NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 23-Sep-2009

Day Change Summary
	Previous	Current
	22-Sep-2009	23-Sep-2009	Change	Change %	Previous Week
Open	72.65	73.52	0.87	1.2%	70.95
High	73.81	73.52	-0.29	-0.4%	75.05
Low	72.65	70.50	-2.15	-3.0%	70.95
Close	73.62	71.19	-2.43	-3.3%	74.62
Range	1.16	3.02	1.86	160.3%	4.10
ATR	1.90	1.99	0.09	4.6%	0.00
Volume	7,146	3,409	-3,737	-52.3%	31,971

Daily Pivots for day following 23-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.80	79.01	72.85
R3	77.78	75.99	72.02
R2	74.76	74.76	71.74
R1	72.97	72.97	71.47	72.36
PP	71.74	71.74	71.74	71.43
S1	69.95	69.95	70.91	69.34
S2	68.72	68.72	70.64
S3	65.70	66.93	70.36
S4	62.68	63.91	69.53

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.84	84.33	76.88
R3	81.74	80.23	75.75
R2	77.64	77.64	75.37
R1	76.13	76.13	75.00	76.89
PP	73.54	73.54	73.54	73.92
S1	72.03	72.03	74.24	72.79
S2	69.44	69.44	73.87
S3	65.34	67.93	73.49
S4	61.24	63.83	72.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.05	70.50	4.55	6.4%	1.50	2.1%	15%	False	True	5,749
10	75.05	70.50	4.55	6.4%	1.77	2.5%	15%	False	True	6,158
20	76.86	69.96	6.90	9.7%	1.88	2.6%	18%	False	False	5,819
40	78.75	69.96	8.79	12.3%	1.79	2.5%	14%	False	False	4,738

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	86.36
2.618	81.43
1.618	78.41
1.000	76.54
0.618	75.39
HIGH	73.52
0.618	72.37
0.500	72.01
0.382	71.65
LOW	70.50
0.618	68.63
1.000	67.48
1.618	65.61
2.618	62.59
4.250	57.67

Fisher Pivots for day following 23-Sep-2009
Pivot	1 day	3 day
R1	72.01	72.16
PP	71.74	71.83
S1	71.46	71.51

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

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