NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 17-Sep-2010

Day Change Summary
	Previous	Current
	16-Sep-2010	17-Sep-2010	Change	Change %	Previous Week
Open	79.34	78.53	-0.81	-1.0%	78.95
High	79.43	79.36	-0.07	-0.1%	80.50
Low	77.92	77.20	-0.72	-0.9%	77.20
Close	78.33	78.08	-0.25	-0.3%	78.08
Range	1.51	2.16	0.65	43.0%	3.30
ATR	1.74	1.77	0.03	1.7%	0.00
Volume	47,868	44,951	-2,917	-6.1%	247,956

Daily Pivots for day following 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.69	83.55	79.27
R3	82.53	81.39	78.67
R2	80.37	80.37	78.48
R1	79.23	79.23	78.28	78.72
PP	78.21	78.21	78.21	77.96
S1	77.07	77.07	77.88	76.56
S2	76.05	76.05	77.68
S3	73.89	74.91	77.49
S4	71.73	72.75	76.89

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.49	86.59	79.90
R3	85.19	83.29	78.99
R2	81.89	81.89	78.69
R1	79.99	79.99	78.38	79.29
PP	78.59	78.59	78.59	78.25
S1	76.69	76.69	77.78	75.99
S2	75.29	75.29	77.48
S3	71.99	73.39	77.17
S4	68.69	70.09	76.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.50	77.20	3.30	4.2%	1.49	1.9%	27%	False	True	49,591
10	80.50	76.67	3.83	4.9%	1.74	2.2%	37%	False	False	40,575
20	80.50	73.12	7.38	9.5%	1.80	2.3%	67%	False	False	32,521
40	84.73	73.12	11.61	14.9%	1.70	2.2%	43%	False	False	21,488
60	84.73	73.12	11.61	14.9%	1.72	2.2%	43%	False	False	16,193
80	84.73	73.12	11.61	14.9%	1.72	2.2%	43%	False	False	13,344
100	93.29	72.06	21.23	27.2%	1.78	2.3%	28%	False	False	11,790

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	88.54
2.618	85.01
1.618	82.85
1.000	81.52
0.618	80.69
HIGH	79.36
0.618	78.53
0.500	78.28
0.382	78.03
LOW	77.20
0.618	75.87
1.000	75.04
1.618	73.71
2.618	71.55
4.250	68.02

Fisher Pivots for day following 17-Sep-2010
Pivot	1 day	3 day
R1	78.28	78.51
PP	78.21	78.37
S1	78.15	78.22

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

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