NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 25-Sep-2009

Day Change Summary
	Previous	Current
	24-Sep-2009	25-Sep-2009	Change	Change %	Previous Week
Open	71.21	71.22	0.01	0.0%	74.90
High	71.50	71.22	-0.28	-0.4%	75.60
Low	70.89	70.69	-0.20	-0.3%	70.69
Close	70.92	70.73	-0.19	-0.3%	70.73
Range	0.61	0.53	-0.08	-13.1%	4.91
ATR	1.32	1.27	-0.06	-4.3%	0.00
Volume	3,703	2,128	-1,575	-42.5%	9,792

Daily Pivots for day following 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	72.47	72.13	71.02
R3	71.94	71.60	70.88
R2	71.41	71.41	70.83
R1	71.07	71.07	70.78	70.98
PP	70.88	70.88	70.88	70.83
S1	70.54	70.54	70.68	70.45
S2	70.35	70.35	70.63
S3	69.82	70.01	70.58
S4	69.29	69.48	70.44

Weekly Pivots for week ending 25-Sep-2009
	Classic	Woodie	Camarilla	DeMark
R4	87.07	83.81	73.43
R3	82.16	78.90	72.08
R2	77.25	77.25	71.63
R1	73.99	73.99	71.18	73.17
PP	72.34	72.34	72.34	71.93
S1	69.08	69.08	70.28	68.26
S2	67.43	67.43	69.83
S3	62.52	64.17	69.38
S4	57.61	59.26	68.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.60	70.69	4.91	6.9%	0.82	1.2%	1%	False	True	1,958
10	77.10	70.69	6.41	9.1%	0.65	0.9%	1%	False	True	1,590
20	78.00	70.69	7.31	10.3%	0.60	0.8%	1%	False	True	1,462

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	0.10
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	73.47
2.618	72.61
1.618	72.08
1.000	71.75
0.618	71.55
HIGH	71.22
0.618	71.02
0.500	70.96
0.382	70.89
LOW	70.69
0.618	70.36
1.000	70.16
1.618	69.83
2.618	69.30
4.250	68.44

Fisher Pivots for day following 25-Sep-2009
Pivot	1 day	3 day
R1	70.96	72.76
PP	70.88	72.08
S1	70.81	71.41

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

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