NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 26-Apr-2010

Day Change Summary
	Previous	Current
	23-Apr-2010	26-Apr-2010	Change	Change %	Previous Week
Open	87.39	88.82	1.43	1.6%	86.22
High	89.06	89.55	0.49	0.6%	89.06
Low	87.14	88.43	1.29	1.5%	85.25
Close	89.07	88.82	-0.25	-0.3%	89.07
Range	1.92	1.12	-0.80	-41.7%	3.81
ATR	1.63	1.59	-0.04	-2.2%	0.00
Volume	37,930	30,503	-7,427	-19.6%	162,993

Daily Pivots for day following 26-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.29	91.68	89.44
R3	91.17	90.56	89.13
R2	90.05	90.05	89.03
R1	89.44	89.44	88.92	89.38
PP	88.93	88.93	88.93	88.91
S1	88.32	88.32	88.72	88.26
S2	87.81	87.81	88.61
S3	86.69	87.20	88.51
S4	85.57	86.08	88.20

Weekly Pivots for week ending 23-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.22	97.96	91.17
R3	95.41	94.15	90.12
R2	91.60	91.60	89.77
R1	90.34	90.34	89.42	90.97
PP	87.79	87.79	87.79	88.11
S1	86.53	86.53	88.72	87.16
S2	83.98	83.98	88.37
S3	80.17	82.72	88.02
S4	76.36	78.91	86.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.55	86.03	3.52	4.0%	1.48	1.7%	79%	True	False	32,010
10	89.58	85.25	4.33	4.9%	1.57	1.8%	82%	False	False	35,857
20	89.58	81.89	7.69	8.7%	1.45	1.6%	90%	False	False	27,879
40	89.58	79.86	9.72	10.9%	1.52	1.7%	92%	False	False	18,208
60	89.58	72.43	17.15	19.3%	1.68	1.9%	96%	False	False	14,244
80	89.58	72.43	17.15	19.3%	1.53	1.7%	96%	False	False	11,546
100	89.58	72.43	17.15	19.3%	1.41	1.6%	96%	False	False	9,759
120	89.58	72.43	17.15	19.3%	1.36	1.5%	96%	False	False	8,530

Crabel Price Patterns
NR	True
NR4	True
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	0.40
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	94.31
2.618	92.48
1.618	91.36
1.000	90.67
0.618	90.24
HIGH	89.55
0.618	89.12
0.500	88.99
0.382	88.86
LOW	88.43
0.618	87.74
1.000	87.31
1.618	86.62
2.618	85.50
4.250	83.67

Fisher Pivots for day following 26-Apr-2010
Pivot	1 day	3 day
R1	88.99	88.48
PP	88.93	88.13
S1	88.88	87.79

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

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