NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 20-Jan-2010

Day Change Summary
	Previous	Current
	19-Jan-2010	20-Jan-2010	Change	Change %	Previous Week
Open	80.05	80.77	0.72	0.9%	85.85
High	81.53	80.77	-0.76	-0.9%	86.41
Low	79.30	79.57	0.27	0.3%	80.67
Close	81.53	80.07	-1.46	-1.8%	80.86
Range	2.23	1.20	-1.03	-46.2%	5.74
ATR	1.67	1.69	0.02	1.2%	0.00
Volume	6,403	8,257	1,854	29.0%	32,249

Daily Pivots for day following 20-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.74	83.10	80.73
R3	82.54	81.90	80.40
R2	81.34	81.34	80.29
R1	80.70	80.70	80.18	80.42
PP	80.14	80.14	80.14	80.00
S1	79.50	79.50	79.96	79.22
S2	78.94	78.94	79.85
S3	77.74	78.30	79.74
S4	76.54	77.10	79.41

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.87	96.10	84.02
R3	94.13	90.36	82.44
R2	88.39	88.39	81.91
R1	84.62	84.62	81.39	83.64
PP	82.65	82.65	82.65	82.15
S1	78.88	78.88	80.33	77.90
S2	76.91	76.91	79.81
S3	71.17	73.14	79.28
S4	65.43	67.40	77.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.21	79.30	3.91	4.9%	1.59	2.0%	20%	False	False	7,034
10	86.41	79.30	7.11	8.9%	1.64	2.0%	11%	False	False	6,187
20	86.41	76.17	10.24	12.8%	1.48	1.8%	38%	False	False	4,611
40	86.41	75.83	10.58	13.2%	1.57	2.0%	40%	False	False	4,180
60	86.41	75.83	10.58	13.2%	1.63	2.0%	40%	False	False	3,850
80	86.41	70.06	16.35	20.4%	1.60	2.0%	61%	False	False	3,589
100	86.41	70.06	16.35	20.4%	1.58	2.0%	61%	False	False	3,483

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.44
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	85.87
2.618	83.91
1.618	82.71
1.000	81.97
0.618	81.51
HIGH	80.77
0.618	80.31
0.500	80.17
0.382	80.03
LOW	79.57
0.618	78.83
1.000	78.37
1.618	77.63
2.618	76.43
4.250	74.47

Fisher Pivots for day following 20-Jan-2010
Pivot	1 day	3 day
R1	80.17	80.60
PP	80.14	80.42
S1	80.10	80.25

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

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