NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 09-Sep-2009

Day Change Summary
	Previous	Current
	08-Sep-2009	09-Sep-2009	Change	Change %	Previous Week
Open	71.10	73.05	1.95	2.7%	76.86
High	74.06	74.55	0.49	0.7%	76.86
Low	70.78	73.05	2.27	3.2%	69.96
Close	73.39	73.45	0.06	0.1%	70.66
Range	3.28	1.50	-1.78	-54.3%	6.90
ATR	1.95	1.92	-0.03	-1.6%	0.00
Volume	7,145	5,665	-1,480	-20.7%	26,049

Daily Pivots for day following 09-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.18	77.32	74.28
R3	76.68	75.82	73.86
R2	75.18	75.18	73.73
R1	74.32	74.32	73.59	74.75
PP	73.68	73.68	73.68	73.90
S1	72.82	72.82	73.31	73.25
S2	72.18	72.18	73.18
S3	70.68	71.32	73.04
S4	69.18	69.82	72.63

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	74.55	69.96	4.59	6.2%	1.70	2.3%	76%	True	False	6,055
10	76.86	69.96	6.90	9.4%	1.98	2.7%	51%	False	False	5,480
20	77.83	69.96	7.87	10.7%	1.90	2.6%	44%	False	False	4,626
40	78.75	66.51	12.24	16.7%	1.63	2.2%	57%	False	False	4,262

Crabel Price Patterns
NR	True
NR4	False
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	0.22
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.93
2.618	78.48
1.618	76.98
1.000	76.05
0.618	75.48
HIGH	74.55
0.618	73.98
0.500	73.80
0.382	73.62
LOW	73.05
0.618	72.12
1.000	71.55
1.618	70.62
2.618	69.12
4.250	66.68

Fisher Pivots for day following 09-Sep-2009
Pivot	1 day	3 day
R1	73.80	73.05
PP	73.68	72.65
S1	73.57	72.26

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

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