NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 14-Aug-2009

Day Change Summary
	Previous	Current
	13-Aug-2009	14-Aug-2009	Change	Change %	Previous Week
Open	76.73	77.16	0.43	0.6%	76.63
High	77.83	77.16	-0.67	-0.9%	77.83
Low	76.04	74.24	-1.80	-2.4%	74.24
Close	76.74	74.17	-2.57	-3.3%	74.17
Range	1.79	2.92	1.13	63.1%	3.59
ATR	1.65	1.74	0.09	5.5%	0.00
Volume	3,622	4,359	737	20.3%	13,834

Daily Pivots for day following 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.95	81.98	75.78
R3	81.03	79.06	74.97
R2	78.11	78.11	74.71
R1	76.14	76.14	74.44	75.67
PP	75.19	75.19	75.19	74.95
S1	73.22	73.22	73.90	72.75
S2	72.27	72.27	73.63
S3	69.35	70.30	73.37
S4	66.43	67.38	72.56

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.18	83.77	76.14
R3	82.59	80.18	75.16
R2	79.00	79.00	74.83
R1	76.59	76.59	74.50	76.00
PP	75.41	75.41	75.41	75.12
S1	73.00	73.00	73.84	72.41
S2	71.82	71.82	73.51
S3	68.23	69.41	73.18
S4	64.64	65.82	72.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.83	74.24	3.59	4.8%	1.59	2.1%	-2%	False	True	2,766
10	78.75	74.24	4.51	6.1%	1.35	1.8%	-2%	False	True	3,655
20	78.75	70.26	8.49	11.4%	1.45	2.0%	46%	False	False	3,924

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	89.57
2.618	84.80
1.618	81.88
1.000	80.08
0.618	78.96
HIGH	77.16
0.618	76.04
0.500	75.70
0.382	75.36
LOW	74.24
0.618	72.44
1.000	71.32
1.618	69.52
2.618	66.60
4.250	61.83

Fisher Pivots for day following 14-Aug-2009
Pivot	1 day	3 day
R1	75.70	76.04
PP	75.19	75.41
S1	74.68	74.79

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

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