NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 24-Dec-2009

Day Change Summary
	Previous	Current
	23-Dec-2009	24-Dec-2009	Change	Change %	Previous Week
Open	80.41	81.85	1.44	1.8%	77.54
High	80.60	81.81	1.21	1.5%	79.25
Low	78.53	80.30	1.77	2.3%	77.51
Close	80.41	81.85	1.44	1.8%	78.94
Range	2.07	1.51	-0.56	-27.1%	1.74
ATR	1.33	1.35	0.01	0.9%	0.00
Volume	2,430	1,332	-1,098	-45.2%	12,486

Daily Pivots for day following 24-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.85	85.36	82.68
R3	84.34	83.85	82.27
R2	82.83	82.83	82.13
R1	82.34	82.34	81.99	82.61
PP	81.32	81.32	81.32	81.45
S1	80.83	80.83	81.71	81.10
S2	79.81	79.81	81.57
S3	78.30	79.32	81.43
S4	76.79	77.81	81.02

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.79	83.10	79.90
R3	82.05	81.36	79.42
R2	80.31	80.31	79.26
R1	79.62	79.62	79.10	79.97
PP	78.57	78.57	78.57	78.74
S1	77.88	77.88	78.78	78.23
S2	76.83	76.83	78.62
S3	75.09	76.14	78.46
S4	73.35	74.40	77.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.81	77.51	4.30	5.3%	1.22	1.5%	101%	True	False	2,285
10	81.81	77.26	4.55	5.6%	0.84	1.0%	101%	True	False	2,387
20	85.15	77.20	7.95	9.7%	1.21	1.5%	58%	False	False	2,841
40	85.15	77.20	7.95	9.7%	1.10	1.3%	58%	False	False	2,587

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	0.06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.23
2.618	85.76
1.618	84.25
1.000	83.32
0.618	82.74
HIGH	81.81
0.618	81.23
0.500	81.06
0.382	80.88
LOW	80.30
0.618	79.37
1.000	78.79
1.618	77.86
2.618	76.35
4.250	73.88

Fisher Pivots for day following 24-Dec-2009
Pivot	1 day	3 day
R1	81.59	81.12
PP	81.32	80.39
S1	81.06	79.66

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

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