NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 18-Aug-2009

Day Change Summary
	Previous	Current
	17-Aug-2009	18-Aug-2009	Change	Change %	Previous Week
Open	67.69	66.80	-0.89	-1.3%	70.67
High	67.69	70.29	2.60	3.8%	72.21
Low	65.23	66.11	0.88	1.3%	67.12
Close	66.75	69.19	2.44	3.7%	67.51
Range	2.46	4.18	1.72	69.9%	5.09
ATR	2.65	2.75	0.11	4.1%	0.00
Volume	320,144	264,790	-55,354	-17.3%	1,725,432

Daily Pivots for day following 18-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.07	79.31	71.49
R3	76.89	75.13	70.34
R2	72.71	72.71	69.96
R1	70.95	70.95	69.57	71.83
PP	68.53	68.53	68.53	68.97
S1	66.77	66.77	68.81	67.65
S2	64.35	64.35	68.42
S3	60.17	62.59	68.04
S4	55.99	58.41	66.89

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	65.23	6.98	10.1%	3.11	4.5%	57%	False	False	327,850
10	72.84	65.23	7.61	11.0%	2.67	3.9%	52%	False	False	323,246
20	72.84	62.70	10.14	14.7%	2.78	4.0%	64%	False	False	314,029
40	74.25	59.30	14.95	21.6%	2.66	3.8%	66%	False	False	212,233
60	74.66	59.30	15.36	22.2%	2.57	3.7%	64%	False	False	155,961
80	74.66	52.24	22.42	32.4%	2.44	3.5%	76%	False	False	121,821
100	74.66	51.96	22.70	32.8%	2.35	3.4%	76%	False	False	99,790
120	74.66	45.78	28.88	41.7%	2.34	3.4%	81%	False	False	84,657

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.57
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.06
2.618	81.23
1.618	77.05
1.000	74.47
0.618	72.87
HIGH	70.29
0.618	68.69
0.500	68.20
0.382	67.71
LOW	66.11
0.618	63.53
1.000	61.93
1.618	59.35
2.618	55.17
4.250	48.35

Fisher Pivots for day following 18-Aug-2009
Pivot	1 day	3 day
R1	68.86	68.93
PP	68.53	68.67
S1	68.20	68.42

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

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