NYMEX Light Sweet Crude Oil Future October 2009

Trading Metrics calculated at close of trading on 26-Aug-2009

Day Change Summary
	Previous	Current
	25-Aug-2009	26-Aug-2009	Change	Change %	Previous Week
Open	73.97	71.35	-2.62	-3.5%	69.70
High	75.00	72.64	-2.36	-3.1%	74.72
Low	71.11	70.67	-0.44	-0.6%	67.42
Close	72.05	71.43	-0.62	-0.9%	73.89
Range	3.89	1.97	-1.92	-49.4%	7.30
ATR	2.67	2.62	-0.05	-1.9%	0.00
Volume	208,702	324,399	115,697	55.4%	1,144,984

Daily Pivots for day following 26-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.49	76.43	72.51
R3	75.52	74.46	71.97
R2	73.55	73.55	71.79
R1	72.49	72.49	71.61	73.02
PP	71.58	71.58	71.58	71.85
S1	70.52	70.52	71.25	71.05
S2	69.61	69.61	71.07
S3	67.64	68.55	70.89
S4	65.67	66.58	70.35

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.91	91.20	77.91
R3	86.61	83.90	75.90
R2	79.31	79.31	75.23
R1	76.60	76.60	74.56	77.96
PP	72.01	72.01	72.01	72.69
S1	69.30	69.30	73.22	70.66
S2	64.71	64.71	72.55
S3	57.41	62.00	71.88
S4	50.11	54.70	69.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.00	70.67	4.33	6.1%	2.27	3.2%	18%	False	True	279,535
10	75.00	67.42	7.58	10.6%	2.86	4.0%	53%	False	False	227,058
20	75.00	64.82	10.18	14.3%	2.74	3.8%	65%	False	False	176,004
40	75.00	60.43	14.57	20.4%	2.49	3.5%	75%	False	False	111,222
60	75.27	60.43	14.84	20.8%	2.46	3.4%	74%	False	False	79,382
80	75.27	58.66	16.61	23.3%	2.32	3.3%	77%	False	False	62,143
100	75.27	53.00	22.27	31.2%	2.16	3.0%	83%	False	False	51,191
120	75.27	48.64	26.63	37.3%	2.10	2.9%	86%	False	False	43,752

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.76
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.01
2.618	77.80
1.618	75.83
1.000	74.61
0.618	73.86
HIGH	72.64
0.618	71.89
0.500	71.66
0.382	71.42
LOW	70.67
0.618	69.45
1.000	68.70
1.618	67.48
2.618	65.51
4.250	62.30

Fisher Pivots for day following 26-Aug-2009
Pivot	1 day	3 day
R1	71.66	72.84
PP	71.58	72.37
S1	71.51	71.90

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

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