NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 23-Sep-2009

Day Change Summary
	Previous	Current
	22-Sep-2009	23-Sep-2009	Change	Change %	Previous Week
Open	70.21	72.02	1.81	2.6%	70.09
High	72.47	72.26	-0.21	-0.3%	74.00
Low	70.21	68.61	-1.60	-2.3%	69.05
Close	72.22	69.51	-2.71	-3.8%	73.04
Range	2.26	3.65	1.39	61.5%	4.95
ATR	2.37	2.46	0.09	3.9%	0.00
Volume	77,263	65,094	-12,169	-15.8%	368,820

Daily Pivots for day following 23-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.08	78.94	71.52
R3	77.43	75.29	70.51
R2	73.78	73.78	70.18
R1	71.64	71.64	69.84	70.89
PP	70.13	70.13	70.13	69.75
S1	67.99	67.99	69.18	67.24
S2	66.48	66.48	68.84
S3	62.83	64.34	68.51
S4	59.18	60.69	67.50

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	68.61	5.39	7.8%	2.42	3.5%	17%	False	True	71,089
10	74.00	68.61	5.39	7.8%	2.40	3.5%	17%	False	True	74,533
20	74.80	68.21	6.59	9.5%	2.44	3.5%	20%	False	False	67,485
40	76.87	67.58	9.29	13.4%	2.52	3.6%	21%	False	False	60,413
60	76.87	62.21	14.66	21.1%	2.45	3.5%	50%	False	False	54,632
80	76.87	62.21	14.66	21.1%	2.40	3.5%	50%	False	False	50,033
100	76.87	59.30	17.57	25.3%	2.30	3.3%	58%	False	False	45,231
120	76.87	54.92	21.95	31.6%	2.28	3.3%	66%	False	False	40,668

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	87.77
2.618	81.82
1.618	78.17
1.000	75.91
0.618	74.52
HIGH	72.26
0.618	70.87
0.500	70.44
0.382	70.00
LOW	68.61
0.618	66.35
1.000	64.96
1.618	62.70
2.618	59.05
4.250	53.10

Fisher Pivots for day following 23-Sep-2009
Pivot	1 day	3 day
R1	70.44	70.88
PP	70.13	70.42
S1	69.82	69.97

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

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