NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 24-Aug-2009

Day Change Summary
	Previous	Current
	21-Aug-2009	24-Aug-2009	Change	Change %	Previous Week
Open	77.96	79.00	1.04	1.3%	75.33
High	79.24	79.21	-0.03	0.0%	79.24
Low	77.60	78.50	0.90	1.2%	74.00
Close	78.68	78.88	0.20	0.3%	78.68
Range	1.64	0.71	-0.93	-56.7%	5.24
ATR	1.94	1.85	-0.09	-4.5%	0.00
Volume	9,251	6,769	-2,482	-26.8%	42,718

Daily Pivots for day following 24-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.99	80.65	79.27
R3	80.28	79.94	79.08
R2	79.57	79.57	79.01
R1	79.23	79.23	78.95	79.05
PP	78.86	78.86	78.86	78.77
S1	78.52	78.52	78.81	78.34
S2	78.15	78.15	78.75
S3	77.44	77.81	78.68
S4	76.73	77.10	78.49

Weekly Pivots for week ending 21-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.03	91.09	81.56
R3	87.79	85.85	80.12
R2	82.55	82.55	79.64
R1	80.61	80.61	79.16	81.58
PP	77.31	77.31	77.31	77.79
S1	75.37	75.37	78.20	76.34
S2	72.07	72.07	77.72
S3	66.83	70.13	77.24
S4	61.59	64.89	75.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.24	74.35	4.89	6.2%	1.83	2.3%	93%	False	False	8,810
10	79.39	74.00	5.39	6.8%	1.81	2.3%	91%	False	False	7,789
20	80.55	72.33	8.22	10.4%	1.87	2.4%	80%	False	False	9,249

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	82.23
2.618	81.07
1.618	80.36
1.000	79.92
0.618	79.65
HIGH	79.21
0.618	78.94
0.500	78.86
0.382	78.77
LOW	78.50
0.618	78.06
1.000	77.79
1.618	77.35
2.618	76.64
4.250	75.48

Fisher Pivots for day following 24-Aug-2009
Pivot	1 day	3 day
R1	78.87	78.73
PP	78.86	78.57
S1	78.86	78.42

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

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