NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 14-Sep-2009

Day Change Summary
	Previous	Current
	11-Sep-2009	14-Sep-2009	Change	Change %	Previous Week
Open	75.28	72.77	-2.51	-3.3%	74.28
High	75.30	72.77	-2.53	-3.4%	75.36
Low	72.66	72.34	-0.32	-0.4%	72.66
Close	72.66	72.62	-0.04	-0.1%	72.66
Range	2.64	0.43	-2.21	-83.7%	2.70
ATR	1.24	1.19	-0.06	-4.7%	0.00
Volume	3,083	3,831	748	24.3%	11,381

Daily Pivots for day following 14-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	73.87	73.67	72.86
R3	73.44	73.24	72.74
R2	73.01	73.01	72.70
R1	72.81	72.81	72.66	72.70
PP	72.58	72.58	72.58	72.52
S1	72.38	72.38	72.58	72.27
S2	72.15	72.15	72.54
S3	71.72	71.95	72.50
S4	71.29	71.52	72.38

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.66	79.86	74.15
R3	78.96	77.16	73.40
R2	76.26	76.26	73.16
R1	74.46	74.46	72.91	74.01
PP	73.56	73.56	73.56	73.34
S1	71.76	71.76	72.41	71.31
S2	70.86	70.86	72.17
S3	68.16	69.06	71.92
S4	65.46	66.36	71.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.36	72.34	3.02	4.2%	0.88	1.2%	9%	False	True	3,042
10	75.36	71.49	3.87	5.3%	0.83	1.1%	29%	False	False	2,688
20	78.43	71.49	6.94	9.6%	0.63	0.9%	16%	False	False	2,330
40	79.61	71.49	8.12	11.2%	0.70	1.0%	14%	False	False	2,268

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.04
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	74.60
2.618	73.90
1.618	73.47
1.000	73.20
0.618	73.04
HIGH	72.77
0.618	72.61
0.500	72.56
0.382	72.50
LOW	72.34
0.618	72.07
1.000	71.91
1.618	71.64
2.618	71.21
4.250	70.51

Fisher Pivots for day following 14-Sep-2009
Pivot	1 day	3 day
R1	72.60	73.82
PP	72.58	73.42
S1	72.56	73.02

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

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