NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 24-Sep-2009

Day Change Summary
	Previous	Current
	23-Sep-2009	24-Sep-2009	Change	Change %	Previous Week
Open	72.70	70.25	-2.45	-3.4%	70.83
High	73.00	70.32	-2.68	-3.7%	74.79
Low	69.99	67.37	-2.62	-3.7%	70.45
Close	70.60	67.49	-3.11	-4.4%	74.11
Range	3.01	2.95	-0.06	-2.0%	4.34
ATR	1.96	2.05	0.09	4.6%	0.00
Volume	4,244	12,932	8,688	204.7%	31,715

Daily Pivots for day following 24-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.24	75.32	69.11
R3	74.29	72.37	68.30
R2	71.34	71.34	68.03
R1	69.42	69.42	67.76	68.91
PP	68.39	68.39	68.39	68.14
S1	66.47	66.47	67.22	65.96
S2	65.44	65.44	66.95
S3	62.49	63.52	66.68
S4	59.54	60.57	65.87

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.14	84.46	76.50
R3	81.80	80.12	75.30
R2	77.46	77.46	74.91
R1	75.78	75.78	74.51	76.62
PP	73.12	73.12	73.12	73.54
S1	71.44	71.44	73.71	72.28
S2	68.78	68.78	73.31
S3	64.44	67.10	72.92
S4	60.10	62.76	71.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.47	67.37	7.10	10.5%	2.28	3.4%	2%	False	True	7,252
10	74.79	67.37	7.42	11.0%	2.06	3.1%	2%	False	True	6,873
20	75.79	67.37	8.42	12.5%	1.91	2.8%	1%	False	True	6,559
40	78.00	67.37	10.63	15.8%	1.78	2.6%	1%	False	True	5,821
60	78.00	63.61	14.39	21.3%	1.57	2.3%	27%	False	False	5,295
80	78.00	63.61	14.39	21.3%	1.41	2.1%	27%	False	False	4,628

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	0.23
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.86
2.618	78.04
1.618	75.09
1.000	73.27
0.618	72.14
HIGH	70.32
0.618	69.19
0.500	68.85
0.382	68.50
LOW	67.37
0.618	65.55
1.000	64.42
1.618	62.60
2.618	59.65
4.250	54.83

Fisher Pivots for day following 24-Sep-2009
Pivot	1 day	3 day
R1	68.85	70.29
PP	68.39	69.36
S1	67.94	68.42

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

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