NYMEX Light Sweet Crude Oil Future May 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Sep-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Sep-2009 | 02-Sep-2009 | Change | Change % | Previous Week |  
                        | Open | 74.92 | 71.58 | -3.34 | -4.5% | 78.43 |  
                        | High | 74.92 | 72.15 | -2.77 | -3.7% | 78.43 |  
                        | Low | 72.50 | 71.57 | -0.93 | -1.3% | 75.25 |  
                        | Close | 72.51 | 72.15 | -0.36 | -0.5% | 76.91 |  
                        | Range | 2.42 | 0.58 | -1.84 | -76.0% | 3.18 |  
                        | ATR | 1.18 | 1.17 | -0.02 | -1.5% | 0.00 |  
                        | Volume | 960 | 2,856 | 1,896 | 197.5% | 9,624 |  | 
    
| 
        
            | Daily Pivots for day following 02-Sep-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 73.70 | 73.50 | 72.47 |  |  
                | R3 | 73.12 | 72.92 | 72.31 |  |  
                | R2 | 72.54 | 72.54 | 72.26 |  |  
                | R1 | 72.34 | 72.34 | 72.20 | 72.44 |  
                | PP | 71.96 | 71.96 | 71.96 | 72.01 |  
                | S1 | 71.76 | 71.76 | 72.10 | 71.86 |  
                | S2 | 71.38 | 71.38 | 72.04 |  |  
                | S3 | 70.80 | 71.18 | 71.99 |  |  
                | S4 | 70.22 | 70.60 | 71.83 |  |  | 
        
            | 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 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 74.62 |  
            | 2.618 | 73.67 |  
            | 1.618 | 73.09 |  
            | 1.000 | 72.73 |  
            | 0.618 | 72.51 |  
            | HIGH | 72.15 |  
            | 0.618 | 71.93 |  
            | 0.500 | 71.86 |  
            | 0.382 | 71.79 |  
            | LOW | 71.57 |  
            | 0.618 | 71.21 |  
            | 1.000 | 70.99 |  
            | 1.618 | 70.63 |  
            | 2.618 | 70.05 |  
            | 4.250 | 69.11 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Sep-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 72.05 | 73.25 |  
                                | PP | 71.96 | 72.88 |  
                                | S1 | 71.86 | 72.52 |  |