NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 10-Sep-2009

Day Change Summary
	Previous	Current
	09-Sep-2009	10-Sep-2009	Change	Change %	Previous Week
Open	73.05	73.61	0.56	0.8%	76.86
High	74.55	74.16	-0.39	-0.5%	76.86
Low	73.05	73.00	-0.05	-0.1%	69.96
Close	73.45	73.83	0.38	0.5%	70.66
Range	1.50	1.16	-0.34	-22.7%	6.90
ATR	1.92	1.86	-0.05	-2.8%	0.00
Volume	5,665	9,126	3,461	61.1%	26,049

Daily Pivots for day following 10-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.14	76.65	74.47
R3	75.98	75.49	74.15
R2	74.82	74.82	74.04
R1	74.33	74.33	73.94	74.58
PP	73.66	73.66	73.66	73.79
S1	73.17	73.17	73.72	73.42
S2	72.50	72.50	73.62
S3	71.34	72.01	73.51
S4	70.18	70.85	73.19

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%	1.67	2.3%	84%	False	False	6,928
10	76.86	69.96	6.90	9.3%	2.00	2.7%	56%	False	False	6,027
20	77.83	69.96	7.87	10.7%	1.92	2.6%	49%	False	False	4,968
40	78.75	67.31	11.44	15.5%	1.62	2.2%	57%	False	False	4,439

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.24
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	79.09
2.618	77.20
1.618	76.04
1.000	75.32
0.618	74.88
HIGH	74.16
0.618	73.72
0.500	73.58
0.382	73.44
LOW	73.00
0.618	72.28
1.000	71.84
1.618	71.12
2.618	69.96
4.250	68.07

Fisher Pivots for day following 10-Sep-2009
Pivot	1 day	3 day
R1	73.75	73.44
PP	73.66	73.05
S1	73.58	72.67

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

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