NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 27-Aug-2009

Day Change Summary
	Previous	Current
	26-Aug-2009	27-Aug-2009	Change	Change %	Previous Week
Open	76.03	75.78	-0.25	-0.3%	73.78
High	76.03	75.88	-0.15	-0.2%	78.32
Low	76.03	75.25	-0.78	-1.0%	73.54
Close	76.03	76.84	0.81	1.1%	78.23
Range	0.00	0.63	0.63		4.78
ATR	1.05	1.03	-0.02	-1.9%	0.00
Volume	1,217	1,286	69	5.7%	10,110

Daily Pivots for day following 27-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.88	77.99	77.19
R3	77.25	77.36	77.01
R2	76.62	76.62	76.96
R1	76.73	76.73	76.90	76.68
PP	75.99	75.99	75.99	75.96
S1	76.10	76.10	76.78	76.05
S2	75.36	75.36	76.72
S3	74.73	75.47	76.67
S4	74.10	74.84	76.49

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	91.04	89.41	80.86
R3	86.26	84.63	79.54
R2	81.48	81.48	79.11
R1	79.85	79.85	78.67	80.67
PP	76.70	76.70	76.70	77.10
S1	75.07	75.07	77.79	75.89
S2	71.92	71.92	77.35
S3	67.14	70.29	76.92
S4	62.36	65.51	75.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.43	75.25	3.18	4.1%	0.15	0.2%	50%	False	True	1,719
10	78.43	73.54	4.89	6.4%	0.66	0.9%	67%	False	False	1,981
20	79.61	73.54	6.07	7.9%	0.67	0.9%	54%	False	False	1,937
40	79.61	65.75	13.86	18.0%	0.64	0.8%	80%	False	False	1,948

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	0.09
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	78.56
2.618	77.53
1.618	76.90
1.000	76.51
0.618	76.27
HIGH	75.88
0.618	75.64
0.500	75.57
0.382	75.49
LOW	75.25
0.618	74.86
1.000	74.62
1.618	74.23
2.618	73.60
4.250	72.57

Fisher Pivots for day following 27-Aug-2009
Pivot	1 day	3 day
R1	76.42	76.81
PP	75.99	76.77
S1	75.57	76.74

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

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