NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 16-Sep-2009

Day Change Summary
	Previous	Current
	15-Sep-2009	16-Sep-2009	Change	Change %	Previous Week
Open	73.29	74.70	1.41	1.9%	71.63
High	74.71	76.01	1.30	1.7%	76.06
Low	72.63	74.09	1.46	2.0%	71.63
Close	74.70	76.01	1.31	1.8%	73.18
Range	2.08	1.92	-0.16	-7.7%	4.43
ATR	1.94	1.94	0.00	-0.1%	0.00
Volume	8,911	7,325	-1,586	-17.8%	56,815

Daily Pivots for day following 16-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.13	80.49	77.07
R3	79.21	78.57	76.54
R2	77.29	77.29	76.36
R1	76.65	76.65	76.19	76.97
PP	75.37	75.37	75.37	75.53
S1	74.73	74.73	75.83	75.05
S2	73.45	73.45	75.66
S3	71.53	72.81	75.48
S4	69.61	70.89	74.95

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	72.22	3.84	5.1%	1.95	2.6%	99%	False	False	12,970
10	76.06	71.32	4.74	6.2%	1.81	2.4%	99%	False	False	11,831
20	79.24	71.32	7.92	10.4%	1.83	2.4%	59%	False	False	9,908
40	80.55	71.32	9.23	12.1%	1.84	2.4%	51%	False	False	9,491

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	False
Bull Hook	False
Stretch	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.17
2.618	81.04
1.618	79.12
1.000	77.93
0.618	77.20
HIGH	76.01
0.618	75.28
0.500	75.05
0.382	74.82
LOW	74.09
0.618	72.90
1.000	72.17
1.618	70.98
2.618	69.06
4.250	65.93

Fisher Pivots for day following 16-Sep-2009
Pivot	1 day	3 day
R1	75.69	75.38
PP	75.37	74.75
S1	75.05	74.12

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

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