NYMEX Light Sweet Crude Oil Future August 2009

Trading Metrics calculated at close of trading on 16-Jul-2009

Day Change Summary
	Previous	Current
	15-Jul-2009	16-Jul-2009	Change	Change %	Previous Week
Open	59.79	62.00	2.21	3.7%	65.54
High	62.00	62.25	0.25	0.4%	65.65
Low	59.65	60.29	0.64	1.1%	58.72
Close	61.54	62.02	0.48	0.8%	59.89
Range	2.35	1.96	-0.39	-16.6%	6.93
ATR	2.68	2.62	-0.05	-1.9%	0.00
Volume	305,947	279,729	-26,218	-8.6%	1,412,352

Daily Pivots for day following 16-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	67.40	66.67	63.10
R3	65.44	64.71	62.56
R2	63.48	63.48	62.38
R1	62.75	62.75	62.20	63.12
PP	61.52	61.52	61.52	61.70
S1	60.79	60.79	61.84	61.16
S2	59.56	59.56	61.66
S3	57.60	58.83	61.48
S4	55.64	56.87	60.94

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.21	77.98	63.70
R3	75.28	71.05	61.80
R2	68.35	68.35	61.16
R1	64.12	64.12	60.53	62.77
PP	61.42	61.42	61.42	60.75
S1	57.19	57.19	59.25	55.84
S2	54.49	54.49	58.62
S3	47.56	50.26	57.98
S4	40.63	43.33	56.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.25	58.32	3.93	6.3%	2.23	3.6%	94%	True	False	293,425
10	69.74	58.32	11.42	18.4%	2.46	4.0%	32%	False	False	286,931
20	73.38	58.32	15.06	24.3%	2.75	4.4%	25%	False	False	263,228
40	73.90	58.32	15.58	25.1%	2.50	4.0%	24%	False	False	178,165
60	73.90	50.82	23.08	37.2%	2.38	3.8%	49%	False	False	130,437
80	73.90	50.76	23.14	37.3%	2.35	3.8%	49%	False	False	101,240
100	73.90	44.41	29.49	47.5%	2.36	3.8%	60%	False	False	83,046
120	73.90	43.34	30.56	49.3%	2.31	3.7%	61%	False	False	70,341

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.55
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	70.58
2.618	67.38
1.618	65.42
1.000	64.21
0.618	63.46
HIGH	62.25
0.618	61.50
0.500	61.27
0.382	61.04
LOW	60.29
0.618	59.08
1.000	58.33
1.618	57.12
2.618	55.16
4.250	51.96

Fisher Pivots for day following 16-Jul-2009
Pivot	1 day	3 day
R1	61.77	61.58
PP	61.52	61.14
S1	61.27	60.70

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

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