NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 03-Sep-2009

Day Change Summary
	Previous	Current
	02-Sep-2009	03-Sep-2009	Change	Change %	Previous Week
Open	71.88	71.95	0.07	0.1%	77.57
High	71.88	71.98	0.10	0.1%	77.78
Low	70.60	70.79	0.19	0.3%	73.61
Close	71.12	70.80	-0.32	-0.4%	75.95
Range	1.28	1.19	-0.09	-7.0%	4.17
ATR	1.94	1.88	-0.05	-2.8%	0.00
Volume	4,761	7,412	2,651	55.7%	24,080

Daily Pivots for day following 03-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	74.76	73.97	71.45
R3	73.57	72.78	71.13
R2	72.38	72.38	71.02
R1	71.59	71.59	70.91	71.39
PP	71.19	71.19	71.19	71.09
S1	70.40	70.40	70.69	70.20
S2	70.00	70.00	70.58
S3	68.81	69.21	70.47
S4	67.62	68.02	70.15

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	76.86	70.60	6.26	8.8%	2.13	3.0%	3%	False	False	5,040
10	77.78	70.60	7.18	10.1%	1.81	2.6%	3%	False	False	5,065
20	78.04	70.60	7.44	10.5%	1.78	2.5%	3%	False	False	4,085
40	78.75	64.26	14.49	20.5%	1.55	2.2%	45%	False	False	4,053

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	True
Stretch	0.30
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	77.04
2.618	75.10
1.618	73.91
1.000	73.17
0.618	72.72
HIGH	71.98
0.618	71.53
0.500	71.39
0.382	71.24
LOW	70.79
0.618	70.05
1.000	69.60
1.618	68.86
2.618	67.67
4.250	65.73

Fisher Pivots for day following 03-Sep-2009
Pivot	1 day	3 day
R1	71.39	72.45
PP	71.19	71.90
S1	71.00	71.35

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

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