NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 22-Sep-2009

Day Change Summary
	Previous	Current
	21-Sep-2009	22-Sep-2009	Change	Change %	Previous Week
Open	72.21	69.77	-2.44	-3.4%	69.81
High	72.65	72.03	-0.62	-0.9%	73.58
Low	69.27	69.74	0.47	0.7%	68.51
Close	69.93	71.76	1.83	2.6%	72.49
Range	3.38	2.29	-1.09	-32.2%	5.07
ATR	2.42	2.41	-0.01	-0.4%	0.00
Volume	128,927	288,782	159,855	124.0%	752,669

Daily Pivots for day following 22-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.05	77.19	73.02
R3	75.76	74.90	72.39
R2	73.47	73.47	72.18
R1	72.61	72.61	71.97	73.04
PP	71.18	71.18	71.18	71.39
S1	70.32	70.32	71.55	70.75
S2	68.89	68.89	71.34
S3	66.60	68.03	71.13
S4	64.31	65.74	70.50

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	69.27	4.31	6.0%	2.19	3.1%	58%	False	False	174,107
10	73.58	68.51	5.07	7.1%	2.26	3.1%	64%	False	False	163,439
20	75.55	67.66	7.89	11.0%	2.49	3.5%	52%	False	False	115,627
40	75.89	66.41	9.48	13.2%	2.55	3.5%	56%	False	False	82,899
60	75.89	61.38	14.51	20.2%	2.46	3.4%	72%	False	False	61,432
80	75.89	61.38	14.51	20.2%	2.31	3.2%	72%	False	False	48,343
100	75.89	55.83	20.06	28.0%	2.17	3.0%	79%	False	False	39,997
120	75.89	54.20	21.69	30.2%	2.01	2.8%	81%	False	False	34,089

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.76
2.618	78.03
1.618	75.74
1.000	74.32
0.618	73.45
HIGH	72.03
0.618	71.16
0.500	70.89
0.382	70.61
LOW	69.74
0.618	68.32
1.000	67.45
1.618	66.03
2.618	63.74
4.250	60.01

Fisher Pivots for day following 22-Sep-2009
Pivot	1 day	3 day
R1	71.47	71.57
PP	71.18	71.38
S1	70.89	71.20

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

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