NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 30-Sep-2009

Day Change Summary
	Previous	Current
	29-Sep-2009	30-Sep-2009	Change	Change %	Previous Week
Open	67.91	67.33	-0.58	-0.9%	73.36
High	68.20	71.41	3.21	4.7%	73.69
Low	66.75	67.05	0.30	0.4%	66.10
Close	67.53	71.31	3.78	5.6%	66.90
Range	1.45	4.36	2.91	200.7%	7.59
ATR	2.20	2.36	0.15	7.0%	0.00
Volume	26,334	30,893	4,559	17.3%	141,970

Daily Pivots for day following 30-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.00	81.52	73.71
R3	78.64	77.16	72.51
R2	74.28	74.28	72.11
R1	72.80	72.80	71.71	73.54
PP	69.92	69.92	69.92	70.30
S1	68.44	68.44	70.91	69.18
S2	65.56	65.56	70.51
S3	61.20	64.08	70.11
S4	56.84	59.72	68.91

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	91.67	86.87	71.07
R3	84.08	79.28	68.99
R2	76.49	76.49	68.29
R1	71.69	71.69	67.60	70.30
PP	68.90	68.90	68.90	68.20
S1	64.10	64.10	66.20	62.71
S2	61.31	61.31	65.51
S3	53.72	56.51	64.81
S4	46.13	48.92	62.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	71.41	66.10	5.31	7.4%	2.52	3.5%	98%	True	False	39,543
10	74.39	66.10	8.29	11.6%	2.41	3.4%	63%	False	False	29,077
20	74.39	66.10	8.29	11.6%	2.25	3.2%	63%	False	False	22,689
40	77.45	66.10	11.35	15.9%	2.20	3.1%	46%	False	False	16,437
60	77.45	63.01	14.44	20.2%	2.10	2.9%	57%	False	False	13,836
80	77.45	63.01	14.44	20.2%	1.99	2.8%	57%	False	False	11,495
100	77.45	61.52	15.93	22.3%	1.86	2.6%	61%	False	False	9,744
120	77.45	56.18	21.27	29.8%	1.73	2.4%	71%	False	False	8,416

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	0.35
Widest range in 149 trading days

Fibonacci Retracements and Extensions
4.250	89.94
2.618	82.82
1.618	78.46
1.000	75.77
0.618	74.10
HIGH	71.41
0.618	69.74
0.500	69.23
0.382	68.72
LOW	67.05
0.618	64.36
1.000	62.69
1.618	60.00
2.618	55.64
4.250	48.52

Fisher Pivots for day following 30-Sep-2009
Pivot	1 day	3 day
R1	70.62	70.51
PP	69.92	69.70
S1	69.23	68.90

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

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