NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 21-Aug-2009

Day Change Summary
	Previous	Current
	20-Aug-2009	21-Aug-2009	Change	Change %	Previous Week
Open	77.61	76.52	-1.09	-1.4%	72.94
High	77.61	77.42	-0.19	-0.2%	77.61
Low	76.23	76.42	0.19	0.2%	72.24
Close	76.46	77.27	0.81	1.1%	77.27
Range	1.38	1.00	-0.38	-27.5%	5.37
ATR	1.87	1.81	-0.06	-3.3%	0.00
Volume	4,293	5,816	1,523	35.5%	19,329

Daily Pivots for day following 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.04	79.65	77.82
R3	79.04	78.65	77.55
R2	78.04	78.04	77.45
R1	77.65	77.65	77.36	77.85
PP	77.04	77.04	77.04	77.13
S1	76.65	76.65	77.18	76.85
S2	76.04	76.04	77.09
S3	75.04	75.65	77.00
S4	74.04	74.65	76.72

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	91.82	89.91	80.22
R3	86.45	84.54	78.75
R2	81.08	81.08	78.25
R1	79.17	79.17	77.76	80.13
PP	75.71	75.71	75.71	76.18
S1	73.80	73.80	76.78	74.76
S2	70.34	70.34	76.29
S3	64.97	68.43	75.79
S4	59.60	63.06	74.32

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	6.9%	1.87	2.4%	94%	False	False	3,865
10	77.83	72.24	5.59	7.2%	1.73	2.2%	90%	False	False	3,316
20	78.75	70.26	8.49	11.0%	1.60	2.1%	83%	False	False	3,772

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	81.67
2.618	80.04
1.618	79.04
1.000	78.42
0.618	78.04
HIGH	77.42
0.618	77.04
0.500	76.92
0.382	76.80
LOW	76.42
0.618	75.80
1.000	75.42
1.618	74.80
2.618	73.80
4.250	72.17

Fisher Pivots for day following 21-Aug-2009
Pivot	1 day	3 day
R1	77.15	76.83
PP	77.04	76.40
S1	76.92	75.96

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

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