NYMEX Light Sweet Crude Oil Future April 2010

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

Day Change Summary
	Previous	Current
	22-Sep-2009	23-Sep-2009	Change	Change %	Previous Week
Open	72.67	73.90	1.23	1.7%	72.16
High	74.16	73.90	-0.26	-0.4%	75.49
Low	72.67	71.47	-1.20	-1.7%	71.76
Close	74.11	71.76	-2.35	-3.2%	75.10
Range	1.49	2.43	0.94	63.1%	3.73
ATR	1.44	1.52	0.09	6.0%	0.00
Volume	4,141	2,400	-1,741	-42.0%	12,755

Daily Pivots for day following 23-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.67	78.14	73.10
R3	77.24	75.71	72.43
R2	74.81	74.81	72.21
R1	73.28	73.28	71.98	72.83
PP	72.38	72.38	72.38	72.15
S1	70.85	70.85	71.54	70.40
S2	69.95	69.95	71.31
S3	67.52	68.42	71.09
S4	65.09	65.99	70.42

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.31	83.93	77.15
R3	81.58	80.20	76.13
R2	77.85	77.85	75.78
R1	76.47	76.47	75.44	77.16
PP	74.12	74.12	74.12	74.46
S1	72.74	72.74	74.76	73.43
S2	70.39	70.39	74.42
S3	66.66	69.01	74.07
S4	62.93	65.28	73.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.49	71.47	4.02	5.6%	1.01	1.4%	7%	False	True	2,599
10	75.49	71.47	4.02	5.6%	1.22	1.7%	7%	False	True	2,834
20	76.89	70.63	6.26	8.7%	1.07	1.5%	18%	False	False	2,531
40	79.10	70.63	8.47	11.8%	1.09	1.5%	13%	False	False	2,281

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	0.15
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	84.23
2.618	80.26
1.618	77.83
1.000	76.33
0.618	75.40
HIGH	73.90
0.618	72.97
0.500	72.69
0.382	72.40
LOW	71.47
0.618	69.97
1.000	69.04
1.618	67.54
2.618	65.11
4.250	61.14

Fisher Pivots for day following 23-Sep-2009
Pivot	1 day	3 day
R1	72.69	72.82
PP	72.38	72.46
S1	72.07	72.11

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

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