NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 18-Sep-2009

Day Change Summary
	Previous	Current
	17-Sep-2009	18-Sep-2009	Change	Change %	Previous Week
Open	72.71	72.87	0.16	0.2%	69.81
High	73.58	73.12	-0.46	-0.6%	73.58
Low	72.13	71.71	-0.42	-0.6%	68.51
Close	72.94	72.49	-0.45	-0.6%	72.49
Range	1.45	1.41	-0.04	-2.8%	5.07
ATR	2.42	2.35	-0.07	-3.0%	0.00
Volume	174,206	147,654	-26,552	-15.2%	752,669

Daily Pivots for day following 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	76.67	75.99	73.27
R3	75.26	74.58	72.88
R2	73.85	73.85	72.75
R1	73.17	73.17	72.62	72.81
PP	72.44	72.44	72.44	72.26
S1	71.76	71.76	72.36	71.40
S2	71.03	71.03	72.23
S3	69.62	70.35	72.10
S4	68.21	68.94	71.71

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.74	84.68	75.28
R3	81.67	79.61	73.88
R2	76.60	76.60	73.42
R1	74.54	74.54	72.95	75.57
PP	71.53	71.53	71.53	72.04
S1	69.47	69.47	72.03	70.50
S2	66.46	66.46	71.56
S3	61.39	64.40	71.10
S4	56.32	59.33	69.70

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%	1.86	2.6%	79%	False	False	150,533
10	73.58	67.66	5.92	8.2%	2.27	3.1%	82%	False	False	135,967
20	75.55	67.66	7.89	10.9%	2.38	3.3%	61%	False	False	101,564
40	75.89	66.41	9.48	13.1%	2.48	3.4%	64%	False	False	74,159
60	75.89	61.38	14.51	20.0%	2.43	3.4%	77%	False	False	54,737
80	75.89	61.38	14.51	20.0%	2.28	3.1%	77%	False	False	43,332
100	75.89	55.68	20.21	27.9%	2.13	2.9%	83%	False	False	35,914
120	75.89	54.20	21.69	29.9%	1.99	2.7%	84%	False	False	30,695

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.48
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	79.11
2.618	76.81
1.618	75.40
1.000	74.53
0.618	73.99
HIGH	73.12
0.618	72.58
0.500	72.42
0.382	72.25
LOW	71.71
0.618	70.84
1.000	70.30
1.618	69.43
2.618	68.02
4.250	65.72

Fisher Pivots for day following 18-Sep-2009
Pivot	1 day	3 day
R1	72.47	72.34
PP	72.44	72.19
S1	72.42	72.04

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

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