NYMEX Light Sweet Crude Oil Future April 2010

Trading Metrics calculated at close of trading on 11-Sep-2009

Day Change Summary
	Previous	Current
	10-Sep-2009	11-Sep-2009	Change	Change %	Previous Week
Open	74.45	74.10	-0.35	-0.5%	73.28
High	74.45	74.80	0.35	0.5%	74.94
Low	73.38	72.14	-1.24	-1.7%	72.14
Close	74.27	72.14	-2.13	-2.9%	72.14
Range	1.07	2.66	1.59	148.6%	2.80
ATR	1.41	1.50	0.09	6.3%	0.00
Volume	3,850	2,847	-1,003	-26.1%	9,726

Daily Pivots for day following 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.01	79.23	73.60
R3	78.35	76.57	72.87
R2	75.69	75.69	72.63
R1	73.91	73.91	72.38	73.47
PP	73.03	73.03	73.03	72.81
S1	71.25	71.25	71.90	70.81
S2	70.37	70.37	71.65
S3	67.71	68.59	71.41
S4	65.05	65.93	70.68

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.47	79.61	73.68
R3	78.67	76.81	72.91
R2	75.87	75.87	72.65
R1	74.01	74.01	72.40	73.54
PP	73.07	73.07	73.07	72.84
S1	71.21	71.21	71.88	70.74
S2	70.27	70.27	71.63
S3	67.47	68.41	71.37
S4	64.67	65.61	70.60

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	6.0%	1.15	1.6%	35%	False	False	2,430
10	76.89	70.63	6.26	8.7%	1.11	1.5%	24%	False	False	2,574
20	78.20	70.63	7.57	10.5%	1.11	1.5%	20%	False	False	2,426
40	79.10	69.77	9.33	12.9%	1.01	1.4%	25%	False	False	2,381

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	86.11
2.618	81.76
1.618	79.10
1.000	77.46
0.618	76.44
HIGH	74.80
0.618	73.78
0.500	73.47
0.382	73.16
LOW	72.14
0.618	70.50
1.000	69.48
1.618	67.84
2.618	65.18
4.250	60.84

Fisher Pivots for day following 11-Sep-2009
Pivot	1 day	3 day
R1	73.47	73.54
PP	73.03	73.07
S1	72.58	72.61

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

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