NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 15-Sep-2010

Day Change Summary
	Previous	Current
	14-Sep-2010	15-Sep-2010	Change	Change %	Previous Week
Open	81.21	80.88	-0.33	-0.4%	80.29
High	81.74	81.30	-0.44	-0.5%	81.14
Low	80.57	80.35	-0.22	-0.3%	78.26
Close	81.21	80.88	-0.33	-0.4%	80.32
Range	1.17	0.95	-0.22	-18.8%	2.88
ATR	1.63	1.58	-0.05	-3.0%	0.00
Volume	22,515	23,488	973	4.3%	45,233

Daily Pivots for day following 15-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.69	83.24	81.40
R3	82.74	82.29	81.14
R2	81.79	81.79	81.05
R1	81.34	81.34	80.97	81.36
PP	80.84	80.84	80.84	80.85
S1	80.39	80.39	80.79	80.41
S2	79.89	79.89	80.71
S3	78.94	79.44	80.62
S4	77.99	78.49	80.36

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.55	87.31	81.90
R3	85.67	84.43	81.11
R2	82.79	82.79	80.85
R1	81.55	81.55	80.58	82.17
PP	79.91	79.91	79.91	80.22
S1	78.67	78.67	80.06	79.29
S2	77.03	77.03	79.79
S3	74.15	75.79	79.53
S4	71.27	72.91	78.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.74	79.20	2.54	3.1%	1.21	1.5%	66%	False	False	18,392
10	81.74	77.98	3.76	4.6%	1.54	1.9%	77%	False	False	15,362
20	81.74	74.29	7.45	9.2%	1.53	1.9%	88%	False	False	11,391
40	85.62	74.29	11.33	14.0%	1.47	1.8%	58%	False	False	7,922
60	85.62	74.29	11.33	14.0%	1.46	1.8%	58%	False	False	6,089

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	85.34
2.618	83.79
1.618	82.84
1.000	82.25
0.618	81.89
HIGH	81.30
0.618	80.94
0.500	80.83
0.382	80.71
LOW	80.35
0.618	79.76
1.000	79.40
1.618	78.81
2.618	77.86
4.250	76.31

Fisher Pivots for day following 15-Sep-2010
Pivot	1 day	3 day
R1	80.86	81.02
PP	80.84	80.97
S1	80.83	80.93

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

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