NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 17-Dec-2009

Day Change Summary
	Previous	Current
	16-Dec-2009	17-Dec-2009	Change	Change %	Previous Week
Open	78.77	78.24	-0.53	-0.7%	82.09
High	79.12	78.22	-0.90	-1.1%	82.47
Low	78.48	78.00	-0.48	-0.6%	77.20
Close	78.77	78.24	-0.53	-0.7%	77.56
Range	0.64	0.22	-0.42	-65.6%	5.27
ATR	1.40	1.36	-0.05	-3.2%	0.00
Volume	3,048	4,065	1,017	33.4%	16,587

Daily Pivots for day following 17-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.81	78.75	78.36
R3	78.59	78.53	78.30
R2	78.37	78.37	78.28
R1	78.31	78.31	78.26	78.35
PP	78.15	78.15	78.15	78.18
S1	78.09	78.09	78.22	78.13
S2	77.93	77.93	78.20
S3	77.71	77.87	78.18
S4	77.49	77.65	78.12

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	79.12	77.26	1.86	2.4%	0.46	0.6%	53%	False	False	2,489
10	84.79	77.20	7.59	9.7%	1.03	1.3%	14%	False	False	3,023
20	85.15	77.20	7.95	10.2%	1.08	1.4%	13%	False	False	2,718

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	79.16
2.618	78.80
1.618	78.58
1.000	78.44
0.618	78.36
HIGH	78.22
0.618	78.14
0.500	78.11
0.382	78.08
LOW	78.00
0.618	77.86
1.000	77.78
1.618	77.64
2.618	77.42
4.250	77.07

Fisher Pivots for day following 17-Dec-2009
Pivot	1 day	3 day
R1	78.20	78.34
PP	78.15	78.30
S1	78.11	78.27

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

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