NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 14-Aug-2009

Day Change Summary
	Previous	Current
	13-Aug-2009	14-Aug-2009	Change	Change %	Previous Week
Open	70.54	70.90	0.36	0.5%	70.67
High	72.21	71.60	-0.61	-0.8%	72.21
Low	70.05	67.12	-2.93	-4.2%	67.12
Close	70.52	67.51	-3.01	-4.3%	67.51
Range	2.16	4.48	2.32	107.4%	5.09
ATR	2.52	2.66	0.14	5.6%	0.00
Volume	342,269	322,969	-19,300	-5.6%	1,725,432

Daily Pivots for day following 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.18	79.33	69.97
R3	77.70	74.85	68.74
R2	73.22	73.22	68.33
R1	70.37	70.37	67.92	69.56
PP	68.74	68.74	68.74	68.34
S1	65.89	65.89	67.10	65.08
S2	64.26	64.26	66.69
S3	59.78	61.41	66.28
S4	55.30	56.93	65.05

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.22	80.95	70.31
R3	79.13	75.86	68.91
R2	74.04	74.04	68.44
R1	70.77	70.77	67.98	69.86
PP	68.95	68.95	68.95	68.49
S1	65.68	65.68	67.04	64.77
S2	63.86	63.86	66.58
S3	58.77	60.59	66.11
S4	53.68	55.50	64.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.21	67.12	5.09	7.5%	2.59	3.8%	8%	False	True	345,086
10	72.84	67.12	5.72	8.5%	2.47	3.7%	7%	False	True	337,182
20	72.84	62.70	10.14	15.0%	2.63	3.9%	47%	False	False	307,110
40	74.25	59.30	14.95	22.1%	2.66	3.9%	55%	False	False	200,487
60	74.66	59.30	15.36	22.8%	2.53	3.7%	53%	False	False	146,940
80	74.66	51.96	22.70	33.6%	2.42	3.6%	69%	False	False	114,899
100	74.66	51.96	22.70	33.6%	2.31	3.4%	69%	False	False	94,063
120	74.66	45.78	28.88	42.8%	2.32	3.4%	75%	False	False	79,938

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	0.58
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	90.64
2.618	83.33
1.618	78.85
1.000	76.08
0.618	74.37
HIGH	71.60
0.618	69.89
0.500	69.36
0.382	68.83
LOW	67.12
0.618	64.35
1.000	62.64
1.618	59.87
2.618	55.39
4.250	48.08

Fisher Pivots for day following 14-Aug-2009
Pivot	1 day	3 day
R1	69.36	69.67
PP	68.74	68.95
S1	68.13	68.23

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

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