NYMEX Light Sweet Crude Oil Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Dec-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Dec-2009 | 07-Dec-2009 | Change | Change % | Previous Week |  
                        | Open | 82.54 | 81.56 | -0.98 | -1.2% | 83.36 |  
                        | High | 83.97 | 82.22 | -1.75 | -2.1% | 84.67 |  
                        | Low | 82.22 | 81.47 | -0.75 | -0.9% | 81.86 |  
                        | Close | 82.54 | 81.56 | -0.98 | -1.2% | 82.54 |  
                        | Range | 1.75 | 0.75 | -1.00 | -57.1% | 2.81 |  
                        | ATR | 1.47 | 1.45 | -0.03 | -2.0% | 0.00 |  
                        | Volume | 4,151 | 4,115 | -36 | -0.9% | 12,119 |  | 
    
| 
        
            | Daily Pivots for day following 07-Dec-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 84.00 | 83.53 | 81.97 |  |  
                | R3 | 83.25 | 82.78 | 81.77 |  |  
                | R2 | 82.50 | 82.50 | 81.70 |  |  
                | R1 | 82.03 | 82.03 | 81.63 | 81.94 |  
                | PP | 81.75 | 81.75 | 81.75 | 81.70 |  
                | S1 | 81.28 | 81.28 | 81.49 | 81.19 |  
                | S2 | 81.00 | 81.00 | 81.42 |  |  
                | S3 | 80.25 | 80.53 | 81.35 |  |  
                | S4 | 79.50 | 79.78 | 81.15 |  |  | 
        
            | Weekly Pivots for week ending 04-Dec-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 91.45 | 89.81 | 84.09 |  |  
                | R3 | 88.64 | 87.00 | 83.31 |  |  
                | R2 | 85.83 | 85.83 | 83.06 |  |  
                | R1 | 84.19 | 84.19 | 82.80 | 83.61 |  
                | PP | 83.02 | 83.02 | 83.02 | 82.73 |  
                | S1 | 81.38 | 81.38 | 82.28 | 80.80 |  
                | S2 | 80.21 | 80.21 | 82.02 |  |  
                | S3 | 77.40 | 78.57 | 81.77 |  |  
                | S4 | 74.59 | 75.76 | 80.99 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 84.67 | 81.47 | 3.20 | 3.9% | 1.01 | 1.2% | 3% | False | True | 3,246 |  
                | 10 | 84.67 | 80.23 | 4.44 | 5.4% | 0.96 | 1.2% | 30% | False | False | 2,877 |  
                | 20 | 84.67 | 80.23 | 4.44 | 5.4% | 0.80 | 1.0% | 30% | False | False | 2,424 |  
                | 40 | 84.95 | 76.14 | 8.81 | 10.8% | 0.80 | 1.0% | 62% | False | False | 2,215 |  
                | 60 | 84.95 | 70.69 | 14.26 | 17.5% | 0.79 | 1.0% | 76% | False | False | 1,942 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 85.41 |  
            | 2.618 | 84.18 |  
            | 1.618 | 83.43 |  
            | 1.000 | 82.97 |  
            | 0.618 | 82.68 |  
            | HIGH | 82.22 |  
            | 0.618 | 81.93 |  
            | 0.500 | 81.85 |  
            | 0.382 | 81.76 |  
            | LOW | 81.47 |  
            | 0.618 | 81.01 |  
            | 1.000 | 80.72 |  
            | 1.618 | 80.26 |  
            | 2.618 | 79.51 |  
            | 4.250 | 78.28 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Dec-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 81.85 | 82.72 |  
                                | PP | 81.75 | 82.33 |  
                                | S1 | 81.66 | 81.95 |  |