NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 06-Oct-2009

Day Change Summary
	Previous	Current
	05-Oct-2009	06-Oct-2009	Change	Change %	Previous Week
Open	70.40	70.72	0.32	0.5%	67.00
High	71.50	72.55	1.05	1.5%	72.06
Low	68.71	70.55	1.84	2.7%	66.38
Close	70.98	71.52	0.54	0.8%	70.78
Range	2.79	2.00	-0.79	-28.3%	5.68
ATR	2.37	2.34	-0.03	-1.1%	0.00
Volume	31,378	48,748	17,370	55.4%	179,564

Daily Pivots for day following 06-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.54	76.53	72.62
R3	75.54	74.53	72.07
R2	73.54	73.54	71.89
R1	72.53	72.53	71.70	73.04
PP	71.54	71.54	71.54	71.79
S1	70.53	70.53	71.34	71.04
S2	69.54	69.54	71.15
S3	67.54	68.53	70.97
S4	65.54	66.53	70.42

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.78	84.46	73.90
R3	81.10	78.78	72.34
R2	75.42	75.42	71.82
R1	73.10	73.10	71.30	74.26
PP	69.74	69.74	69.74	70.32
S1	67.42	67.42	70.26	68.58
S2	64.06	64.06	69.74
S3	58.38	61.74	69.22
S4	52.70	56.06	67.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.55	67.05	5.50	7.7%	2.65	3.7%	81%	True	False	37,724
10	72.66	66.10	6.56	9.2%	2.48	3.5%	83%	False	False	37,079
20	74.39	66.10	8.29	11.6%	2.28	3.2%	65%	False	False	28,149
40	76.69	66.10	10.59	14.8%	2.27	3.2%	51%	False	False	19,542
60	77.45	63.75	13.70	19.2%	2.15	3.0%	57%	False	False	16,042
80	77.45	63.01	14.44	20.2%	2.06	2.9%	59%	False	False	13,287
100	77.45	61.52	15.93	22.3%	1.90	2.7%	63%	False	False	11,257
120	77.45	56.18	21.27	29.7%	1.78	2.5%	72%	False	False	9,684

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.50
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	81.05
2.618	77.79
1.618	75.79
1.000	74.55
0.618	73.79
HIGH	72.55
0.618	71.79
0.500	71.55
0.382	71.31
LOW	70.55
0.618	69.31
1.000	68.55
1.618	67.31
2.618	65.31
4.250	62.05

Fisher Pivots for day following 06-Oct-2009
Pivot	1 day	3 day
R1	71.55	71.22
PP	71.54	70.93
S1	71.53	70.63

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

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