NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 11-May-2010

Day Change Summary
	Previous	Current
	10-May-2010	11-May-2010	Change	Change %	Previous Week
Open	84.22	85.30	1.08	1.3%	91.85
High	86.28	86.03	-0.25	-0.3%	93.55
Low	83.80	83.94	0.14	0.2%	82.00
Close	85.06	85.29	0.23	0.3%	83.11
Range	2.48	2.09	-0.39	-15.7%	11.55
ATR	2.29	2.27	-0.01	-0.6%	0.00
Volume	60,597	42,873	-17,724	-29.2%	318,069

Daily Pivots for day following 11-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.36	90.41	86.44
R3	89.27	88.32	85.86
R2	87.18	87.18	85.67
R1	86.23	86.23	85.48	85.66
PP	85.09	85.09	85.09	84.80
S1	84.14	84.14	85.10	83.57
S2	83.00	83.00	84.91
S3	80.91	82.05	84.72
S4	78.82	79.96	84.14

Weekly Pivots for week ending 07-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	120.87	113.54	89.46
R3	109.32	101.99	86.29
R2	97.77	97.77	85.23
R1	90.44	90.44	84.17	88.33
PP	86.22	86.22	86.22	85.17
S1	78.89	78.89	82.05	76.78
S2	74.67	74.67	80.99
S3	63.12	67.34	79.93
S4	51.57	55.79	76.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.83	82.00	7.83	9.2%	3.31	3.9%	42%	False	False	65,087
10	93.55	82.00	11.55	13.5%	2.72	3.2%	28%	False	False	60,526
20	93.55	82.00	11.55	13.5%	2.16	2.5%	28%	False	False	58,119
40	93.55	81.13	12.42	14.6%	1.84	2.2%	33%	False	False	48,478

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	94.91
2.618	91.50
1.618	89.41
1.000	88.12
0.618	87.32
HIGH	86.03
0.618	85.23
0.500	84.99
0.382	84.74
LOW	83.94
0.618	82.65
1.000	81.85
1.618	80.56
2.618	78.47
4.250	75.06

Fisher Pivots for day following 11-May-2010
Pivot	1 day	3 day
R1	85.19	84.92
PP	85.09	84.55
S1	84.99	84.19

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

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