NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 16-Sep-2009

Day Change Summary
	Previous	Current
	15-Sep-2009	16-Sep-2009	Change	Change %	Previous Week
Open	69.21	70.80	1.59	2.3%	68.55
High	71.53	72.92	1.39	1.9%	73.21
Low	68.96	70.49	1.53	2.2%	68.08
Close	71.30	72.87	1.57	2.2%	69.72
Range	2.57	2.43	-0.14	-5.4%	5.13
ATR	2.50	2.50	-0.01	-0.2%	0.00
Volume	127,365	130,966	3,601	2.8%	539,475

Daily Pivots for day following 16-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.38	78.56	74.21
R3	76.95	76.13	73.54
R2	74.52	74.52	73.32
R1	73.70	73.70	73.09	74.11
PP	72.09	72.09	72.09	72.30
S1	71.27	71.27	72.65	71.68
S2	69.66	69.66	72.42
S3	67.23	68.84	72.20
S4	64.80	66.41	71.53

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	68.51	4.70	6.4%	2.43	3.3%	93%	False	False	148,467
10	73.21	67.66	5.55	7.6%	2.33	3.2%	94%	False	False	117,072
20	75.55	67.66	7.89	10.8%	2.53	3.5%	66%	False	False	93,146
40	75.89	66.41	9.48	13.0%	2.52	3.5%	68%	False	False	67,667
60	75.89	61.38	14.51	19.9%	2.46	3.4%	79%	False	False	49,592
80	75.89	61.38	14.51	19.9%	2.29	3.1%	79%	False	False	39,487
100	75.89	54.20	21.69	29.8%	2.12	2.9%	86%	False	False	32,811
120	75.89	54.20	21.69	29.8%	1.99	2.7%	86%	False	False	28,082

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	0.50
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.25
2.618	79.28
1.618	76.85
1.000	75.35
0.618	74.42
HIGH	72.92
0.618	71.99
0.500	71.71
0.382	71.42
LOW	70.49
0.618	68.99
1.000	68.06
1.618	66.56
2.618	64.13
4.250	60.16

Fisher Pivots for day following 16-Sep-2009
Pivot	1 day	3 day
R1	72.48	72.15
PP	72.09	71.43
S1	71.71	70.72

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

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