NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 09-Sep-2009

Day Change Summary
	Previous	Current
	08-Sep-2009	09-Sep-2009	Change	Change %	Previous Week
Open	73.12	74.72	1.60	2.2%	75.55
High	75.61	76.09	0.48	0.6%	76.08
Low	73.12	74.72	1.60	2.2%	71.82
Close	74.95	75.02	0.07	0.1%	72.41
Range	2.49	1.37	-1.12	-45.0%	4.26
ATR	1.82	1.79	-0.03	-1.8%	0.00
Volume	2,487	3,820	1,333	53.6%	18,316

Daily Pivots for day following 09-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.39	78.57	75.77
R3	78.02	77.20	75.40
R2	76.65	76.65	75.27
R1	75.83	75.83	75.15	76.24
PP	75.28	75.28	75.28	75.48
S1	74.46	74.46	74.89	74.87
S2	73.91	73.91	74.77
S3	72.54	73.09	74.64
S4	71.17	71.72	74.27

Weekly Pivots for week ending 04-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.22	83.57	74.75
R3	81.96	79.31	73.58
R2	77.70	77.70	73.19
R1	75.05	75.05	72.80	74.25
PP	73.44	73.44	73.44	73.03
S1	70.79	70.79	72.02	69.99
S2	69.18	69.18	71.63
S3	64.92	66.53	71.24
S4	60.66	62.27	70.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.09	71.82	4.27	5.7%	1.39	1.9%	75%	True	False	4,069
10	78.17	71.82	6.35	8.5%	1.37	1.8%	50%	False	False	3,128
20	79.76	71.82	7.94	10.6%	1.59	2.1%	40%	False	False	2,815

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	0.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.91
2.618	79.68
1.618	78.31
1.000	77.46
0.618	76.94
HIGH	76.09
0.618	75.57
0.500	75.41
0.382	75.24
LOW	74.72
0.618	73.87
1.000	73.35
1.618	72.50
2.618	71.13
4.250	68.90

Fisher Pivots for day following 09-Sep-2009
Pivot	1 day	3 day
R1	75.41	74.67
PP	75.28	74.31
S1	75.15	73.96

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

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