NYMEX Light Sweet Crude Oil Future April 2010

Trading Metrics calculated at close of trading on 03-Sep-2009

Day Change Summary
	Previous	Current
	02-Sep-2009	03-Sep-2009	Change	Change %	Previous Week
Open	71.91	71.58	-0.33	-0.5%	78.14
High	72.04	72.01	-0.03	0.0%	78.20
Low	71.34	71.21	-0.13	-0.2%	74.73
Close	71.64	71.30	-0.34	-0.5%	76.45
Range	0.70	0.80	0.10	14.3%	3.47
ATR	1.44	1.39	-0.05	-3.2%	0.00
Volume	3,338	3,248	-90	-2.7%	10,582

Daily Pivots for day following 03-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	73.91	73.40	71.74
R3	73.11	72.60	71.52
R2	72.31	72.31	71.45
R1	71.80	71.80	71.37	71.66
PP	71.51	71.51	71.51	71.43
S1	71.00	71.00	71.23	70.86
S2	70.71	70.71	71.15
S3	69.91	70.20	71.08
S4	69.11	69.40	70.86

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.87	85.13	78.36
R3	83.40	81.66	77.40
R2	79.93	79.93	77.09
R1	78.19	78.19	76.77	77.33
PP	76.46	76.46	76.46	76.03
S1	74.72	74.72	76.13	73.86
S2	72.99	72.99	75.81
S3	69.52	71.25	75.50
S4	66.05	67.78	74.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.89	71.21	5.68	8.0%	1.06	1.5%	2%	False	True	2,718
10	78.20	71.21	6.99	9.8%	0.89	1.3%	1%	False	True	2,478
20	78.37	71.21	7.16	10.0%	1.05	1.5%	1%	False	True	2,246
40	79.10	65.05	14.05	19.7%	0.92	1.3%	44%	False	False	2,336

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.08
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	75.41
2.618	74.10
1.618	73.30
1.000	72.81
0.618	72.50
HIGH	72.01
0.618	71.70
0.500	71.61
0.382	71.52
LOW	71.21
0.618	70.72
1.000	70.41
1.618	69.92
2.618	69.12
4.250	67.81

Fisher Pivots for day following 03-Sep-2009
Pivot	1 day	3 day
R1	71.61	72.43
PP	71.51	72.05
S1	71.40	71.68

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

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