NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 14-Dec-2009

Day Change Summary
	Previous	Current
	11-Dec-2009	14-Dec-2009	Change	Change %	Previous Week
Open	76.91	76.30	-0.61	-0.8%	81.96
High	76.95	77.02	0.07	0.1%	81.96
Low	75.83	76.30	0.47	0.6%	75.83
Close	76.53	76.51	-0.02	0.0%	76.53
Range	1.12	0.72	-0.40	-35.7%	6.13
ATR	1.88	1.79	-0.08	-4.4%	0.00
Volume	4,524	3,448	-1,076	-23.8%	21,386

Daily Pivots for day following 14-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.77	78.36	76.91
R3	78.05	77.64	76.71
R2	77.33	77.33	76.64
R1	76.92	76.92	76.58	77.13
PP	76.61	76.61	76.61	76.71
S1	76.20	76.20	76.44	76.41
S2	75.89	75.89	76.38
S3	75.17	75.48	76.31
S4	74.45	74.76	76.11

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	96.50	92.64	79.90
R3	90.37	86.51	78.22
R2	84.24	84.24	77.65
R1	80.38	80.38	77.09	79.25
PP	78.11	78.11	78.11	77.54
S1	74.25	74.25	75.97	73.12
S2	71.98	71.98	75.41
S3	65.85	68.12	74.84
S4	59.72	61.99	73.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.31	75.83	5.48	7.2%	1.71	2.2%	12%	False	False	4,060
10	84.32	75.83	8.49	11.1%	1.65	2.2%	8%	False	False	4,024
20	84.47	75.83	8.64	11.3%	1.68	2.2%	8%	False	False	3,407
40	85.24	75.83	9.41	12.3%	1.72	2.2%	7%	False	False	3,460
60	85.24	70.06	15.18	19.8%	1.65	2.2%	42%	False	False	3,190
80	85.24	70.06	15.18	19.8%	1.58	2.1%	42%	False	False	3,125

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	80.08
2.618	78.90
1.618	78.18
1.000	77.74
0.618	77.46
HIGH	77.02
0.618	76.74
0.500	76.66
0.382	76.58
LOW	76.30
0.618	75.86
1.000	75.58
1.618	75.14
2.618	74.42
4.250	73.24

Fisher Pivots for day following 14-Dec-2009
Pivot	1 day	3 day
R1	76.66	76.50
PP	76.61	76.49
S1	76.56	76.48

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

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