NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 05-Oct-2009

Day Change Summary
	Previous	Current
	02-Oct-2009	05-Oct-2009	Change	Change %	Previous Week
Open	72.73	72.60	-0.13	-0.2%	70.57
High	73.66	73.95	0.29	0.4%	74.75
Low	72.73	71.85	-0.88	-1.2%	70.45
Close	73.62	73.65	0.03	0.0%	73.62
Range	0.93	2.10	1.17	125.8%	4.30
ATR	1.82	1.84	0.02	1.1%	0.00
Volume	3,938	1,333	-2,605	-66.2%	11,402

Daily Pivots for day following 05-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.45	78.65	74.81
R3	77.35	76.55	74.23
R2	75.25	75.25	74.04
R1	74.45	74.45	73.84	74.85
PP	73.15	73.15	73.15	73.35
S1	72.35	72.35	73.46	72.75
S2	71.05	71.05	73.27
S3	68.95	70.25	73.07
S4	66.85	68.15	72.50

Weekly Pivots for week ending 02-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.84	84.03	75.99
R3	81.54	79.73	74.80
R2	77.24	77.24	74.41
R1	75.43	75.43	74.01	76.34
PP	72.94	72.94	72.94	73.39
S1	71.13	71.13	73.23	72.04
S2	68.64	68.64	72.83
S3	64.34	66.83	72.44
S4	60.04	62.53	71.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.75	70.45	4.30	5.8%	1.89	2.6%	74%	False	False	2,112
10	75.55	70.06	5.49	7.5%	1.66	2.2%	65%	False	False	2,548
20	76.87	70.06	6.81	9.2%	1.58	2.1%	53%	False	False	2,779
40	79.76	70.06	9.70	13.2%	1.57	2.1%	37%	False	False	2,740

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	82.88
2.618	79.45
1.618	77.35
1.000	76.05
0.618	75.25
HIGH	73.95
0.618	73.15
0.500	72.90
0.382	72.65
LOW	71.85
0.618	70.55
1.000	69.75
1.618	68.45
2.618	66.35
4.250	62.93

Fisher Pivots for day following 05-Oct-2009
Pivot	1 day	3 day
R1	73.40	73.53
PP	73.15	73.42
S1	72.90	73.30

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

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