NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 24-Dec-2009

Day Change Summary
	Previous	Current
	23-Dec-2009	24-Dec-2009	Change	Change %	Previous Week
Open	79.97	81.40	1.43	1.8%	77.02
High	80.18	81.00	0.82	1.0%	78.92
Low	78.07	79.86	1.79	2.3%	76.35
Close	79.97	81.40	1.43	1.8%	78.43
Range	2.11	1.14	-0.97	-46.0%	2.57
ATR	1.37	1.36	-0.02	-1.2%	0.00
Volume	1,308	1,439	131	10.0%	9,074

Daily Pivots for day following 24-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.17	83.93	82.03
R3	83.03	82.79	81.71
R2	81.89	81.89	81.61
R1	81.65	81.65	81.50	81.97
PP	80.75	80.75	80.75	80.92
S1	80.51	80.51	81.30	80.83
S2	79.61	79.61	81.19
S3	78.47	79.37	81.09
S4	77.33	78.23	80.77

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	81.00	76.94	4.06	5.0%	1.24	1.5%	110%	True	False	1,549
10	81.00	76.35	4.65	5.7%	0.92	1.1%	109%	True	False	1,715
20	84.67	76.35	8.32	10.2%	1.13	1.4%	61%	False	False	2,441
40	84.73	76.35	8.38	10.3%	0.88	1.1%	60%	False	False	2,249
60	84.95	71.93	13.02	16.0%	0.89	1.1%	73%	False	False	2,064
80	84.95	70.69	14.26	17.5%	0.82	1.0%	75%	False	False	1,912

Crabel Price Patterns
NR	True
NR4	True
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	False
Bear Hook	False
Bull Hook	False
Stretch	0.03
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	85.85
2.618	83.98
1.618	82.84
1.000	82.14
0.618	81.70
HIGH	81.00
0.618	80.56
0.500	80.43
0.382	80.30
LOW	79.86
0.618	79.16
1.000	78.72
1.618	78.02
2.618	76.88
4.250	75.02

Fisher Pivots for day following 24-Dec-2009
Pivot	1 day	3 day
R1	81.08	80.59
PP	80.75	79.78
S1	80.43	78.97

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

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