NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 16-Sep-2009

Day Change Summary
	Previous	Current
	15-Sep-2009	16-Sep-2009	Change	Change %	Previous Week
Open	70.82	72.68	1.86	2.6%	70.87
High	72.70	74.11	1.41	1.9%	74.12
Low	70.50	72.14	1.64	2.3%	70.55
Close	72.59	74.07	1.48	2.0%	71.14
Range	2.20	1.97	-0.23	-10.5%	3.57
ATR	1.91	1.91	0.00	0.2%	0.00
Volume	4,582	5,084	502	11.0%	29,867

Daily Pivots for day following 16-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.35	78.68	75.15
R3	77.38	76.71	74.61
R2	75.41	75.41	74.43
R1	74.74	74.74	74.25	75.08
PP	73.44	73.44	73.44	73.61
S1	72.77	72.77	73.89	73.11
S2	71.47	71.47	73.71
S3	69.50	70.80	73.53
S4	67.53	68.83	72.99

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	74.11	70.45	3.66	4.9%	1.86	2.5%	99%	True	False	7,127
10	74.12	69.41	4.71	6.4%	1.75	2.4%	99%	False	False	6,463
20	77.22	69.41	7.81	10.5%	1.79	2.4%	60%	False	False	6,113
40	78.00	69.41	8.59	11.6%	1.69	2.3%	54%	False	False	5,587
60	78.00	63.61	14.39	19.4%	1.47	2.0%	73%	False	False	4,880
80	78.00	63.61	14.39	19.4%	1.35	1.8%	73%	False	False	4,248

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	0.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.48
2.618	79.27
1.618	77.30
1.000	76.08
0.618	75.33
HIGH	74.11
0.618	73.36
0.500	73.13
0.382	72.89
LOW	72.14
0.618	70.92
1.000	70.17
1.618	68.95
2.618	66.98
4.250	63.77

Fisher Pivots for day following 16-Sep-2009
Pivot	1 day	3 day
R1	73.76	73.47
PP	73.44	72.88
S1	73.13	72.28

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

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