NYMEX Light Sweet Crude Oil Future May 2010

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

Day Change Summary
	Previous	Current
	18-Sep-2009	21-Sep-2009	Change	Change %	Previous Week
Open	75.38	73.22	-2.16	-2.9%	72.77
High	75.38	73.22	-2.16	-2.9%	75.85
Low	75.38	72.72	-2.66	-3.5%	72.34
Close	75.60	72.95	-2.65	-3.5%	75.60
Range	0.00	0.50	0.50		3.51
ATR	1.04	1.17	0.13	12.7%	0.00
Volume	1,235	2,660	1,425	115.4%	13,055

Daily Pivots for day following 21-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	74.46	74.21	73.23
R3	73.96	73.71	73.09
R2	73.46	73.46	73.04
R1	73.21	73.21	73.00	73.09
PP	72.96	72.96	72.96	72.90
S1	72.71	72.71	72.90	72.59
S2	72.46	72.46	72.86
S3	71.96	72.21	72.81
S4	71.46	71.71	72.68

Weekly Pivots for week ending 18-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.13	83.87	77.53
R3	81.62	80.36	76.57
R2	78.11	78.11	76.24
R1	76.85	76.85	75.92	77.48
PP	74.60	74.60	74.60	74.91
S1	73.34	73.34	75.28	73.97
S2	71.09	71.09	74.96
S3	67.58	69.83	74.63
S4	64.07	66.32	73.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.85	72.72	3.13	4.3%	0.14	0.2%	7%	False	True	2,376
10	75.85	72.34	3.51	4.8%	0.51	0.7%	17%	False	False	2,709
20	78.43	71.49	6.94	9.5%	0.48	0.7%	21%	False	False	2,419
40	79.61	71.49	8.12	11.1%	0.58	0.8%	18%	False	False	2,184

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	75.35
2.618	74.53
1.618	74.03
1.000	73.72
0.618	73.53
HIGH	73.22
0.618	73.03
0.500	72.97
0.382	72.91
LOW	72.72
0.618	72.41
1.000	72.22
1.618	71.91
2.618	71.41
4.250	70.60

Fisher Pivots for day following 21-Sep-2009
Pivot	1 day	3 day
R1	72.97	74.29
PP	72.96	73.84
S1	72.96	73.40

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

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