NYMEX Light Sweet Crude Oil Future April 2010

Trading Metrics calculated at close of trading on 16-Sep-2009

Day Change Summary
	Previous	Current
	15-Sep-2009	16-Sep-2009	Change	Change %	Previous Week
Open	72.40	73.60	1.20	1.7%	73.28
High	73.44	75.01	1.57	2.1%	74.94
Low	71.89	73.60	1.71	2.4%	72.14
Close	73.61	75.01	1.40	1.9%	72.14
Range	1.55	1.41	-0.14	-9.0%	2.80
ATR	1.43	1.43	0.00	-0.1%	0.00
Volume	2,622	1,803	-819	-31.2%	9,726

Daily Pivots for day following 16-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.77	78.30	75.79
R3	77.36	76.89	75.40
R2	75.95	75.95	75.27
R1	75.48	75.48	75.14	75.72
PP	74.54	74.54	74.54	74.66
S1	74.07	74.07	74.88	74.31
S2	73.13	73.13	74.75
S3	71.72	72.66	74.62
S4	70.31	71.25	74.23

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	75.01	71.76	3.25	4.3%	1.42	1.9%	100%	True	False	3,070
10	75.01	70.63	4.38	5.8%	1.06	1.4%	100%	True	False	2,739
20	78.20	70.63	7.57	10.1%	1.08	1.4%	58%	False	False	2,480
40	79.10	70.63	8.47	11.3%	1.06	1.4%	52%	False	False	2,477

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	0.21
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.00
2.618	78.70
1.618	77.29
1.000	76.42
0.618	75.88
HIGH	75.01
0.618	74.47
0.500	74.31
0.382	74.14
LOW	73.60
0.618	72.73
1.000	72.19
1.618	71.32
2.618	69.91
4.250	67.61

Fisher Pivots for day following 16-Sep-2009
Pivot	1 day	3 day
R1	74.78	74.47
PP	74.54	73.93
S1	74.31	73.39

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

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