NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 20-Aug-2009

Day Change Summary
	Previous	Current
	19-Aug-2009	20-Aug-2009	Change	Change %	Previous Week
Open	74.52	77.61	3.09	4.1%	76.63
High	77.60	77.61	0.01	0.0%	77.83
Low	74.31	76.23	1.92	2.6%	74.24
Close	77.53	76.46	-1.07	-1.4%	74.17
Range	3.29	1.38	-1.91	-58.1%	3.59
ATR	1.91	1.87	-0.04	-2.0%	0.00
Volume	2,450	4,293	1,843	75.2%	13,834

Daily Pivots for day following 20-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.91	80.06	77.22
R3	79.53	78.68	76.84
R2	78.15	78.15	76.71
R1	77.30	77.30	76.59	77.04
PP	76.77	76.77	76.77	76.63
S1	75.92	75.92	76.33	75.66
S2	75.39	75.39	76.21
S3	74.01	74.54	76.08
S4	72.63	73.16	75.70

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	77.61	72.24	5.37	7.0%	2.26	3.0%	79%	True	False	3,574
10	78.04	72.24	5.80	7.6%	1.75	2.3%	73%	False	False	3,105
20	78.75	70.26	8.49	11.1%	1.60	2.1%	73%	False	False	3,901

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	True
Stretch	0.21
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	83.48
2.618	81.22
1.618	79.84
1.000	78.99
0.618	78.46
HIGH	77.61
0.618	77.08
0.500	76.92
0.382	76.76
LOW	76.23
0.618	75.38
1.000	74.85
1.618	74.00
2.618	72.62
4.250	70.37

Fisher Pivots for day following 20-Aug-2009
Pivot	1 day	3 day
R1	76.92	76.04
PP	76.77	75.62
S1	76.61	75.20

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

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