NYMEX Light Sweet Crude Oil Future April 2010

Trading Metrics calculated at close of trading on 21-Oct-2009

Day Change Summary
	Previous	Current
	20-Oct-2009	21-Oct-2009	Change	Change %	Previous Week
Open	81.51	80.51	-1.00	-1.2%	75.39
High	81.87	84.09	2.22	2.7%	80.94
Low	80.55	80.51	-0.04	0.0%	75.37
Close	81.16	83.47	2.31	2.8%	80.90
Range	1.32	3.58	2.26	171.2%	5.57
ATR	1.68	1.81	0.14	8.1%	0.00
Volume	2,239	7,491	5,252	234.6%	32,554

Daily Pivots for day following 21-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.43	92.03	85.44
R3	89.85	88.45	84.45
R2	86.27	86.27	84.13
R1	84.87	84.87	83.80	85.57
PP	82.69	82.69	82.69	83.04
S1	81.29	81.29	83.14	81.99
S2	79.11	79.11	82.81
S3	75.53	77.71	82.49
S4	71.95	74.13	81.50

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	95.78	93.91	83.96
R3	90.21	88.34	82.43
R2	84.64	84.64	81.92
R1	82.77	82.77	81.41	83.71
PP	79.07	79.07	79.07	79.54
S1	77.20	77.20	80.39	78.14
S2	73.50	73.50	79.88
S3	67.93	71.63	79.37
S4	62.36	66.06	77.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.09	77.50	6.59	7.9%	2.10	2.5%	91%	True	False	6,141
10	84.09	71.85	12.24	14.7%	1.72	2.1%	95%	True	False	5,642
20	84.09	68.38	15.71	18.8%	1.71	2.1%	96%	True	False	5,359
40	84.09	68.38	15.71	18.8%	1.39	1.7%	96%	True	False	3,945
60	84.09	68.38	15.71	18.8%	1.30	1.6%	96%	True	False	3,307

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	0.30
Widest range in 79 trading days

Fibonacci Retracements and Extensions
4.250	99.31
2.618	93.46
1.618	89.88
1.000	87.67
0.618	86.30
HIGH	84.09
0.618	82.72
0.500	82.30
0.382	81.88
LOW	80.51
0.618	78.30
1.000	76.93
1.618	74.72
2.618	71.14
4.250	65.30

Fisher Pivots for day following 21-Oct-2009
Pivot	1 day	3 day
R1	83.08	83.06
PP	82.69	82.65
S1	82.30	82.25

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

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