NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 01-Sep-2009

Day Change Summary
	Previous	Current
	31-Aug-2009	01-Sep-2009	Change	Change %	Previous Week
Open	74.21	74.92	0.71	1.0%	78.43
High	74.21	74.92	0.71	1.0%	78.43
Low	74.21	72.50	-1.71	-2.3%	75.25
Close	74.21	72.51	-1.70	-2.3%	76.91
Range	0.00	2.42	2.42		3.18
ATR	1.09	1.18	0.10	8.7%	0.00
Volume	2,996	960	-2,036	-68.0%	9,624

Daily Pivots for day following 01-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.57	78.96	73.84
R3	78.15	76.54	73.18
R2	75.73	75.73	72.95
R1	74.12	74.12	72.73	73.72
PP	73.31	73.31	73.31	73.11
S1	71.70	71.70	72.29	71.30
S2	70.89	70.89	72.07
S3	68.47	69.28	71.84
S4	66.05	66.86	71.18

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.40	84.84	78.66
R3	83.22	81.66	77.78
R2	80.04	80.04	77.49
R1	78.48	78.48	77.20	77.67
PP	76.86	76.86	76.86	76.46
S1	75.30	75.30	76.62	74.49
S2	73.68	73.68	76.33
S3	70.50	72.12	76.04
S4	67.32	68.94	75.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.91	72.50	4.41	6.1%	0.61	0.8%	0%	False	True	2,015
10	78.43	72.50	5.93	8.2%	0.34	0.5%	0%	False	True	2,040
20	79.61	72.50	7.11	9.8%	0.64	0.9%	0%	False	True	2,041
40	79.61	65.75	13.86	19.1%	0.65	0.9%	49%	False	False	2,048

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	0.01
Widest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	85.21
2.618	81.26
1.618	78.84
1.000	77.34
0.618	76.42
HIGH	74.92
0.618	74.00
0.500	73.71
0.382	73.42
LOW	72.50
0.618	71.00
1.000	70.08
1.618	68.58
2.618	66.16
4.250	62.22

Fisher Pivots for day following 01-Sep-2009
Pivot	1 day	3 day
R1	73.71	74.71
PP	73.31	73.97
S1	72.91	73.24

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

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