NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 17-May-2010

Day Change Summary
	Previous	Current
	14-May-2010	17-May-2010	Change	Change %	Previous Week
Open	81.03	81.50	0.47	0.6%	84.22
High	84.59	81.50	-3.09	-3.7%	86.52
Low	80.77	77.82	-2.95	-3.7%	80.77
Close	81.03	78.03	-3.00	-3.7%	81.03
Range	3.82	3.68	-0.14	-3.7%	5.75
ATR	2.35	2.44	0.10	4.1%	0.00
Volume	52,936	57,997	5,061	9.6%	253,270

Daily Pivots for day following 17-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.16	87.77	80.05
R3	86.48	84.09	79.04
R2	82.80	82.80	78.70
R1	80.41	80.41	78.37	79.77
PP	79.12	79.12	79.12	78.79
S1	76.73	76.73	77.69	76.09
S2	75.44	75.44	77.36
S3	71.76	73.05	77.02
S4	68.08	69.37	76.01

Weekly Pivots for week ending 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	100.02	96.28	84.19
R3	94.27	90.53	82.61
R2	88.52	88.52	82.08
R1	84.78	84.78	81.56	83.78
PP	82.77	82.77	82.77	82.27
S1	79.03	79.03	80.50	78.03
S2	77.02	77.02	79.98
S3	71.27	73.28	79.45
S4	65.52	67.53	77.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.52	77.82	8.70	11.1%	2.64	3.4%	2%	False	True	50,134
10	93.08	77.82	15.26	19.6%	3.13	4.0%	1%	False	True	57,787
20	93.55	77.82	15.73	20.2%	2.38	3.0%	1%	False	True	54,858
40	93.55	77.82	15.73	20.2%	1.95	2.5%	1%	False	True	50,432

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.14
2.618	91.13
1.618	87.45
1.000	85.18
0.618	83.77
HIGH	81.50
0.618	80.09
0.500	79.66
0.382	79.23
LOW	77.82
0.618	75.55
1.000	74.14
1.618	71.87
2.618	68.19
4.250	62.18

Fisher Pivots for day following 17-May-2010
Pivot	1 day	3 day
R1	79.66	82.17
PP	79.12	80.79
S1	78.57	79.41

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

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