NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 22-Dec-2009

Day Change Summary
	Previous	Current
	21-Dec-2009	22-Dec-2009	Change	Change %	Previous Week
Open	77.65	77.96	0.31	0.4%	77.02
High	79.04	78.32	-0.72	-0.9%	78.92
Low	77.65	76.94	-0.71	-0.9%	76.35
Close	77.65	77.96	0.31	0.4%	78.43
Range	1.39	1.38	-0.01	-0.7%	2.57
ATR	1.30	1.31	0.01	0.4%	0.00
Volume	2,462	1,103	-1,359	-55.2%	9,074

Daily Pivots for day following 22-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.88	81.30	78.72
R3	80.50	79.92	78.34
R2	79.12	79.12	78.21
R1	78.54	78.54	78.09	78.65
PP	77.74	77.74	77.74	77.80
S1	77.16	77.16	77.83	77.27
S2	76.36	76.36	77.71
S3	74.98	75.78	77.58
S4	73.60	74.40	77.20

Weekly Pivots for week ending 18-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.61	84.59	79.84
R3	83.04	82.02	79.14
R2	80.47	80.47	78.90
R1	79.45	79.45	78.67	79.96
PP	77.90	77.90	77.90	78.16
S1	76.88	76.88	78.19	77.39
S2	75.33	75.33	77.96
S3	72.76	74.31	77.72
S4	70.19	71.74	77.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.04	76.94	2.10	2.7%	0.86	1.1%	49%	False	True	1,900
10	79.69	76.35	3.34	4.3%	0.86	1.1%	48%	False	False	2,119
20	84.67	76.35	8.32	10.7%	0.98	1.3%	19%	False	False	2,537
40	84.73	76.35	8.38	10.7%	0.87	1.1%	19%	False	False	2,286
60	84.95	71.29	13.66	17.5%	0.84	1.1%	49%	False	False	2,043
80	84.95	70.69	14.26	18.3%	0.78	1.0%	51%	False	False	1,898

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.19
2.618	81.93
1.618	80.55
1.000	79.70
0.618	79.17
HIGH	78.32
0.618	77.79
0.500	77.63
0.382	77.47
LOW	76.94
0.618	76.09
1.000	75.56
1.618	74.71
2.618	73.33
4.250	71.08

Fisher Pivots for day following 22-Dec-2009
Pivot	1 day	3 day
R1	77.85	77.99
PP	77.74	77.98
S1	77.63	77.97

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

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