NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 11-Sep-2009

Day Change Summary
	Previous	Current
	10-Sep-2009	11-Sep-2009	Change	Change %	Previous Week
Open	72.67	72.71	0.04	0.1%	68.71
High	73.27	73.55	0.28	0.4%	73.55
Low	71.66	69.53	-2.13	-3.0%	68.65
Close	72.61	70.20	-2.41	-3.3%	70.20
Range	1.61	4.02	2.41	149.7%	4.90
ATR	2.41	2.53	0.11	4.8%	0.00
Volume	98,671	83,831	-14,840	-15.0%	331,004

Daily Pivots for day following 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.15	80.70	72.41
R3	79.13	76.68	71.31
R2	75.11	75.11	70.94
R1	72.66	72.66	70.57	71.88
PP	71.09	71.09	71.09	70.70
S1	68.64	68.64	69.83	67.86
S2	67.07	67.07	69.46
S3	63.05	64.62	69.09
S4	59.03	60.60	67.99

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.50	82.75	72.90
R3	80.60	77.85	71.55
R2	75.70	75.70	71.10
R1	72.95	72.95	70.65	74.33
PP	70.80	70.80	70.80	71.49
S1	68.05	68.05	69.75	69.43
S2	65.90	65.90	69.30
S3	61.00	63.15	68.85
S4	56.10	58.25	67.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	73.55	68.21	5.34	7.6%	2.64	3.8%	37%	True	False	78,504
10	74.80	68.21	6.59	9.4%	2.56	3.6%	30%	False	False	66,053
20	76.16	68.21	7.95	11.3%	2.64	3.8%	25%	False	False	60,804
40	76.87	65.62	11.25	16.0%	2.47	3.5%	41%	False	False	55,728
60	76.87	62.21	14.66	20.9%	2.48	3.5%	55%	False	False	49,520
80	76.87	62.21	14.66	20.9%	2.36	3.4%	55%	False	False	45,817
100	76.87	54.92	21.95	31.3%	2.27	3.2%	70%	False	False	41,142
120	76.87	54.92	21.95	31.3%	2.27	3.2%	70%	False	False	37,509

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	0.59
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	90.64
2.618	84.07
1.618	80.05
1.000	77.57
0.618	76.03
HIGH	73.55
0.618	72.01
0.500	71.54
0.382	71.07
LOW	69.53
0.618	67.05
1.000	65.51
1.618	63.03
2.618	59.01
4.250	52.45

Fisher Pivots for day following 11-Sep-2009
Pivot	1 day	3 day
R1	71.54	71.54
PP	71.09	71.09
S1	70.65	70.65

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

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