NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 25-Sep-2009

Day Change Summary
	Previous	Current
	24-Sep-2009	25-Sep-2009	Change	Change %	Previous Week
Open	71.71	69.95	-1.76	-2.5%	73.22
High	71.71	69.95	-1.76	-2.5%	74.61
Low	69.43	68.84	-0.59	-0.8%	68.84
Close	69.43	69.26	-0.17	-0.2%	69.26
Range	2.28	1.11	-1.17	-51.3%	5.77
ATR	1.44	1.41	-0.02	-1.6%	0.00
Volume	4,190	5,736	1,546	36.9%	18,182

Daily Pivots for day following 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	72.68	72.08	69.87
R3	71.57	70.97	69.57
R2	70.46	70.46	69.46
R1	69.86	69.86	69.36	69.61
PP	69.35	69.35	69.35	69.22
S1	68.75	68.75	69.16	68.50
S2	68.24	68.24	69.06
S3	67.13	67.64	68.95
S4	66.02	66.53	68.65

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.21	84.51	72.43
R3	82.44	78.74	70.85
R2	76.67	76.67	70.32
R1	72.97	72.97	69.79	71.94
PP	70.90	70.90	70.90	70.39
S1	67.20	67.20	68.73	66.17
S2	65.13	65.13	68.20
S3	59.36	61.43	67.67
S4	53.59	55.66	66.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.61	68.84	5.77	8.3%	1.20	1.7%	7%	False	True	3,636
10	75.85	68.84	7.01	10.1%	0.66	1.0%	6%	False	True	3,123
20	76.91	68.84	8.07	11.7%	0.72	1.0%	5%	False	True	2,895
40	79.61	68.84	10.77	15.6%	0.70	1.0%	4%	False	True	2,416
60	79.61	65.75	13.86	20.0%	0.67	1.0%	25%	False	False	2,264

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	0.00
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	74.67
2.618	72.86
1.618	71.75
1.000	71.06
0.618	70.64
HIGH	69.95
0.618	69.53
0.500	69.40
0.382	69.26
LOW	68.84
0.618	68.15
1.000	67.73
1.618	67.04
2.618	65.93
4.250	64.12

Fisher Pivots for day following 25-Sep-2009
Pivot	1 day	3 day
R1	69.40	71.30
PP	69.35	70.62
S1	69.31	69.94

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

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