NYMEX Light Sweet Crude Oil Future April 2010

Trading Metrics calculated at close of trading on 24-Sep-2009

Day Change Summary
	Previous	Current
	23-Sep-2009	24-Sep-2009	Change	Change %	Previous Week
Open	73.90	71.59	-2.31	-3.1%	72.16
High	73.90	71.59	-2.31	-3.1%	75.49
Low	71.47	68.66	-2.81	-3.9%	71.76
Close	71.76	68.77	-2.99	-4.2%	75.10
Range	2.43	2.93	0.50	20.6%	3.73
ATR	1.52	1.64	0.11	7.4%	0.00
Volume	2,400	3,980	1,580	65.8%	12,755

Daily Pivots for day following 24-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.46	76.55	70.38
R3	75.53	73.62	69.58
R2	72.60	72.60	69.31
R1	70.69	70.69	69.04	70.18
PP	69.67	69.67	69.67	69.42
S1	67.76	67.76	68.50	67.25
S2	66.74	66.74	68.23
S3	63.81	64.83	67.96
S4	60.88	61.90	67.16

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.31	83.93	77.15
R3	81.58	80.20	76.13
R2	77.85	77.85	75.78
R1	76.47	76.47	75.44	77.16
PP	74.12	74.12	74.12	74.46
S1	72.74	72.74	74.76	73.43
S2	70.39	70.39	74.42
S3	66.66	69.01	74.07
S4	62.93	65.28	73.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.17	68.66	6.51	9.5%	1.50	2.2%	2%	False	True	3,020
10	75.49	68.66	6.83	9.9%	1.40	2.0%	2%	False	True	2,847
20	76.89	68.66	8.23	12.0%	1.19	1.7%	1%	False	True	2,660
40	79.10	68.66	10.44	15.2%	1.13	1.6%	1%	False	True	2,351

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	84.04
2.618	79.26
1.618	76.33
1.000	74.52
0.618	73.40
HIGH	71.59
0.618	70.47
0.500	70.13
0.382	69.78
LOW	68.66
0.618	66.85
1.000	65.73
1.618	63.92
2.618	60.99
4.250	56.21

Fisher Pivots for day following 24-Sep-2009
Pivot	1 day	3 day
R1	70.13	71.41
PP	69.67	70.53
S1	69.22	69.65

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

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