NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 14-Sep-2009

Day Change Summary
	Previous	Current
	11-Sep-2009	14-Sep-2009	Change	Change %	Previous Week
Open	73.97	70.95	-3.02	-4.1%	71.10
High	74.72	71.77	-2.95	-3.9%	74.72
Low	70.91	70.95	0.04	0.1%	70.78
Close	71.65	71.48	-0.17	-0.2%	71.65
Range	3.81	0.82	-2.99	-78.5%	3.94
ATR	2.00	1.92	-0.08	-4.2%	0.00
Volume	5,761	8,229	2,468	42.8%	27,697

Daily Pivots for day following 14-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	73.86	73.49	71.93
R3	73.04	72.67	71.71
R2	72.22	72.22	71.63
R1	71.85	71.85	71.56	72.04
PP	71.40	71.40	71.40	71.49
S1	71.03	71.03	71.40	71.22
S2	70.58	70.58	71.33
S3	69.76	70.21	71.25
S4	68.94	69.39	71.03

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.20	81.87	73.82
R3	80.26	77.93	72.73
R2	76.32	76.32	72.37
R1	73.99	73.99	72.01	75.16
PP	72.38	72.38	72.38	72.97
S1	70.05	70.05	71.29	71.22
S2	68.44	68.44	70.93
S3	64.50	66.11	70.57
S4	60.56	62.17	69.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.72	70.78	3.94	5.5%	2.11	3.0%	18%	False	False	7,185
10	76.86	69.96	6.90	9.7%	2.17	3.0%	22%	False	False	6,197
20	77.78	69.96	7.82	10.9%	1.91	2.7%	19%	False	False	5,269
40	78.75	69.96	8.79	12.3%	1.68	2.4%	17%	False	False	4,596

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	75.26
2.618	73.92
1.618	73.10
1.000	72.59
0.618	72.28
HIGH	71.77
0.618	71.46
0.500	71.36
0.382	71.26
LOW	70.95
0.618	70.44
1.000	70.13
1.618	69.62
2.618	68.80
4.250	67.47

Fisher Pivots for day following 14-Sep-2009
Pivot	1 day	3 day
R1	71.44	72.82
PP	71.40	72.37
S1	71.36	71.93

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

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