NYMEX Light Sweet Crude Oil Future September 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	77.56	77.54	-0.02	0.0%	82.09
High	77.59	77.79	0.20	0.3%	82.47
Low	77.26	77.51	0.25	0.3%	77.20
Close	77.56	77.54	-0.02	0.0%	77.56
Range	0.33	0.28	-0.05	-15.2%	5.27
ATR	1.52	1.44	-0.09	-5.8%	0.00
Volume	2,076	1,481	-595	-28.7%	16,587

Daily Pivots for day following 14-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.45	78.28	77.69
R3	78.17	78.00	77.62
R2	77.89	77.89	77.59
R1	77.72	77.72	77.57	77.68
PP	77.61	77.61	77.61	77.60
S1	77.44	77.44	77.51	77.40
S2	77.33	77.33	77.49
S3	77.05	77.16	77.46
S4	76.77	76.88	77.39

Weekly Pivots for week ending 11-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	94.89	91.49	80.46
R3	89.62	86.22	79.01
R2	84.35	84.35	78.53
R1	80.95	80.95	78.04	80.02
PP	79.08	79.08	79.08	78.61
S1	75.68	75.68	77.08	74.75
S2	73.81	73.81	76.59
S3	68.54	70.41	76.11
S4	63.27	65.14	74.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.00	77.20	4.80	6.2%	1.25	1.6%	7%	False	False	3,104
10	85.15	77.20	7.95	10.3%	1.11	1.4%	4%	False	False	3,024
20	85.15	77.20	7.95	10.3%	1.14	1.5%	4%	False	False	2,488

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	0.09
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	78.98
2.618	78.52
1.618	78.24
1.000	78.07
0.618	77.96
HIGH	77.79
0.618	77.68
0.500	77.65
0.382	77.62
LOW	77.51
0.618	77.34
1.000	77.23
1.618	77.06
2.618	76.78
4.250	76.32

Fisher Pivots for day following 14-Dec-2009
Pivot	1 day	3 day
R1	77.65	77.63
PP	77.61	77.60
S1	77.58	77.57

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

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