NYMEX Light Sweet Crude Oil Future March 2010

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

Day Change Summary
	Previous	Current
	27-Aug-2009	28-Aug-2009	Change	Change %	Previous Week
Open	74.01	76.02	2.01	2.7%	77.57
High	75.84	76.45	0.61	0.8%	77.78
Low	73.61	75.69	2.08	2.8%	73.61
Close	75.79	75.95	0.16	0.2%	75.95
Range	2.23	0.76	-1.47	-65.9%	4.17
ATR	1.79	1.72	-0.07	-4.1%	0.00
Volume	7,846	4,447	-3,399	-43.3%	24,080

Daily Pivots for day following 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.31	77.89	76.37
R3	77.55	77.13	76.16
R2	76.79	76.79	76.09
R1	76.37	76.37	76.02	76.20
PP	76.03	76.03	76.03	75.95
S1	75.61	75.61	75.88	75.44
S2	75.27	75.27	75.81
S3	74.51	74.85	75.74
S4	73.75	74.09	75.53

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.29	86.29	78.24
R3	84.12	82.12	77.10
R2	79.95	79.95	76.71
R1	77.95	77.95	76.33	76.87
PP	75.78	75.78	75.78	75.24
S1	73.78	73.78	75.57	72.70
S2	71.61	71.61	75.19
S3	67.44	69.61	74.80
S4	63.27	65.44	73.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.78	73.61	4.17	5.5%	1.45	1.9%	56%	False	False	4,816
10	77.78	72.24	5.54	7.3%	1.66	2.2%	67%	False	False	4,340
20	78.75	72.24	6.51	8.6%	1.51	2.0%	57%	False	False	3,998
40	78.75	64.26	14.49	19.1%	1.42	1.9%	81%	False	False	3,849

Crabel Price Patterns
NR	True
NR4	True
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	False
Stretch	0.31
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	79.68
2.618	78.44
1.618	77.68
1.000	77.21
0.618	76.92
HIGH	76.45
0.618	76.16
0.500	76.07
0.382	75.98
LOW	75.69
0.618	75.22
1.000	74.93
1.618	74.46
2.618	73.70
4.250	72.46

Fisher Pivots for day following 28-Aug-2009
Pivot	1 day	3 day
R1	76.07	75.64
PP	76.03	75.34
S1	75.99	75.03

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

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