NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 28-Dec-2009

Day Change Summary
	Previous	Current
	24-Dec-2009	28-Dec-2009	Change	Change %	Previous Week
Open	81.85	82.68	0.83	1.0%	78.13
High	81.81	82.66	0.85	1.0%	81.81
Low	80.30	82.56	2.26	2.8%	77.51
Close	81.85	82.68	0.83	1.0%	81.85
Range	1.51	0.10	-1.41	-93.4%	4.30
ATR	1.35	1.31	-0.04	-2.8%	0.00
Volume	1,332	515	-817	-61.3%	9,313

Daily Pivots for day following 28-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.93	82.91	82.74
R3	82.83	82.81	82.71
R2	82.73	82.73	82.70
R1	82.71	82.71	82.69	82.73
PP	82.63	82.63	82.63	82.65
S1	82.61	82.61	82.67	82.63
S2	82.53	82.53	82.66
S3	82.43	82.51	82.65
S4	82.33	82.41	82.63

Weekly Pivots for week ending 25-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.29	91.87	84.22
R3	88.99	87.57	83.03
R2	84.69	84.69	82.64
R1	83.27	83.27	82.24	83.98
PP	80.39	80.39	80.39	80.75
S1	78.97	78.97	81.46	79.68
S2	76.09	76.09	81.06
S3	71.79	74.67	80.67
S4	67.49	70.37	79.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.66	77.51	5.15	6.2%	1.00	1.2%	100%	True	False	1,965
10	82.66	77.51	5.15	6.2%	0.82	1.0%	100%	True	False	2,231
20	85.15	77.20	7.95	9.6%	1.06	1.3%	69%	False	False	2,716
40	85.15	77.20	7.95	9.6%	1.09	1.3%	69%	False	False	2,526

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	83.09
2.618	82.92
1.618	82.82
1.000	82.76
0.618	82.72
HIGH	82.66
0.618	82.62
0.500	82.61
0.382	82.60
LOW	82.56
0.618	82.50
1.000	82.46
1.618	82.40
2.618	82.30
4.250	82.14

Fisher Pivots for day following 28-Dec-2009
Pivot	1 day	3 day
R1	82.66	81.99
PP	82.63	81.29
S1	82.61	80.60

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

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