NYMEX Light Sweet Crude Oil Future April 2010

Trading Metrics calculated at close of trading on 28-Sep-2009

Day Change Summary
	Previous	Current
	25-Sep-2009	28-Sep-2009	Change	Change %	Previous Week
Open	69.11	68.40	-0.71	-1.0%	72.33
High	69.48	69.37	-0.11	-0.2%	74.16
Low	68.38	68.40	0.02	0.0%	68.38
Close	68.62	69.31	0.69	1.0%	68.62
Range	1.10	0.97	-0.13	-11.8%	5.78
ATR	1.60	1.55	-0.04	-2.8%	0.00
Volume	7,451	7,976	525	7.0%	20,326

Daily Pivots for day following 28-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	71.94	71.59	69.84
R3	70.97	70.62	69.58
R2	70.00	70.00	69.49
R1	69.65	69.65	69.40	69.83
PP	69.03	69.03	69.03	69.11
S1	68.68	68.68	69.22	68.86
S2	68.06	68.06	69.13
S3	67.09	67.71	69.04
S4	66.12	66.74	68.78

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	87.73	83.95	71.80
R3	81.95	78.17	70.21
R2	76.17	76.17	69.68
R1	72.39	72.39	69.15	71.39
PP	70.39	70.39	70.39	69.89
S1	66.61	66.61	68.09	65.61
S2	64.61	64.61	67.56
S3	58.83	60.83	67.03
S4	53.05	55.05	65.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.16	68.38	5.78	8.3%	1.78	2.6%	16%	False	False	5,189
10	75.49	68.38	7.11	10.3%	1.30	1.9%	13%	False	False	3,682
20	75.49	68.38	7.11	10.3%	1.21	1.8%	13%	False	False	3,182
40	79.10	68.38	10.72	15.5%	1.08	1.6%	9%	False	False	2,653
60	79.10	65.05	14.05	20.3%	0.98	1.4%	30%	False	False	2,580

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	73.49
2.618	71.91
1.618	70.94
1.000	70.34
0.618	69.97
HIGH	69.37
0.618	69.00
0.500	68.89
0.382	68.77
LOW	68.40
0.618	67.80
1.000	67.43
1.618	66.83
2.618	65.86
4.250	64.28

Fisher Pivots for day following 28-Sep-2009
Pivot	1 day	3 day
R1	69.17	69.99
PP	69.03	69.76
S1	68.89	69.54

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

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