NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 02-Oct-2009

Day Change Summary
	Previous	Current
	01-Oct-2009	02-Oct-2009	Change	Change %	Previous Week
Open	70.60	70.58	-0.02	0.0%	66.57
High	71.75	70.90	-0.85	-1.2%	71.75
Low	69.52	68.74	-0.78	-1.1%	65.85
Close	71.20	70.33	-0.87	-1.2%	70.33
Range	2.23	2.16	-0.07	-3.1%	5.90
ATR	2.51	2.50	0.00	-0.1%	0.00
Volume	134,157	129,261	-4,896	-3.6%	557,066

Daily Pivots for day following 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	76.47	75.56	71.52
R3	74.31	73.40	70.92
R2	72.15	72.15	70.73
R1	71.24	71.24	70.53	70.62
PP	69.99	69.99	69.99	69.68
S1	69.08	69.08	70.13	68.46
S2	67.83	67.83	69.93
S3	65.67	66.92	69.74
S4	63.51	64.76	69.14

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	87.01	84.57	73.58
R3	81.11	78.67	71.95
R2	75.21	75.21	71.41
R1	72.77	72.77	70.87	73.99
PP	69.31	69.31	69.31	69.92
S1	66.87	66.87	69.79	68.09
S2	63.41	63.41	69.25
S3	57.51	60.97	68.71
S4	51.61	55.07	67.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	71.75	65.85	5.90	8.4%	2.46	3.5%	76%	False	False	111,413
10	73.15	65.55	7.60	10.8%	2.67	3.8%	63%	False	False	101,673
20	74.00	65.55	8.45	12.0%	2.45	3.5%	57%	False	False	88,903
40	76.55	65.55	11.00	15.6%	2.45	3.5%	43%	False	False	70,891
60	76.87	62.21	14.66	20.8%	2.41	3.4%	55%	False	False	63,503
80	76.87	62.21	14.66	20.8%	2.44	3.5%	55%	False	False	56,634
100	76.87	60.66	16.21	23.0%	2.36	3.3%	60%	False	False	51,637
120	76.87	54.92	21.95	31.2%	2.27	3.2%	70%	False	False	46,422

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	80.08
2.618	76.55
1.618	74.39
1.000	73.06
0.618	72.23
HIGH	70.90
0.618	70.07
0.500	69.82
0.382	69.57
LOW	68.74
0.618	67.41
1.000	66.58
1.618	65.25
2.618	63.09
4.250	59.56

Fisher Pivots for day following 02-Oct-2009
Pivot	1 day	3 day
R1	70.16	69.95
PP	69.99	69.56
S1	69.82	69.18

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

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