.06	15.06	17.8%	1.49	1.8%	96%	False	False	2,931

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.07
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	89.12
2.618	87.37
1.618	86.30
1.000	85.64
0.618	85.23
HIGH	84.57
0.618	84.16
0.500	84.04
0.382	83.91
LOW	83.50
0.618	82.84
1.000	82.43
1.618	81.77
2.618	80.70
4.250	78.95

Fisher Pivots for day following 22-Oct-2009
Pivot	1 day	3 day
R1	84.36	84.16
PP	84.20	83.80
S1	84.04	83.44

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

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