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 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | 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 |  |