NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 30-Sep-2009

Day Change Summary
	Previous	Current
	29-Sep-2009	30-Sep-2009	Change	Change %	Previous Week
Open	69.63	70.30	0.67	1.0%	73.22
High	69.63	73.35	3.72	5.3%	74.61
Low	69.63	69.30	-0.33	-0.5%	68.84
Close	69.84	73.35	3.51	5.0%	69.26
Range	0.00	4.05	4.05		5.77
ATR	1.34	1.53	0.19	14.5%	0.00
Volume	2,107	2,597	490	23.3%	18,182

Daily Pivots for day following 30-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.15	82.80	75.58
R3	80.10	78.75	74.46
R2	76.05	76.05	74.09
R1	74.70	74.70	73.72	75.38
PP	72.00	72.00	72.00	72.34
S1	70.65	70.65	72.98	71.33
S2	67.95	67.95	72.61
S3	63.90	66.60	72.24
S4	59.85	62.55	71.12

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	73.35	68.84	4.51	6.1%	1.79	2.4%	100%	True	False	3,932
10	75.85	68.84	7.01	9.6%	1.16	1.6%	64%	False	False	3,197
20	75.85	68.84	7.01	9.6%	0.88	1.2%	64%	False	False	3,003
40	79.61	68.84	10.77	14.7%	0.76	1.0%	42%	False	False	2,522
60	79.61	65.75	13.86	18.9%	0.72	1.0%	55%	False	False	2,366

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.10
Widest range in 64 trading days

Fibonacci Retracements and Extensions
4.250	90.56
2.618	83.95
1.618	79.90
1.000	77.40
0.618	75.85
HIGH	73.35
0.618	71.80
0.500	71.33
0.382	70.85
LOW	69.30
0.618	66.80
1.000	65.25
1.618	62.75
2.618	58.70
4.250	52.09

Fisher Pivots for day following 30-Sep-2009
Pivot	1 day	3 day
R1	72.68	72.62
PP	72.00	71.90
S1	71.33	71.17

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

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