NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 10-Aug-2009

Day Change Summary
	Previous	Current
	07-Aug-2009	10-Aug-2009	Change	Change %	Previous Week
Open	71.81	70.67	-1.14	-1.6%	69.30
High	72.84	71.57	-1.27	-1.7%	72.84
Low	70.38	70.09	-0.29	-0.4%	69.09
Close	70.93	70.60	-0.33	-0.5%	70.93
Range	2.46	1.48	-0.98	-39.8%	3.75
ATR	2.65	2.57	-0.08	-3.2%	0.00
Volume	328,670	367,023	38,353	11.7%	1,646,389

Daily Pivots for day following 10-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	75.19	74.38	71.41
R3	73.71	72.90	71.01
R2	72.23	72.23	70.87
R1	71.42	71.42	70.74	71.09
PP	70.75	70.75	70.75	70.59
S1	69.94	69.94	70.46	69.61
S2	69.27	69.27	70.33
S3	67.79	68.46	70.19
S4	66.31	66.98	69.79

Weekly Pivots for week ending 07-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.20	80.32	72.99
R3	78.45	76.57	71.96
R2	74.70	74.70	71.62
R1	72.82	72.82	71.27	73.76
PP	70.95	70.95	70.95	71.43
S1	69.07	69.07	70.59	70.01
S2	67.20	67.20	70.24
S3	63.45	65.32	69.90
S4	59.70	61.57	68.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.84	69.71	3.13	4.4%	2.07	2.9%	28%	False	False	322,515
10	72.84	62.70	10.14	14.4%	2.92	4.1%	78%	False	False	319,877
20	72.84	60.02	12.82	18.2%	2.53	3.6%	83%	False	False	269,712
40	74.25	59.30	14.95	21.2%	2.62	3.7%	76%	False	False	170,503
60	74.66	58.36	16.30	23.1%	2.48	3.5%	75%	False	False	125,819
80	74.66	51.96	22.70	32.2%	2.37	3.4%	82%	False	False	98,494
100	74.66	51.96	22.70	32.2%	2.25	3.2%	82%	False	False	80,831
120	74.66	44.76	29.90	42.4%	2.30	3.3%	86%	False	False	68,856

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.61
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	77.86
2.618	75.44
1.618	73.96
1.000	73.05
0.618	72.48
HIGH	71.57
0.618	71.00
0.500	70.83
0.382	70.66
LOW	70.09
0.618	69.18
1.000	68.61
1.618	67.70
2.618	66.22
4.250	63.80

Fisher Pivots for day following 10-Aug-2009
Pivot	1 day	3 day
R1	70.83	71.47
PP	70.75	71.18
S1	70.68	70.89

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

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