NYMEX Light Sweet Crude Oil Future April 2010

Trading Metrics calculated at close of trading on 09-Sep-2009

Day Change Summary
	Previous	Current
	08-Sep-2009	09-Sep-2009	Change	Change %	Previous Week
Open	73.28	74.21	0.93	1.3%	75.20
High	74.24	74.94	0.70	0.9%	75.20
Low	72.96	74.19	1.23	1.7%	70.63
Close	73.82	73.86	0.04	0.1%	71.14
Range	1.28	0.75	-0.53	-41.4%	4.57
ATR	1.46	1.44	-0.02	-1.7%	0.00
Volume	1,548	1,481	-67	-4.3%	12,872

Daily Pivots for day following 09-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	76.58	75.97	74.27
R3	75.83	75.22	74.07
R2	75.08	75.08	74.00
R1	74.47	74.47	73.93	74.40
PP	74.33	74.33	74.33	74.30
S1	73.72	73.72	73.79	73.65
S2	73.58	73.58	73.72
S3	72.83	72.97	73.65
S4	72.08	72.22	73.45

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.03	83.16	73.65
R3	81.46	78.59	72.40
R2	76.89	76.89	71.98
R1	74.02	74.02	71.56	73.17
PP	72.32	72.32	72.32	71.90
S1	69.45	69.45	70.72	68.60
S2	67.75	67.75	70.30
S3	63.18	64.88	69.88
S4	58.61	60.31	68.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.94	70.63	4.31	5.8%	0.71	1.0%	75%	True	False	2,407
10	76.89	70.63	6.26	8.5%	0.92	1.2%	52%	False	False	2,227
20	78.20	70.63	7.57	10.2%	1.00	1.4%	43%	False	False	2,300
40	79.10	67.19	11.91	16.1%	0.96	1.3%	56%	False	False	2,272

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.11
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	78.13
2.618	76.90
1.618	76.15
1.000	75.69
0.618	75.40
HIGH	74.94
0.618	74.65
0.500	74.57
0.382	74.48
LOW	74.19
0.618	73.73
1.000	73.44
1.618	72.98
2.618	72.23
4.250	71.00

Fisher Pivots for day following 09-Sep-2009
Pivot	1 day	3 day
R1	74.57	73.50
PP	74.33	73.14
S1	74.10	72.79

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

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