NYMEX Light Sweet Crude Oil Future November 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	72.43	69.81	-2.62	-3.6%	68.55
High	73.21	69.94	-3.27	-4.5%	73.21
Low	69.13	68.51	-0.62	-0.9%	68.08
Close	69.72	69.37	-0.35	-0.5%	69.72
Range	4.08	1.43	-2.65	-65.0%	5.13
ATR	2.58	2.50	-0.08	-3.2%	0.00
Volume	169,107	172,478	3,371	2.0%	539,475

Daily Pivots for day following 14-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	73.56	72.90	70.16
R3	72.13	71.47	69.76
R2	70.70	70.70	69.63
R1	70.04	70.04	69.50	69.66
PP	69.27	69.27	69.27	69.08
S1	68.61	68.61	69.24	68.23
S2	67.84	67.84	69.11
S3	66.41	67.18	68.98
S4	64.98	65.75	68.58

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.73	82.85	72.54
R3	80.60	77.72	71.13
R2	75.47	75.47	70.66
R1	72.59	72.59	70.19	74.03
PP	70.34	70.34	70.34	71.06
S1	67.46	67.46	69.25	68.90
S2	65.21	65.21	68.78
S3	60.08	62.33	68.31
S4	54.95	57.20	66.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	73.21	68.08	5.13	7.4%	2.64	3.8%	25%	False	False	142,390
10	74.13	67.66	6.47	9.3%	2.59	3.7%	26%	False	False	103,610
20	75.55	67.66	7.89	11.4%	2.58	3.7%	22%	False	False	83,988
40	75.89	66.41	9.48	13.7%	2.49	3.6%	31%	False	False	62,224
60	75.89	61.38	14.51	20.9%	2.47	3.6%	55%	False	False	45,545
80	75.89	61.38	14.51	20.9%	2.26	3.3%	55%	False	False	36,398
100	75.89	54.20	21.69	31.3%	2.10	3.0%	70%	False	False	30,321
120	75.89	54.20	21.69	31.3%	1.97	2.8%	70%	False	False	26,025

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	0.65
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	76.02
2.618	73.68
1.618	72.25
1.000	71.37
0.618	70.82
HIGH	69.94
0.618	69.39
0.500	69.23
0.382	69.06
LOW	68.51
0.618	67.63
1.000	67.08
1.618	66.20
2.618	64.77
4.250	62.43

Fisher Pivots for day following 14-Sep-2009
Pivot	1 day	3 day
R1	69.32	70.86
PP	69.27	70.36
S1	69.23	69.87

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

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