NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 03-Sep-2009

Day Change Summary
	Previous	Current
	02-Sep-2009	03-Sep-2009	Change	Change %	Previous Week
Open	72.92	72.64	-0.28	-0.4%	79.00
High	73.50	73.10	-0.40	-0.5%	79.21
Low	72.00	72.20	0.20	0.3%	75.32
Close	72.64	72.24	-0.40	-0.6%	77.36
Range	1.50	0.90	-0.60	-40.0%	3.89
ATR	2.00	1.92	-0.08	-3.9%	0.00
Volume	6,222	16,607	10,385	166.9%	34,064

Daily Pivots for day following 03-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	75.21	74.63	72.74
R3	74.31	73.73	72.49
R2	73.41	73.41	72.41
R1	72.83	72.83	72.32	72.67
PP	72.51	72.51	72.51	72.44
S1	71.93	71.93	72.16	71.77
S2	71.61	71.61	72.08
S3	70.71	71.03	71.99
S4	69.81	70.13	71.75

Weekly Pivots for week ending 28-Aug-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.97	87.05	79.50
R3	85.08	83.16	78.43
R2	81.19	81.19	78.07
R1	79.27	79.27	77.72	78.29
PP	77.30	77.30	77.30	76.80
S1	75.38	75.38	77.00	74.40
S2	73.41	73.41	76.65
S3	69.52	71.49	76.29
S4	65.63	67.60	75.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.84	72.00	5.84	8.1%	1.62	2.2%	4%	False	False	9,070
10	79.24	72.00	7.24	10.0%	1.70	2.3%	3%	False	False	8,082
20	80.14	72.00	8.14	11.3%	1.78	2.5%	3%	False	False	8,093
40	80.55	65.66	14.89	20.6%	1.79	2.5%	44%	False	False	8,390

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	76.93
2.618	75.46
1.618	74.56
1.000	74.00
0.618	73.66
HIGH	73.10
0.618	72.76
0.500	72.65
0.382	72.54
LOW	72.20
0.618	71.64
1.000	71.30
1.618	70.74
2.618	69.84
4.250	68.38

Fisher Pivots for day following 03-Sep-2009
Pivot	1 day	3 day
R1	72.65	73.89
PP	72.51	73.34
S1	72.38	72.79

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

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