NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 23-Dec-2009

Day Change Summary
	Previous	Current
	22-Dec-2009	23-Dec-2009	Change	Change %	Previous Week
Open	77.96	79.97	2.01	2.6%	77.02
High	78.32	80.18	1.86	2.4%	78.92
Low	76.94	78.07	1.13	1.5%	76.35
Close	77.96	79.97	2.01	2.6%	78.43
Range	1.38	2.11	0.73	52.9%	2.57
ATR	1.31	1.37	0.07	5.0%	0.00
Volume	1,103	1,308	205	18.6%	9,074

Daily Pivots for day following 23-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.74	84.96	81.13
R3	83.63	82.85	80.55
R2	81.52	81.52	80.36
R1	80.74	80.74	80.16	81.03
PP	79.41	79.41	79.41	79.55
S1	78.63	78.63	79.78	78.92
S2	77.30	77.30	79.58
S3	75.19	76.52	79.39
S4	73.08	74.41	78.81

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	80.18	76.94	3.24	4.1%	1.07	1.3%	94%	True	False	1,728
10	80.18	76.35	3.83	4.8%	0.83	1.0%	95%	True	False	1,737
20	84.67	76.35	8.32	10.4%	1.08	1.4%	44%	False	False	2,432
40	84.73	76.35	8.38	10.5%	0.87	1.1%	43%	False	False	2,255
60	84.95	71.29	13.66	17.1%	0.88	1.1%	64%	False	False	2,045
80	84.95	70.69	14.26	17.8%	0.81	1.0%	65%	False	False	1,902

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.08
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	89.15
2.618	85.70
1.618	83.59
1.000	82.29
0.618	81.48
HIGH	80.18
0.618	79.37
0.500	79.13
0.382	78.88
LOW	78.07
0.618	76.77
1.000	75.96
1.618	74.66
2.618	72.55
4.250	69.10

Fisher Pivots for day following 23-Dec-2009
Pivot	1 day	3 day
R1	79.69	79.50
PP	79.41	79.03
S1	79.13	78.56

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

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