NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 08-Sep-2009

Day Change Summary
	Previous	Current
	04-Sep-2009	08-Sep-2009	Change	Change %	Previous Week
Open	71.20	71.10	-0.10	-0.1%	76.86
High	71.20	74.06	2.86	4.0%	76.86
Low	69.96	70.78	0.82	1.2%	69.96
Close	70.66	73.39	2.73	3.9%	70.66
Range	1.24	3.28	2.04	164.5%	6.90
ATR	1.84	1.95	0.11	6.1%	0.00
Volume	5,292	7,145	1,853	35.0%	26,049

Daily Pivots for day following 08-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.58	81.27	75.19
R3	79.30	77.99	74.29
R2	76.02	76.02	73.99
R1	74.71	74.71	73.69	75.37
PP	72.74	72.74	72.74	73.07
S1	71.43	71.43	73.09	72.09
S2	69.46	69.46	72.79
S3	66.18	68.15	72.49
S4	62.90	64.87	71.59

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	74.30	69.96	4.34	5.9%	1.99	2.7%	79%	False	False	5,572
10	77.71	69.96	7.75	10.6%	2.12	2.9%	44%	False	False	5,173
20	77.83	69.96	7.87	10.7%	1.91	2.6%	44%	False	False	4,429
40	78.75	65.05	13.70	18.7%	1.62	2.2%	61%	False	False	4,175

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	88.00
2.618	82.65
1.618	79.37
1.000	77.34
0.618	76.09
HIGH	74.06
0.618	72.81
0.500	72.42
0.382	72.03
LOW	70.78
0.618	68.75
1.000	67.50
1.618	65.47
2.618	62.19
4.250	56.84

Fisher Pivots for day following 08-Sep-2009
Pivot	1 day	3 day
R1	73.07	72.93
PP	72.74	72.47
S1	72.42	72.01

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

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