NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 04-Sep-2009

Day Change Summary
	Previous	Current
	03-Sep-2009	04-Sep-2009	Change	Change %	Previous Week
Open	71.95	71.20	-0.75	-1.0%	76.86
High	71.98	71.20	-0.78	-1.1%	76.86
Low	70.79	69.96	-0.83	-1.2%	69.96
Close	70.80	70.66	-0.14	-0.2%	70.66
Range	1.19	1.24	0.05	4.2%	6.90
ATR	1.88	1.84	-0.05	-2.4%	0.00
Volume	7,412	5,292	-2,120	-28.6%	26,049

Daily Pivots for day following 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	74.33	73.73	71.34
R3	73.09	72.49	71.00
R2	71.85	71.85	70.89
R1	71.25	71.25	70.77	70.93
PP	70.61	70.61	70.61	70.45
S1	70.01	70.01	70.55	69.69
S2	69.37	69.37	70.43
S3	68.13	68.77	70.32
S4	66.89	67.53	69.98

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.19	88.83	74.46
R3	86.29	81.93	72.56
R2	79.39	79.39	71.93
R1	75.03	75.03	71.29	73.76
PP	72.49	72.49	72.49	71.86
S1	68.13	68.13	70.03	66.86
S2	65.59	65.59	69.40
S3	58.69	61.23	68.76
S4	51.79	54.33	66.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.86	69.96	6.90	9.8%	2.22	3.1%	10%	False	True	5,209
10	77.78	69.96	7.82	11.1%	1.83	2.6%	9%	False	True	5,012
20	77.83	69.96	7.87	11.1%	1.78	2.5%	9%	False	True	4,164
40	78.75	64.26	14.49	20.5%	1.57	2.2%	44%	False	False	4,117

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	76.47
2.618	74.45
1.618	73.21
1.000	72.44
0.618	71.97
HIGH	71.20
0.618	70.73
0.500	70.58
0.382	70.43
LOW	69.96
0.618	69.19
1.000	68.72
1.618	67.95
2.618	66.71
4.250	64.69

Fisher Pivots for day following 04-Sep-2009
Pivot	1 day	3 day
R1	70.63	70.97
PP	70.61	70.87
S1	70.58	70.76

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

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