NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 22-Sep-2009

Day Change Summary
	Previous	Current
	21-Sep-2009	22-Sep-2009	Change	Change %	Previous Week
Open	73.22	74.51	1.29	1.8%	72.77
High	73.22	74.61	1.39	1.9%	75.85
Low	72.72	74.50	1.78	2.4%	72.34
Close	72.95	74.61	1.66	2.3%	75.60
Range	0.50	0.11	-0.39	-78.0%	3.51
ATR	1.17	1.21	0.03	3.0%	0.00
Volume	2,660	3,455	795	29.9%	13,055

Daily Pivots for day following 22-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	74.90	74.87	74.67
R3	74.79	74.76	74.64
R2	74.68	74.68	74.63
R1	74.65	74.65	74.62	74.67
PP	74.57	74.57	74.57	74.58
S1	74.54	74.54	74.60	74.56
S2	74.46	74.46	74.59
S3	74.35	74.43	74.58
S4	74.24	74.32	74.55

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	4.2%	0.14	0.2%	60%	False	False	2,472
10	75.85	72.34	3.51	4.7%	0.51	0.7%	65%	False	False	2,852
20	78.22	71.49	6.73	9.0%	0.49	0.7%	46%	False	False	2,522
40	79.61	71.49	8.12	10.9%	0.58	0.8%	38%	False	False	2,226

Crabel Price Patterns
NR	True
NR4	False
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	0.03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	75.08
2.618	74.90
1.618	74.79
1.000	74.72
0.618	74.68
HIGH	74.61
0.618	74.57
0.500	74.56
0.382	74.54
LOW	74.50
0.618	74.43
1.000	74.39
1.618	74.32
2.618	74.21
4.250	74.03

Fisher Pivots for day following 22-Sep-2009
Pivot	1 day	3 day
R1	74.59	74.42
PP	74.57	74.24
S1	74.56	74.05

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

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