NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 20-Aug-2009

Day Change Summary
	Previous	Current
	19-Aug-2009	20-Aug-2009	Change	Change %	Previous Week
Open	76.62	78.95	2.33	3.0%	78.98
High	79.06	79.02	-0.04	-0.1%	79.39
Low	76.40	77.69	1.29	1.7%	75.52
Close	79.02	77.86	-1.16	-1.5%	75.83
Range	2.66	1.33	-1.33	-50.0%	3.87
ATR	2.01	1.96	-0.05	-2.4%	0.00
Volume	8,615	13,249	4,634	53.8%	35,505

Daily Pivots for day following 20-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.18	81.35	78.59
R3	80.85	80.02	78.23
R2	79.52	79.52	78.10
R1	78.69	78.69	77.98	78.44
PP	78.19	78.19	78.19	78.07
S1	77.36	77.36	77.74	77.11
S2	76.86	76.86	77.62
S3	75.53	76.03	77.49
S4	74.20	74.70	77.13

Weekly Pivots for week ending 14-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.52	86.05	77.96
R3	84.65	82.18	76.89
R2	80.78	80.78	76.54
R1	78.31	78.31	76.18	77.61
PP	76.91	76.91	76.91	76.57
S1	74.44	74.44	75.48	73.74
S2	73.04	73.04	75.12
S3	69.17	70.57	74.77
S4	65.30	66.70	73.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.06	74.00	5.06	6.5%	2.28	2.9%	76%	False	False	8,894
10	80.14	74.00	6.14	7.9%	1.86	2.4%	63%	False	False	8,105
20	80.55	72.33	8.22	10.6%	1.86	2.4%	67%	False	False	9,359

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	84.67
2.618	82.50
1.618	81.17
1.000	80.35
0.618	79.84
HIGH	79.02
0.618	78.51
0.500	78.36
0.382	78.20
LOW	77.69
0.618	76.87
1.000	76.36
1.618	75.54
2.618	74.21
4.250	72.04

Fisher Pivots for day following 20-Aug-2009
Pivot	1 day	3 day
R1	78.36	77.48
PP	78.19	77.09
S1	78.03	76.71

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

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