NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 25-Sep-2009

Day Change Summary
	Previous	Current
	24-Sep-2009	25-Sep-2009	Change	Change %	Previous Week
Open	70.25	67.65	-2.60	-3.7%	74.16
High	70.32	68.25	-2.07	-2.9%	74.16
Low	67.37	66.82	-0.55	-0.8%	66.82
Close	67.49	67.40	-0.09	-0.1%	67.40
Range	2.95	1.43	-1.52	-51.5%	7.34
ATR	2.05	2.00	-0.04	-2.2%	0.00
Volume	12,932	18,678	5,746	44.4%	48,186

Daily Pivots for day following 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	71.78	71.02	68.19
R3	70.35	69.59	67.79
R2	68.92	68.92	67.66
R1	68.16	68.16	67.53	67.83
PP	67.49	67.49	67.49	67.32
S1	66.73	66.73	67.27	66.40
S2	66.06	66.06	67.14
S3	64.63	65.30	67.01
S4	63.20	63.87	66.61

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	91.48	86.78	71.44
R3	84.14	79.44	69.42
R2	76.80	76.80	68.75
R1	72.10	72.10	68.07	70.78
PP	69.46	69.46	69.46	68.80
S1	64.76	64.76	66.73	63.44
S2	62.12	62.12	66.05
S3	54.78	57.42	65.38
S4	47.44	50.08	63.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.16	66.82	7.34	10.9%	2.41	3.6%	8%	False	True	9,637
10	74.79	66.82	7.97	11.8%	1.86	2.8%	7%	False	True	7,990
20	75.79	66.82	8.97	13.3%	1.86	2.8%	6%	False	True	7,185
40	78.00	66.82	11.18	16.6%	1.75	2.6%	5%	False	True	6,184
60	78.00	63.61	14.39	21.4%	1.57	2.3%	26%	False	False	5,561
80	78.00	63.61	14.39	21.4%	1.41	2.1%	26%	False	False	4,803

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	0.26
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	74.33
2.618	71.99
1.618	70.56
1.000	69.68
0.618	69.13
HIGH	68.25
0.618	67.70
0.500	67.54
0.382	67.37
LOW	66.82
0.618	65.94
1.000	65.39
1.618	64.51
2.618	63.08
4.250	60.74

Fisher Pivots for day following 25-Sep-2009
Pivot	1 day	3 day
R1	67.54	69.91
PP	67.49	69.07
S1	67.45	68.24

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

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