NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 10-Sep-2009

Day Change Summary
	Previous	Current
	09-Sep-2009	10-Sep-2009	Change	Change %	Previous Week
Open	74.72	75.10	0.38	0.5%	75.55
High	76.09	75.58	-0.51	-0.7%	76.08
Low	74.72	74.68	-0.04	-0.1%	71.82
Close	75.02	75.54	0.52	0.7%	72.41
Range	1.37	0.90	-0.47	-34.3%	4.26
ATR	1.79	1.72	-0.06	-3.5%	0.00
Volume	3,820	9,700	5,880	153.9%	18,316

Daily Pivots for day following 10-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.97	77.65	76.04
R3	77.07	76.75	75.79
R2	76.17	76.17	75.71
R1	75.85	75.85	75.62	76.01
PP	75.27	75.27	75.27	75.35
S1	74.95	74.95	75.46	75.11
S2	74.37	74.37	75.38
S3	73.47	74.05	75.29
S4	72.57	73.15	75.05

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%	1.36	1.8%	87%	False	False	5,818
10	78.17	71.82	6.35	8.4%	1.37	1.8%	59%	False	False	3,750
20	79.76	71.82	7.94	10.5%	1.58	2.1%	47%	False	False	3,116

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	0.22
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	79.41
2.618	77.94
1.618	77.04
1.000	76.48
0.618	76.14
HIGH	75.58
0.618	75.24
0.500	75.13
0.382	75.02
LOW	74.68
0.618	74.12
1.000	73.78
1.618	73.22
2.618	72.32
4.250	70.86

Fisher Pivots for day following 10-Sep-2009
Pivot	1 day	3 day
R1	75.40	75.23
PP	75.27	74.92
S1	75.13	74.61

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

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