NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 14-Sep-2009

Day Change Summary
	Previous	Current
	11-Sep-2009	14-Sep-2009	Change	Change %	Previous Week
Open	75.19	72.22	-2.97	-3.9%	71.63
High	76.06	73.24	-2.82	-3.7%	76.06
Low	72.58	72.22	-0.36	-0.5%	71.63
Close	73.18	73.20	0.02	0.0%	73.18
Range	3.48	1.02	-2.46	-70.7%	4.43
ATR	2.00	1.93	-0.07	-3.5%	0.00
Volume	11,825	12,910	1,085	9.2%	56,815

Daily Pivots for day following 14-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	75.95	75.59	73.76
R3	74.93	74.57	73.48
R2	73.91	73.91	73.39
R1	73.55	73.55	73.29	73.73
PP	72.89	72.89	72.89	72.98
S1	72.53	72.53	73.11	72.71
S2	71.87	71.87	73.01
S3	70.85	71.51	72.92
S4	69.83	70.49	72.64

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	71.63	4.43	6.1%	2.10	2.9%	35%	False	False	13,945
10	76.06	71.32	4.74	6.5%	1.85	2.5%	40%	False	False	11,675
20	79.24	71.32	7.92	10.8%	1.84	2.5%	24%	False	False	9,677
40	80.55	71.32	9.23	12.6%	1.82	2.5%	20%	False	False	9,379

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.30
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	77.58
2.618	75.91
1.618	74.89
1.000	74.26
0.618	73.87
HIGH	73.24
0.618	72.85
0.500	72.73
0.382	72.61
LOW	72.22
0.618	71.59
1.000	71.20
1.618	70.57
2.618	69.55
4.250	67.89

Fisher Pivots for day following 14-Sep-2009
Pivot	1 day	3 day
R1	73.04	74.14
PP	72.89	73.83
S1	72.73	73.51

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

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