NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 17-Sep-2009

Day Change Summary
	Previous	Current
	16-Sep-2009	17-Sep-2009	Change	Change %	Previous Week
Open	70.80	72.71	1.91	2.7%	68.55
High	72.92	73.58	0.66	0.9%	73.21
Low	70.49	72.13	1.64	2.3%	68.08
Close	72.87	72.94	0.07	0.1%	69.72
Range	2.43	1.45	-0.98	-40.3%	5.13
ATR	2.50	2.42	-0.07	-3.0%	0.00
Volume	130,966	174,206	43,240	33.0%	539,475

Daily Pivots for day following 17-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.23	76.54	73.74
R3	75.78	75.09	73.34
R2	74.33	74.33	73.21
R1	73.64	73.64	73.07	73.99
PP	72.88	72.88	72.88	73.06
S1	72.19	72.19	72.81	72.54
S2	71.43	71.43	72.67
S3	69.98	70.74	72.54
S4	68.53	69.29	72.14

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	73.58	68.51	5.07	7.0%	2.39	3.3%	87%	True	False	154,824
10	73.58	67.66	5.92	8.1%	2.30	3.2%	89%	True	False	127,943
20	75.55	67.66	7.89	10.8%	2.39	3.3%	67%	False	False	98,799
40	75.89	66.41	9.48	13.0%	2.51	3.4%	69%	False	False	71,425
60	75.89	61.38	14.51	19.9%	2.43	3.3%	80%	False	False	52,369
80	75.89	61.38	14.51	19.9%	2.28	3.1%	80%	False	False	41,588
100	75.89	54.71	21.18	29.0%	2.12	2.9%	86%	False	False	34,492
120	75.89	54.20	21.69	29.7%	2.00	2.7%	86%	False	False	29,504

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 3 trading days

Fibonacci Retracements and Extensions
4.250	79.74
2.618	77.38
1.618	75.93
1.000	75.03
0.618	74.48
HIGH	73.58
0.618	73.03
0.500	72.86
0.382	72.68
LOW	72.13
0.618	71.23
1.000	70.68
1.618	69.78
2.618	68.33
4.250	65.97

Fisher Pivots for day following 17-Sep-2009
Pivot	1 day	3 day
R1	72.91	72.38
PP	72.88	71.83
S1	72.86	71.27

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

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