NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 27-Aug-2009

Day Change Summary
	Previous	Current
	26-Aug-2009	27-Aug-2009	Change	Change %	Previous Week
Open	72.94	73.25	0.31	0.4%	72.04
High	74.08	74.25	0.17	0.2%	76.16
Low	72.13	71.45	-0.68	-0.9%	69.87
Close	72.98	73.87	0.89	1.2%	75.48
Range	1.95	2.80	0.85	43.6%	6.29
ATR	2.44	2.47	0.03	1.0%	0.00
Volume	64,277	62,073	-2,204	-3.4%	276,648

Daily Pivots for day following 27-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.59	80.53	75.41
R3	78.79	77.73	74.64
R2	75.99	75.99	74.38
R1	74.93	74.93	74.13	75.46
PP	73.19	73.19	73.19	73.46
S1	72.13	72.13	73.61	72.66
S2	70.39	70.39	73.36
S3	67.59	69.33	73.10
S4	64.79	66.53	72.33

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	92.71	90.38	78.94
R3	86.42	84.09	77.21
R2	80.13	80.13	76.63
R1	77.80	77.80	76.06	78.97
PP	73.84	73.84	73.84	74.42
S1	71.51	71.51	74.90	72.68
S2	67.55	67.55	74.33
S3	61.26	65.22	73.75
S4	54.97	58.93	72.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.16	71.45	4.71	6.4%	2.34	3.2%	51%	False	True	57,527
10	76.16	69.87	6.29	8.5%	2.72	3.7%	64%	False	False	55,555
20	76.87	69.54	7.33	9.9%	2.45	3.3%	59%	False	False	54,970
40	76.87	62.21	14.66	19.8%	2.40	3.2%	80%	False	False	49,738
60	76.87	62.21	14.66	19.8%	2.39	3.2%	80%	False	False	44,956
80	76.87	60.54	16.33	22.1%	2.29	3.1%	82%	False	False	40,612
100	76.87	54.92	21.95	29.7%	2.24	3.0%	86%	False	False	36,163
120	76.87	49.46	27.41	37.1%	2.29	3.1%	89%	False	False	33,961

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.76
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.15
2.618	81.58
1.618	78.78
1.000	77.05
0.618	75.98
HIGH	74.25
0.618	73.18
0.500	72.85
0.382	72.52
LOW	71.45
0.618	69.72
1.000	68.65
1.618	66.92
2.618	64.12
4.250	59.55

Fisher Pivots for day following 27-Aug-2009
Pivot	1 day	3 day
R1	73.53	73.85
PP	73.19	73.82
S1	72.85	73.80

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

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