NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 08-Sep-2009

Day Change Summary
	Previous	Current
	04-Sep-2009	08-Sep-2009	Change	Change %	Previous Week
Open	72.31	71.63	-0.68	-0.9%	75.48
High	72.53	75.20	2.67	3.7%	75.78
Low	71.32	71.63	0.31	0.4%	71.32
Close	72.06	74.64	2.58	3.6%	72.06
Range	1.21	3.57	2.36	195.0%	4.46
ATR	1.87	1.99	0.12	6.5%	0.00
Volume	9,525	7,606	-1,919	-20.1%	47,033

Daily Pivots for day following 08-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.53	83.16	76.60
R3	80.96	79.59	75.62
R2	77.39	77.39	75.29
R1	76.02	76.02	74.97	76.71
PP	73.82	73.82	73.82	74.17
S1	72.45	72.45	74.31	73.14
S2	70.25	70.25	73.99
S3	66.68	68.88	73.66
S4	63.11	65.31	72.68

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.43	83.71	74.51
R3	81.97	79.25	73.29
R2	77.51	77.51	72.88
R1	74.79	74.79	72.47	73.92
PP	73.05	73.05	73.05	72.62
S1	70.33	70.33	71.65	69.46
S2	68.59	68.59	71.24
S3	64.13	65.87	70.83
S4	59.67	61.41	69.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.78	71.32	4.46	6.0%	2.00	2.7%	74%	False	False	9,167
10	79.00	71.32	7.68	10.3%	1.94	2.6%	43%	False	False	8,193
20	79.39	71.32	8.07	10.8%	1.87	2.5%	41%	False	False	7,991
40	80.55	66.35	14.20	19.0%	1.85	2.5%	58%	False	False	8,561

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.50
Widest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	90.37
2.618	84.55
1.618	80.98
1.000	78.77
0.618	77.41
HIGH	75.20
0.618	73.84
0.500	73.42
0.382	72.99
LOW	71.63
0.618	69.42
1.000	68.06
1.618	65.85
2.618	62.28
4.250	56.46

Fisher Pivots for day following 08-Sep-2009
Pivot	1 day	3 day
R1	74.23	74.18
PP	73.82	73.72
S1	73.42	73.26

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

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