NYMEX Light Sweet Crude Oil Future October 2009

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

Day Change Summary
	Previous	Current
	11-Sep-2009	14-Sep-2009	Change	Change %	Previous Week
Open	72.05	69.15	-2.90	-4.0%	67.87
High	72.90	69.51	-3.39	-4.7%	72.90
Low	68.82	68.02	-0.80	-1.2%	67.54
Close	69.29	68.86	-0.43	-0.6%	69.29
Range	4.08	1.49	-2.59	-63.5%	5.36
ATR	2.70	2.61	-0.09	-3.2%	0.00
Volume	345,551	374,693	29,142	8.4%	1,281,554

Daily Pivots for day following 14-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	73.27	72.55	69.68
R3	71.78	71.06	69.27
R2	70.29	70.29	69.13
R1	69.57	69.57	69.00	69.19
PP	68.80	68.80	68.80	68.60
S1	68.08	68.08	68.72	67.70
S2	67.31	67.31	68.59
S3	65.82	66.59	68.45
S4	64.33	65.10	68.04

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.99	83.00	72.24
R3	80.63	77.64	70.76
R2	75.27	75.27	70.27
R1	72.28	72.28	69.78	73.78
PP	69.91	69.91	69.91	70.66
S1	66.92	66.92	68.80	68.42
S2	64.55	64.55	68.31
S3	59.19	61.56	67.82
S4	53.83	56.20	66.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.90	67.54	5.36	7.8%	2.65	3.9%	25%	False	False	331,249
10	73.36	67.05	6.31	9.2%	2.69	3.9%	29%	False	False	301,073
20	75.00	67.05	7.95	11.5%	2.70	3.9%	23%	False	False	273,163
40	75.00	64.69	10.31	15.0%	2.61	3.8%	40%	False	False	189,846
60	75.00	60.43	14.57	21.2%	2.58	3.7%	58%	False	False	135,325
80	75.27	60.43	14.84	21.6%	2.44	3.6%	57%	False	False	104,898
100	75.27	53.00	22.27	32.3%	2.29	3.3%	71%	False	False	85,745
120	75.27	53.00	22.27	32.3%	2.17	3.2%	71%	False	False	72,604

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.86
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	75.84
2.618	73.41
1.618	71.92
1.000	71.00
0.618	70.43
HIGH	69.51
0.618	68.94
0.500	68.77
0.382	68.59
LOW	68.02
0.618	67.10
1.000	66.53
1.618	65.61
2.618	64.12
4.250	61.69

Fisher Pivots for day following 14-Sep-2009
Pivot	1 day	3 day
R1	68.83	70.46
PP	68.80	69.93
S1	68.77	69.39

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

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