NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 19-Aug-2009

Day Change Summary
	Previous	Current
	18-Aug-2009	19-Aug-2009	Change	Change %	Previous Week
Open	66.80	70.25	3.45	5.2%	70.67
High	70.29	72.80	2.51	3.6%	72.21
Low	66.11	68.05	1.94	2.9%	67.12
Close	69.19	72.42	3.23	4.7%	67.51
Range	4.18	4.75	0.57	13.6%	5.09
ATR	2.75	2.90	0.14	5.2%	0.00
Volume	264,790	182,990	-81,800	-30.9%	1,725,432

Daily Pivots for day following 19-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.34	83.63	75.03
R3	80.59	78.88	73.73
R2	75.84	75.84	73.29
R1	74.13	74.13	72.86	74.99
PP	71.09	71.09	71.09	71.52
S1	69.38	69.38	71.98	70.24
S2	66.34	66.34	71.55
S3	61.59	64.63	71.11
S4	56.84	59.88	69.81

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	72.80	65.23	7.57	10.5%	3.61	5.0%	95%	True	False	286,632
10	72.84	65.23	7.61	10.5%	2.90	4.0%	94%	False	False	312,957
20	72.84	62.70	10.14	14.0%	2.92	4.0%	96%	False	False	309,199
40	74.25	59.30	14.95	20.6%	2.73	3.8%	88%	False	False	215,660
60	74.66	59.30	15.36	21.2%	2.62	3.6%	85%	False	False	158,476
80	74.66	53.49	21.17	29.2%	2.48	3.4%	89%	False	False	123,981
100	74.66	51.96	22.70	31.3%	2.37	3.3%	90%	False	False	101,564
120	74.66	45.78	28.88	39.9%	2.34	3.2%	92%	False	False	86,114

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	0.76
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	92.99
2.618	85.24
1.618	80.49
1.000	77.55
0.618	75.74
HIGH	72.80
0.618	70.99
0.500	70.43
0.382	69.86
LOW	68.05
0.618	65.11
1.000	63.30
1.618	60.36
2.618	55.61
4.250	47.86

Fisher Pivots for day following 19-Aug-2009
Pivot	1 day	3 day
R1	71.76	71.29
PP	71.09	70.15
S1	70.43	69.02

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

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