NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 16-Sep-2010

Day Change Summary
	Previous	Current
	15-Sep-2010	16-Sep-2010	Change	Change %	Previous Week
Open	80.88	80.96	0.08	0.1%	80.29
High	81.30	80.97	-0.33	-0.4%	81.14
Low	80.35	79.47	-0.88	-1.1%	78.26
Close	80.88	79.88	-1.00	-1.2%	80.32
Range	0.95	1.50	0.55	57.9%	2.88
ATR	1.58	1.57	-0.01	-0.4%	0.00
Volume	23,488	15,218	-8,270	-35.2%	45,233

Daily Pivots for day following 16-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.61	83.74	80.71
R3	83.11	82.24	80.29
R2	81.61	81.61	80.16
R1	80.74	80.74	80.02	80.43
PP	80.11	80.11	80.11	79.95
S1	79.24	79.24	79.74	78.93
S2	78.61	78.61	79.61
S3	77.11	77.74	79.47
S4	75.61	76.24	79.06

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	3.2%	1.18	1.5%	27%	False	False	18,641
10	81.74	78.24	3.50	4.4%	1.53	1.9%	47%	False	False	15,492
20	81.74	74.29	7.45	9.3%	1.54	1.9%	75%	False	False	11,648
40	85.62	74.29	11.33	14.2%	1.47	1.8%	49%	False	False	8,207
60	85.62	74.29	11.33	14.2%	1.47	1.8%	49%	False	False	6,317

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	87.35
2.618	84.90
1.618	83.40
1.000	82.47
0.618	81.90
HIGH	80.97
0.618	80.40
0.500	80.22
0.382	80.04
LOW	79.47
0.618	78.54
1.000	77.97
1.618	77.04
2.618	75.54
4.250	73.10

Fisher Pivots for day following 16-Sep-2010
Pivot	1 day	3 day
R1	80.22	80.61
PP	80.11	80.36
S1	79.99	80.12

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

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