NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 10-Dec-2009

Day Change Summary
	Previous	Current
	09-Dec-2009	10-Dec-2009	Change	Change %	Previous Week
Open	77.41	77.09	-0.32	-0.4%	83.36
High	79.69	77.20	-2.49	-3.1%	84.67
Low	77.29	76.92	-0.37	-0.5%	81.86
Close	77.41	77.09	-0.32	-0.4%	82.54
Range	2.40	0.28	-2.12	-88.3%	2.81
ATR	1.57	1.49	-0.08	-4.9%	0.00
Volume	5,121	1,666	-3,455	-67.5%	12,119

Daily Pivots for day following 10-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.91	77.78	77.24
R3	77.63	77.50	77.17
R2	77.35	77.35	77.14
R1	77.22	77.22	77.12	77.23
PP	77.07	77.07	77.07	77.08
S1	76.94	76.94	77.06	76.95
S2	76.79	76.79	77.04
S3	76.51	76.66	77.01
S4	76.23	76.38	76.94

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	83.97	76.92	7.05	9.1%	1.44	1.9%	2%	False	True	3,399
10	84.67	76.92	7.75	10.1%	1.35	1.7%	2%	False	True	3,167
20	84.67	76.92	7.75	10.1%	0.86	1.1%	2%	False	True	2,492
40	84.95	76.92	8.03	10.4%	0.90	1.2%	2%	False	True	2,306
60	84.95	70.69	14.26	18.5%	0.82	1.1%	45%	False	False	2,027

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	0.08
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	78.39
2.618	77.93
1.618	77.65
1.000	77.48
0.618	77.37
HIGH	77.20
0.618	77.09
0.500	77.06
0.382	77.03
LOW	76.92
0.618	76.75
1.000	76.64
1.618	76.47
2.618	76.19
4.250	75.73

Fisher Pivots for day following 10-Dec-2009
Pivot	1 day	3 day
R1	77.08	79.41
PP	77.07	78.64
S1	77.06	77.86

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

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