NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 11-Sep-2009

Day Change Summary
	Previous	Current
	10-Sep-2009	11-Sep-2009	Change	Change %	Previous Week
Open	75.42	75.19	-0.23	-0.3%	71.63
High	75.50	76.06	0.56	0.7%	76.06
Low	74.23	72.58	-1.65	-2.2%	71.63
Close	75.18	73.18	-2.00	-2.7%	73.18
Range	1.27	3.48	2.21	174.0%	4.43
ATR	1.89	2.00	0.11	6.0%	0.00
Volume	23,880	11,825	-12,055	-50.5%	56,815

Daily Pivots for day following 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.38	82.26	75.09
R3	80.90	78.78	74.14
R2	77.42	77.42	73.82
R1	75.30	75.30	73.50	74.62
PP	73.94	73.94	73.94	73.60
S1	71.82	71.82	72.86	71.14
S2	70.46	70.46	72.54
S3	66.98	68.34	72.22
S4	63.50	64.86	71.27

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.91	84.48	75.62
R3	82.48	80.05	74.40
R2	78.05	78.05	73.99
R1	75.62	75.62	73.59	76.84
PP	73.62	73.62	73.62	74.23
S1	71.19	71.19	72.77	72.41
S2	69.19	69.19	72.37
S3	64.76	66.76	71.96
S4	60.33	62.33	70.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.06	71.32	4.74	6.5%	2.14	2.9%	39%	True	False	13,268
10	77.84	71.32	6.52	8.9%	1.88	2.6%	29%	False	False	11,169
20	79.24	71.32	7.92	10.8%	1.95	2.7%	23%	False	False	9,581
40	80.55	69.65	10.90	14.9%	1.85	2.5%	32%	False	False	9,315

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	90.85
2.618	85.17
1.618	81.69
1.000	79.54
0.618	78.21
HIGH	76.06
0.618	74.73
0.500	74.32
0.382	73.91
LOW	72.58
0.618	70.43
1.000	69.10
1.618	66.95
2.618	63.47
4.250	57.79

Fisher Pivots for day following 11-Sep-2009
Pivot	1 day	3 day
R1	74.32	74.32
PP	73.94	73.94
S1	73.56	73.56

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

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