NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 22-Oct-2009

Day Change Summary
	Previous	Current
	21-Oct-2009	22-Oct-2009	Change	Change %	Previous Week
Open	80.39	82.68	2.29	2.8%	74.46
High	83.60	83.11	-0.49	-0.6%	80.62
Low	79.59	81.70	2.11	2.7%	74.26
Close	83.06	82.99	-0.07	-0.1%	80.50
Range	4.01	1.41	-2.60	-64.8%	6.36
ATR	2.06	2.01	-0.05	-2.3%	0.00
Volume	13,961	19,106	5,145	36.9%	52,555

Daily Pivots for day following 22-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.83	86.32	83.77
R3	85.42	84.91	83.38
R2	84.01	84.01	83.25
R1	83.50	83.50	83.12	83.76
PP	82.60	82.60	82.60	82.73
S1	82.09	82.09	82.86	82.35
S2	81.19	81.19	82.73
S3	79.78	80.68	82.60
S4	78.37	79.27	82.21

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	97.54	95.38	84.00
R3	91.18	89.02	82.25
R2	84.82	84.82	81.67
R1	82.66	82.66	81.08	83.74
PP	78.46	78.46	78.46	79.00
S1	76.30	76.30	79.92	77.38
S2	72.10	72.10	79.33
S3	65.74	69.94	78.75
S4	59.38	63.58	77.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.60	78.87	4.73	5.7%	2.05	2.5%	87%	False	False	13,967
10	83.60	72.80	10.80	13.0%	1.80	2.2%	94%	False	False	11,857
20	83.60	67.46	16.14	19.4%	1.93	2.3%	96%	False	False	10,649
40	83.60	67.46	16.14	19.4%	1.95	2.3%	96%	False	False	8,319
60	83.60	67.46	16.14	19.4%	1.84	2.2%	96%	False	False	6,781

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.48
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	89.10
2.618	86.80
1.618	85.39
1.000	84.52
0.618	83.98
HIGH	83.11
0.618	82.57
0.500	82.41
0.382	82.24
LOW	81.70
0.618	80.83
1.000	80.29
1.618	79.42
2.618	78.01
4.250	75.71

Fisher Pivots for day following 22-Oct-2009
Pivot	1 day	3 day
R1	82.80	82.53
PP	82.60	82.06
S1	82.41	81.60

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

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