NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 07-Jan-2010

Day Change Summary
	Previous	Current
	06-Jan-2010	07-Jan-2010	Change	Change %	Previous Week
Open	86.62	86.02	-0.60	-0.7%	82.68
High	86.83	86.55	-0.28	-0.3%	83.72
Low	84.83	85.72	0.89	1.0%	82.56
Close	86.62	86.02	-0.60	-0.7%	82.92
Range	2.00	0.83	-1.17	-58.5%	1.16
ATR	1.24	1.22	-0.02	-2.0%	0.00
Volume	2,574	3,966	1,392	54.1%	4,096

Daily Pivots for day following 07-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.59	88.13	86.48
R3	87.76	87.30	86.25
R2	86.93	86.93	86.17
R1	86.47	86.47	86.10	86.44
PP	86.10	86.10	86.10	86.08
S1	85.64	85.64	85.94	85.61
S2	85.27	85.27	85.87
S3	84.44	84.81	85.79
S4	83.61	83.98	85.56

Weekly Pivots for week ending 01-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.55	85.89	83.56
R3	85.39	84.73	83.24
R2	84.23	84.23	83.13
R1	83.57	83.57	83.03	83.90
PP	83.07	83.07	83.07	83.23
S1	82.41	82.41	82.81	82.74
S2	81.91	81.91	82.71
S3	80.75	81.25	82.60
S4	79.59	80.09	82.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.83	83.23	3.60	4.2%	0.90	1.1%	78%	False	False	2,609
10	86.83	78.53	8.30	9.6%	0.94	1.1%	90%	False	False	1,927
20	86.83	77.20	9.63	11.2%	0.91	1.1%	92%	False	False	2,448
40	86.83	77.20	9.63	11.2%	1.04	1.2%	92%	False	False	2,418

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.08
2.618	88.72
1.618	87.89
1.000	87.38
0.618	87.06
HIGH	86.55
0.618	86.23
0.500	86.14
0.382	86.04
LOW	85.72
0.618	85.21
1.000	84.89
1.618	84.38
2.618	83.55
4.250	82.19

Fisher Pivots for day following 07-Jan-2010
Pivot	1 day	3 day
R1	86.14	85.93
PP	86.10	85.84
S1	86.06	85.75

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

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