NYMEX Light Sweet Crude Oil Future July 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	80.00	77.10	-2.90	-3.6%	81.56
High	80.00	77.12	-2.88	-3.6%	84.32
Low	76.51	75.92	-0.59	-0.8%	81.37
Close	76.89	76.60	-0.29	-0.4%	82.03
Range	3.49	1.20	-2.29	-65.6%	2.95
ATR	1.99	1.93	-0.06	-2.8%	0.00
Volume	5,199	2,525	-2,674	-51.4%	20,679

Daily Pivots for day following 10-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.15	79.57	77.26
R3	78.95	78.37	76.93
R2	77.75	77.75	76.82
R1	77.17	77.17	76.71	76.86
PP	76.55	76.55	76.55	76.39
S1	75.97	75.97	76.49	75.66
S2	75.35	75.35	76.38
S3	74.15	74.77	76.27
S4	72.95	73.57	75.94

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	75.92	8.13	10.6%	2.05	2.7%	8%	False	True	4,376
10	84.32	75.92	8.40	11.0%	1.90	2.5%	8%	False	True	4,144
20	84.47	75.92	8.55	11.2%	1.74	2.3%	8%	False	True	3,306
40	85.24	75.92	9.32	12.2%	1.76	2.3%	7%	False	True	3,377
60	85.24	70.06	15.18	19.8%	1.65	2.1%	43%	False	False	3,111
80	85.24	70.06	15.18	19.8%	1.61	2.1%	43%	False	False	3,130

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	0.17
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	82.22
2.618	80.26
1.618	79.06
1.000	78.32
0.618	77.86
HIGH	77.12
0.618	76.66
0.500	76.52
0.382	76.38
LOW	75.92
0.618	75.18
1.000	74.72
1.618	73.98
2.618	72.78
4.250	70.82

Fisher Pivots for day following 10-Dec-2009
Pivot	1 day	3 day
R1	76.57	78.62
PP	76.55	77.94
S1	76.52	77.27

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

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