NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 11-Sep-2009

Day Change Summary
	Previous	Current
	10-Sep-2009	11-Sep-2009	Change	Change %	Previous Week
Open	73.74	73.79	0.05	0.1%	70.87
High	73.74	74.02	0.28	0.4%	74.12
Low	72.60	70.55	-2.05	-2.8%	70.55
Close	73.37	71.14	-2.23	-3.0%	71.14
Range	1.14	3.47	2.33	204.4%	3.57
ATR	1.86	1.98	0.11	6.2%	0.00
Volume	10,696	7,508	-3,188	-29.8%	29,867

Daily Pivots for day following 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.31	80.20	73.05
R3	78.84	76.73	72.09
R2	75.37	75.37	71.78
R1	73.26	73.26	71.46	72.58
PP	71.90	71.90	71.90	71.57
S1	69.79	69.79	70.82	69.11
S2	68.43	68.43	70.50
S3	64.96	66.32	70.19
S4	61.49	62.85	69.23

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.65	80.46	73.10
R3	79.08	76.89	72.12
R2	75.51	75.51	71.79
R1	73.32	73.32	71.47	74.42
PP	71.94	71.94	71.94	72.48
S1	69.75	69.75	70.81	70.85
S2	68.37	68.37	70.49
S3	64.80	66.18	70.16
S4	61.23	62.61	69.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.12	69.41	4.71	6.6%	2.01	2.8%	37%	False	False	7,036
10	75.79	69.41	6.38	9.0%	1.87	2.6%	27%	False	False	6,381
20	77.22	69.41	7.81	11.0%	1.93	2.7%	22%	False	False	5,909
40	78.00	69.23	8.77	12.3%	1.63	2.3%	22%	False	False	5,467
60	78.00	63.61	14.39	20.2%	1.41	2.0%	52%	False	False	4,714
80	78.00	63.61	14.39	20.2%	1.31	1.8%	52%	False	False	4,071

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 83 trading days

Fibonacci Retracements and Extensions
4.250	88.77
2.618	83.10
1.618	79.63
1.000	77.49
0.618	76.16
HIGH	74.02
0.618	72.69
0.500	72.29
0.382	71.88
LOW	70.55
0.618	68.41
1.000	67.08
1.618	64.94
2.618	61.47
4.250	55.80

Fisher Pivots for day following 11-Sep-2009
Pivot	1 day	3 day
R1	72.29	72.34
PP	71.90	71.94
S1	71.52	71.54

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

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