NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 17-Sep-2009

Day Change Summary
	Previous	Current
	16-Sep-2009	17-Sep-2009	Change	Change %	Previous Week
Open	74.79	76.20	1.41	1.9%	73.12
High	76.40	76.87	0.47	0.6%	76.10
Low	74.79	76.01	1.22	1.6%	72.87
Close	76.39	76.75	0.36	0.5%	73.62
Range	1.61	0.86	-0.75	-46.6%	3.23
ATR	1.77	1.70	-0.06	-3.7%	0.00
Volume	2,448	2,477	29	1.2%	18,188

Daily Pivots for day following 17-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.12	78.80	77.22
R3	78.26	77.94	76.99
R2	77.40	77.40	76.91
R1	77.08	77.08	76.83	77.24
PP	76.54	76.54	76.54	76.63
S1	76.22	76.22	76.67	76.38
S2	75.68	75.68	76.59
S3	74.82	75.36	76.51
S4	73.96	74.50	76.28

Weekly Pivots for week ending 11-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.89	81.98	75.40
R3	80.66	78.75	74.51
R2	77.43	77.43	74.21
R1	75.52	75.52	73.92	76.48
PP	74.20	74.20	74.20	74.67
S1	72.29	72.29	73.32	73.25
S2	70.97	70.97	73.03
S3	67.74	69.06	72.73
S4	64.51	65.83	71.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.87	72.87	4.00	5.2%	1.71	2.2%	97%	True	False	2,374
10	76.87	71.82	5.05	6.6%	1.54	2.0%	98%	True	False	4,096
20	79.47	71.82	7.65	10.0%	1.38	1.8%	64%	False	False	3,125

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	0.17
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	80.53
2.618	79.12
1.618	78.26
1.000	77.73
0.618	77.40
HIGH	76.87
0.618	76.54
0.500	76.44
0.382	76.34
LOW	76.01
0.618	75.48
1.000	75.15
1.618	74.62
2.618	73.76
4.250	72.36

Fisher Pivots for day following 17-Sep-2009
Pivot	1 day	3 day
R1	76.65	76.17
PP	76.54	75.59
S1	76.44	75.01

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

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