NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 25-Sep-2009

Day Change Summary
	Previous	Current
	24-Sep-2009	25-Sep-2009	Change	Change %	Previous Week
Open	72.76	70.56	-2.20	-3.0%	76.10
High	72.78	70.70	-2.08	-2.9%	76.10
Low	69.88	69.40	-0.48	-0.7%	69.40
Close	70.07	69.88	-0.19	-0.3%	69.88
Range	2.90	1.30	-1.60	-55.2%	6.70
ATR	2.04	1.99	-0.05	-2.6%	0.00
Volume	13,304	16,793	3,489	26.2%	57,022

Daily Pivots for day following 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	73.89	73.19	70.60
R3	72.59	71.89	70.24
R2	71.29	71.29	70.12
R1	70.59	70.59	70.00	70.29
PP	69.99	69.99	69.99	69.85
S1	69.29	69.29	69.76	68.99
S2	68.69	68.69	69.64
S3	67.39	67.99	69.52
S4	66.09	66.69	69.17

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	91.89	87.59	73.57
R3	85.19	80.89	71.72
R2	78.49	78.49	71.11
R1	74.19	74.19	70.49	72.99
PP	71.79	71.79	71.79	71.20
S1	67.49	67.49	69.27	66.29
S2	65.09	65.09	68.65
S3	58.39	60.79	68.04
S4	51.69	54.09	66.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.10	69.40	6.70	9.6%	2.36	3.4%	7%	False	True	11,404
10	76.70	69.40	7.30	10.4%	1.88	2.7%	7%	False	True	10,601
20	77.84	69.40	8.44	12.1%	1.88	2.7%	6%	False	True	10,885
40	80.55	69.40	11.15	16.0%	1.86	2.7%	4%	False	True	10,044
60	80.55	65.66	14.89	21.3%	1.79	2.6%	28%	False	False	8,942

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	False
Bull Hook	False
Stretch	0.25
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	76.23
2.618	74.10
1.618	72.80
1.000	72.00
0.618	71.50
HIGH	70.70
0.618	70.20
0.500	70.05
0.382	69.90
LOW	69.40
0.618	68.60
1.000	68.10
1.618	67.30
2.618	66.00
4.250	63.88

Fisher Pivots for day following 25-Sep-2009
Pivot	1 day	3 day
R1	70.05	72.22
PP	69.99	71.44
S1	69.94	70.66

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

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