NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 01-Oct-2009

Day Change Summary
	Previous	Current
	30-Sep-2009	01-Oct-2009	Change	Change %	Previous Week
Open	71.70	74.45	2.75	3.8%	74.67
High	74.33	74.75	0.42	0.6%	75.55
Low	70.46	73.25	2.79	4.0%	70.06
Close	74.33	74.50	0.17	0.2%	70.37
Range	3.87	1.50	-2.37	-61.2%	5.49
ATR	1.85	1.83	-0.03	-1.4%	0.00
Volume	2,183	2,651	468	21.4%	14,223

Daily Pivots for day following 01-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.67	78.08	75.33
R3	77.17	76.58	74.91
R2	75.67	75.67	74.78
R1	75.08	75.08	74.64	75.38
PP	74.17	74.17	74.17	74.31
S1	73.58	73.58	74.36	73.88
S2	72.67	72.67	74.23
S3	71.17	72.08	74.09
S4	69.67	70.58	73.68

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	74.75	70.06	4.69	6.3%	1.64	2.2%	95%	True	False	2,136
10	76.79	70.06	6.73	9.0%	1.53	2.0%	66%	False	False	2,243
20	76.87	70.06	6.81	9.1%	1.53	2.1%	65%	False	False	3,170
40	80.84	70.06	10.78	14.5%	1.58	2.1%	41%	False	False	2,728

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	0.24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.13
2.618	78.68
1.618	77.18
1.000	76.25
0.618	75.68
HIGH	74.75
0.618	74.18
0.500	74.00
0.382	73.82
LOW	73.25
0.618	72.32
1.000	71.75
1.618	70.82
2.618	69.32
4.250	66.88

Fisher Pivots for day following 01-Oct-2009
Pivot	1 day	3 day
R1	74.33	73.87
PP	74.17	73.23
S1	74.00	72.60

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

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