NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 28-Sep-2009

Day Change Summary
	Previous	Current
	25-Sep-2009	28-Sep-2009	Change	Change %	Previous Week
Open	67.65	67.88	0.23	0.3%	74.16
High	68.25	68.71	0.46	0.7%	74.16
Low	66.82	66.89	0.07	0.1%	66.82
Close	67.40	68.13	0.73	1.1%	67.40
Range	1.43	1.82	0.39	27.3%	7.34
ATR	2.00	1.99	-0.01	-0.7%	0.00
Volume	18,678	12,784	-5,894	-31.6%	48,186

Daily Pivots for day following 28-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	73.37	72.57	69.13
R3	71.55	70.75	68.63
R2	69.73	69.73	68.46
R1	68.93	68.93	68.30	69.33
PP	67.91	67.91	67.91	68.11
S1	67.11	67.11	67.96	67.51
S2	66.09	66.09	67.80
S3	64.27	65.29	67.63
S4	62.45	63.47	67.13

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	73.21	66.82	6.39	9.4%	2.14	3.1%	21%	False	False	11,039
10	74.79	66.82	7.97	11.7%	1.99	2.9%	16%	False	False	8,491
20	74.79	66.82	7.97	11.7%	1.91	2.8%	16%	False	False	7,568
40	78.00	66.82	11.18	16.4%	1.73	2.5%	12%	False	False	6,397
60	78.00	63.61	14.39	21.1%	1.60	2.3%	31%	False	False	5,715
80	78.00	63.61	14.39	21.1%	1.41	2.1%	31%	False	False	4,922

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	76.45
2.618	73.47
1.618	71.65
1.000	70.53
0.618	69.83
HIGH	68.71
0.618	68.01
0.500	67.80
0.382	67.59
LOW	66.89
0.618	65.77
1.000	65.07
1.618	63.95
2.618	62.13
4.250	59.16

Fisher Pivots for day following 28-Sep-2009
Pivot	1 day	3 day
R1	68.02	68.57
PP	67.91	68.42
S1	67.80	68.28

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

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