NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 08-Dec-2009

Day Change Summary
	Previous	Current
	07-Dec-2009	08-Dec-2009	Change	Change %	Previous Week
Open	81.96	79.35	-2.61	-3.2%	81.56
High	81.96	81.31	-0.65	-0.8%	84.32
Low	80.89	79.27	-1.62	-2.0%	81.37
Close	81.02	79.35	-1.67	-2.1%	82.03
Range	1.07	2.04	0.97	90.7%	2.95
ATR	1.86	1.88	0.01	0.7%	0.00
Volume	4,534	4,604	70	1.5%	20,679

Daily Pivots for day following 08-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.10	84.76	80.47
R3	84.06	82.72	79.91
R2	82.02	82.02	79.72
R1	80.68	80.68	79.54	80.37
PP	79.98	79.98	79.98	79.82
S1	78.64	78.64	79.16	78.33
S2	77.94	77.94	78.98
S3	75.90	76.60	78.79
S4	73.86	74.56	78.23

Weekly Pivots for week ending 04-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	91.42	89.68	83.65
R3	88.47	86.73	82.84
R2	85.52	85.52	82.57
R1	83.78	83.78	82.30	84.65
PP	82.57	82.57	82.57	83.01
S1	80.83	80.83	81.76	81.70
S2	79.62	79.62	81.49
S3	76.67	77.88	81.22
S4	73.72	74.93	80.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.05	79.27	4.78	6.0%	1.79	2.3%	2%	False	True	4,053
10	84.32	79.03	5.29	6.7%	1.81	2.3%	6%	False	False	4,019
20	84.47	79.03	5.44	6.9%	1.68	2.1%	6%	False	False	3,213
40	85.24	77.13	8.11	10.2%	1.68	2.1%	27%	False	False	3,401
60	85.24	70.06	15.18	19.1%	1.63	2.1%	61%	False	False	3,070
80	85.24	70.06	15.18	19.1%	1.61	2.0%	61%	False	False	3,073

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.98
2.618	86.65
1.618	84.61
1.000	83.35
0.618	82.57
HIGH	81.31
0.618	80.53
0.500	80.29
0.382	80.05
LOW	79.27
0.618	78.01
1.000	77.23
1.618	75.97
2.618	73.93
4.250	70.60

Fisher Pivots for day following 08-Dec-2009
Pivot	1 day	3 day
R1	80.29	81.66
PP	79.98	80.89
S1	79.66	80.12

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

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