NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 18-Mar-2010

Day Change Summary
	Previous	Current
	17-Mar-2010	18-Mar-2010	Change	Change %	Previous Week
Open	84.36	83.77	-0.59	-0.7%	83.70
High	84.30	84.20	-0.10	-0.1%	84.73
Low	83.32	83.42	0.10	0.1%	82.37
Close	84.36	83.94	-0.42	-0.5%	82.87
Range	0.98	0.78	-0.20	-20.4%	2.36
ATR	1.76	1.70	-0.06	-3.3%	0.00
Volume	10,856	8,965	-1,891	-17.4%	45,670

Daily Pivots for day following 18-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.19	85.85	84.37
R3	85.41	85.07	84.15
R2	84.63	84.63	84.08
R1	84.29	84.29	84.01	84.46
PP	83.85	83.85	83.85	83.94
S1	83.51	83.51	83.87	83.68
S2	83.07	83.07	83.80
S3	82.29	82.73	83.73
S4	81.51	81.95	83.51

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.40	89.00	84.17
R3	88.04	86.64	83.52
R2	85.68	85.68	83.30
R1	84.28	84.28	83.09	83.80
PP	83.32	83.32	83.32	83.09
S1	81.92	81.92	82.65	81.44
S2	80.96	80.96	82.44
S3	78.60	79.56	82.22
S4	76.24	77.20	81.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.61	80.86	3.75	4.5%	1.65	2.0%	82%	False	False	8,728
10	84.73	80.86	3.87	4.6%	1.50	1.8%	80%	False	False	8,943
20	84.73	78.88	5.85	7.0%	1.60	1.9%	86%	False	False	8,356
40	84.73	72.43	12.30	14.7%	1.72	2.0%	94%	False	False	6,911
60	87.30	72.43	14.87	17.7%	1.48	1.8%	77%	False	False	5,467
80	87.30	72.43	14.87	17.7%	1.37	1.6%	77%	False	False	4,776

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	87.52
2.618	86.24
1.618	85.46
1.000	84.98
0.618	84.68
HIGH	84.20
0.618	83.90
0.500	83.81
0.382	83.72
LOW	83.42
0.618	82.94
1.000	82.64
1.618	82.16
2.618	81.38
4.250	80.11

Fisher Pivots for day following 18-Mar-2010
Pivot	1 day	3 day
R1	83.90	83.52
PP	83.85	83.11
S1	83.81	82.69

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

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