NYMEX Light Sweet Crude Oil Future September 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	60.68	62.98	2.30	3.8%	66.60
High	63.04	63.23	0.19	0.3%	66.60
Low	60.55	61.45	0.90	1.5%	59.82
Close	62.58	63.06	0.48	0.8%	60.88
Range	2.49	1.78	-0.71	-28.5%	6.78
ATR	2.55	2.50	-0.06	-2.2%	0.00
Volume	152,586	163,263	10,677	7.0%	515,305

Daily Pivots for day following 16-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	67.92	67.27	64.04
R3	66.14	65.49	63.55
R2	64.36	64.36	63.39
R1	63.71	63.71	63.22	64.04
PP	62.58	62.58	62.58	62.74
S1	61.93	61.93	62.90	62.26
S2	60.80	60.80	62.73
S3	59.02	60.15	62.57
S4	57.24	58.37	62.08

Weekly Pivots for week ending 10-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.77	78.61	64.61
R3	75.99	71.83	62.74
R2	69.21	69.21	62.12
R1	65.05	65.05	61.50	63.74
PP	62.43	62.43	62.43	61.78
S1	58.27	58.27	60.26	56.96
S2	55.65	55.65	59.64
S3	48.87	51.49	59.02
S4	42.09	44.71	57.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	63.23	59.30	3.93	6.2%	2.17	3.4%	96%	True	False	141,546
10	68.18	59.30	8.88	14.1%	2.25	3.6%	42%	False	False	117,170
20	74.25	59.30	14.95	23.7%	2.71	4.3%	25%	False	False	88,197
40	74.66	59.30	15.36	24.4%	2.44	3.9%	24%	False	False	63,695
60	74.66	51.96	22.70	36.0%	2.32	3.7%	49%	False	False	48,427
80	74.66	51.96	22.70	36.0%	2.21	3.5%	49%	False	False	38,950
100	74.66	45.78	28.88	45.8%	2.26	3.6%	60%	False	False	33,018
120	74.66	44.19	30.47	48.3%	2.21	3.5%	62%	False	False	28,406

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	70.80
2.618	67.89
1.618	66.11
1.000	65.01
0.618	64.33
HIGH	63.23
0.618	62.55
0.500	62.34
0.382	62.13
LOW	61.45
0.618	60.35
1.000	59.67
1.618	58.57
2.618	56.79
4.250	53.89

Fisher Pivots for day following 16-Jul-2009
Pivot	1 day	3 day
R1	62.82	62.58
PP	62.58	62.10
S1	62.34	61.63

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

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