NYMEX Light Sweet Crude Oil Future December 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	72.94	73.27	0.33	0.5%	70.09
High	74.00	73.65	-0.35	-0.5%	74.00
Low	72.59	72.25	-0.34	-0.5%	69.05
Close	73.43	73.04	-0.39	-0.5%	73.04
Range	1.41	1.40	-0.01	-0.7%	4.95
ATR	2.37	2.30	-0.07	-2.9%	0.00
Volume	88,979	72,460	-16,519	-18.6%	368,820

Daily Pivots for day following 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.18	76.51	73.81
R3	75.78	75.11	73.43
R2	74.38	74.38	73.30
R1	73.71	73.71	73.17	73.35
PP	72.98	72.98	72.98	72.80
S1	72.31	72.31	72.91	71.95
S2	71.58	71.58	72.78
S3	70.18	70.91	72.66
S4	68.78	69.51	72.27

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.88	84.91	75.76
R3	81.93	79.96	74.40
R2	76.98	76.98	73.95
R1	75.01	75.01	73.49	76.00
PP	72.03	72.03	72.03	72.52
S1	70.06	70.06	72.59	71.05
S2	67.08	67.08	72.13
S3	62.13	65.11	71.68
S4	57.18	60.16	70.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.00	69.05	4.95	6.8%	1.81	2.5%	81%	False	False	73,764
10	74.00	68.21	5.79	7.9%	2.23	3.0%	83%	False	False	76,134
20	76.16	68.21	7.95	10.9%	2.32	3.2%	61%	False	False	65,849
40	76.87	67.58	9.29	12.7%	2.42	3.3%	59%	False	False	59,089
60	76.87	62.21	14.66	20.1%	2.42	3.3%	74%	False	False	53,058
80	76.87	62.21	14.66	20.1%	2.37	3.2%	74%	False	False	48,946
100	76.87	55.70	21.17	29.0%	2.28	3.1%	82%	False	False	43,807
120	76.87	54.92	21.95	30.1%	2.27	3.1%	83%	False	False	39,707

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.43
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	79.60
2.618	77.32
1.618	75.92
1.000	75.05
0.618	74.52
HIGH	73.65
0.618	73.12
0.500	72.95
0.382	72.78
LOW	72.25
0.618	71.38
1.000	70.85
1.618	69.98
2.618	68.58
4.250	66.30

Fisher Pivots for day following 18-Sep-2009
Pivot	1 day	3 day
R1	73.01	72.84
PP	72.98	72.64
S1	72.95	72.44

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

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