NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 30-Sep-2009

Day Change Summary
	Previous	Current
	29-Sep-2009	30-Sep-2009	Change	Change %	Previous Week
Open	71.05	71.70	0.65	0.9%	74.67
High	71.50	74.33	2.83	4.0%	75.55
Low	70.45	70.46	0.01	0.0%	70.06
Close	70.93	74.33	3.40	4.8%	70.37
Range	1.05	3.87	2.82	268.6%	5.49
ATR	1.70	1.85	0.16	9.1%	0.00
Volume	459	2,183	1,724	375.6%	14,223

Daily Pivots for day following 30-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.65	83.36	76.46
R3	80.78	79.49	75.39
R2	76.91	76.91	75.04
R1	75.62	75.62	74.68	76.27
PP	73.04	73.04	73.04	73.36
S1	71.75	71.75	73.98	72.40
S2	69.17	69.17	73.62
S3	65.30	67.88	73.27
S4	61.43	64.01	72.20

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.46	84.91	73.39
R3	82.97	79.42	71.88
R2	77.48	77.48	71.38
R1	73.93	73.93	70.87	72.96
PP	71.99	71.99	71.99	71.51
S1	68.44	68.44	69.87	67.47
S2	66.50	66.50	69.36
S3	61.01	62.95	68.86
S4	55.52	57.46	67.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.33	70.06	4.27	5.7%	1.82	2.5%	100%	True	False	2,424
10	76.87	70.06	6.81	9.2%	1.46	2.0%	63%	False	False	2,226
20	76.87	70.06	6.81	9.2%	1.51	2.0%	63%	False	False	3,085
40	80.84	70.06	10.78	14.5%	1.58	2.1%	40%	False	False	2,722

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	90.78
2.618	84.46
1.618	80.59
1.000	78.20
0.618	76.72
HIGH	74.33
0.618	72.85
0.500	72.40
0.382	71.94
LOW	70.46
0.618	68.07
1.000	66.59
1.618	64.20
2.618	60.33
4.250	54.01

Fisher Pivots for day following 30-Sep-2009
Pivot	1 day	3 day
R1	73.69	73.68
PP	73.04	73.04
S1	72.40	72.39

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

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