NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 29-Sep-2009

Day Change Summary
	Previous	Current
	28-Sep-2009	29-Sep-2009	Change	Change %	Previous Week
Open	67.88	68.48	0.60	0.9%	74.16
High	68.71	68.68	-0.03	0.0%	74.16
Low	66.89	67.33	0.44	0.7%	66.82
Close	68.13	68.01	-0.12	-0.2%	67.40
Range	1.82	1.35	-0.47	-25.8%	7.34
ATR	1.99	1.94	-0.05	-2.3%	0.00
Volume	12,784	7,978	-4,806	-37.6%	48,186

Daily Pivots for day following 29-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	72.06	71.38	68.75
R3	70.71	70.03	68.38
R2	69.36	69.36	68.26
R1	68.68	68.68	68.13	68.35
PP	68.01	68.01	68.01	67.84
S1	67.33	67.33	67.89	67.00
S2	66.66	66.66	67.76
S3	65.31	65.98	67.64
S4	63.96	64.63	67.27

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	73.00	66.82	6.18	9.1%	2.11	3.1%	19%	False	False	11,323
10	74.79	66.82	7.97	11.7%	1.90	2.8%	15%	False	False	8,831
20	74.79	66.82	7.97	11.7%	1.88	2.8%	15%	False	False	7,586
40	78.00	66.82	11.18	16.4%	1.75	2.6%	11%	False	False	6,454
60	78.00	63.61	14.39	21.2%	1.60	2.3%	31%	False	False	5,794
80	78.00	63.61	14.39	21.2%	1.42	2.1%	31%	False	False	4,998

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	74.42
2.618	72.21
1.618	70.86
1.000	70.03
0.618	69.51
HIGH	68.68
0.618	68.16
0.500	68.01
0.382	67.85
LOW	67.33
0.618	66.50
1.000	65.98
1.618	65.15
2.618	63.80
4.250	61.59

Fisher Pivots for day following 29-Sep-2009
Pivot	1 day	3 day
R1	68.01	67.93
PP	68.01	67.85
S1	68.01	67.77

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

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