NYMEX Light Sweet Crude Oil Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Jan-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Jan-2010 | 08-Jan-2010 | Change | Change % | Previous Week |  
                        | Open | 85.60 | 85.97 | 0.37 | 0.4% | 84.42 |  
                        | High | 86.14 | 85.83 | -0.31 | -0.4% | 86.44 |  
                        | Low | 85.42 | 84.99 | -0.43 | -0.5% | 83.93 |  
                        | Close | 85.60 | 85.97 | 0.37 | 0.4% | 85.97 |  
                        | Range | 0.72 | 0.84 | 0.12 | 16.7% | 2.51 |  
                        | ATR | 1.16 | 1.14 | -0.02 | -2.0% | 0.00 |  
                        | Volume | 3,631 | 1,041 | -2,590 | -71.3% | 10,339 |  | 
    
| 
        
            | Daily Pivots for day following 08-Jan-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 88.12 | 87.88 | 86.43 |  |  
                | R3 | 87.28 | 87.04 | 86.20 |  |  
                | R2 | 86.44 | 86.44 | 86.12 |  |  
                | R1 | 86.20 | 86.20 | 86.05 | 86.39 |  
                | PP | 85.60 | 85.60 | 85.60 | 85.69 |  
                | S1 | 85.36 | 85.36 | 85.89 | 85.55 |  
                | S2 | 84.76 | 84.76 | 85.82 |  |  
                | S3 | 83.92 | 84.52 | 85.74 |  |  
                | S4 | 83.08 | 83.68 | 85.51 |  |  | 
        
            | Weekly Pivots for week ending 08-Jan-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 92.98 | 91.98 | 87.35 |  |  
                | R3 | 90.47 | 89.47 | 86.66 |  |  
                | R2 | 87.96 | 87.96 | 86.43 |  |  
                | R1 | 86.96 | 86.96 | 86.20 | 87.46 |  
                | PP | 85.45 | 85.45 | 85.45 | 85.70 |  
                | S1 | 84.45 | 84.45 | 85.74 | 84.95 |  
                | S2 | 82.94 | 82.94 | 85.51 |  |  
                | S3 | 80.43 | 81.94 | 85.28 |  |  
                | S4 | 77.92 | 79.43 | 84.59 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 86.44 | 83.93 | 2.51 | 2.9% | 0.76 | 0.9% | 81% | False | False | 2,067 |  
                | 10 | 86.44 | 79.86 | 6.58 | 7.7% | 0.71 | 0.8% | 93% | False | False | 1,455 |  
                | 20 | 86.44 | 76.35 | 10.09 | 11.7% | 0.77 | 0.9% | 95% | False | False | 1,596 |  
                | 40 | 86.44 | 76.35 | 10.09 | 11.7% | 0.81 | 0.9% | 95% | False | False | 2,091 |  
                | 60 | 86.44 | 76.35 | 10.09 | 11.7% | 0.85 | 1.0% | 95% | False | False | 2,083 |  
                | 80 | 86.44 | 70.69 | 15.75 | 18.3% | 0.83 | 1.0% | 97% | False | False | 1,915 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 89.40 |  
            | 2.618 | 88.03 |  
            | 1.618 | 87.19 |  
            | 1.000 | 86.67 |  
            | 0.618 | 86.35 |  
            | HIGH | 85.83 |  
            | 0.618 | 85.51 |  
            | 0.500 | 85.41 |  
            | 0.382 | 85.31 |  
            | LOW | 84.99 |  
            | 0.618 | 84.47 |  
            | 1.000 | 84.15 |  
            | 1.618 | 83.63 |  
            | 2.618 | 82.79 |  
            | 4.250 | 81.42 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Jan-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 85.78 | 85.85 |  
                                | PP | 85.60 | 85.73 |  
                                | S1 | 85.41 | 85.62 |  |