NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 11-May-2009

Day Change Summary
	Previous	Current
	08-May-2009	11-May-2009	Change	Change %	Previous Week
Open	59.74	61.06	1.32	2.2%	56.45
High	61.55	61.33	-0.22	-0.4%	61.55
Low	59.74	59.54	-0.20	-0.3%	56.43
Close	61.45	61.08	-0.37	-0.6%	61.45
Range	1.81	1.79	-0.02	-1.1%	5.12
ATR	2.13	2.11	-0.02	-0.7%	0.00
Volume	27,231	17,472	-9,759	-35.8%	106,207

Daily Pivots for day following 11-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	66.02	65.34	62.06
R3	64.23	63.55	61.57
R2	62.44	62.44	61.41
R1	61.76	61.76	61.24	62.10
PP	60.65	60.65	60.65	60.82
S1	59.97	59.97	60.92	60.31
S2	58.86	58.86	60.75
S3	57.07	58.18	60.59
S4	55.28	56.39	60.10

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	75.17	73.43	64.27
R3	70.05	68.31	62.86
R2	64.93	64.93	62.39
R1	63.19	63.19	61.92	64.06
PP	59.81	59.81	59.81	60.25
S1	58.07	58.07	60.98	58.94
S2	54.69	54.69	60.51
S3	49.57	52.95	60.04
S4	44.45	47.83	58.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	61.55	57.70	3.85	6.3%	1.93	3.2%	88%	False	False	22,184
10	61.55	52.24	9.31	15.2%	1.94	3.2%	95%	False	False	17,396
20	61.55	51.96	9.59	15.7%	1.85	3.0%	95%	False	False	14,387
40	61.55	48.78	12.77	20.9%	1.97	3.2%	96%	False	False	12,311
60	61.55	44.19	17.36	28.4%	2.15	3.5%	97%	False	False	11,093
80	61.55	44.19	17.36	28.4%	2.10	3.4%	97%	False	False	9,425

Crabel Price Patterns
NR	True
NR4	True
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	0.26
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	68.94
2.618	66.02
1.618	64.23
1.000	63.12
0.618	62.44
HIGH	61.33
0.618	60.65
0.500	60.44
0.382	60.22
LOW	59.54
0.618	58.43
1.000	57.75
1.618	56.64
2.618	54.85
4.250	51.93

Fisher Pivots for day following 11-May-2009
Pivot	1 day	3 day
R1	60.87	60.78
PP	60.65	60.48
S1	60.44	60.18

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

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