NYMEX Light Sweet Crude Oil Future April 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	81.64	81.38	-0.26	-0.3%	80.77
High	82.11	81.60	-0.51	-0.6%	81.60
Low	81.23	80.87	-0.36	-0.4%	79.03
Close	81.72	81.38	-0.34	-0.4%	80.81
Range	0.88	0.73	-0.15	-17.0%	2.57
ATR	1.30	1.27	-0.03	-2.5%	0.00
Volume	8,523	6,971	-1,552	-18.2%	17,823

Daily Pivots for day following 15-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.47	83.16	81.78
R3	82.74	82.43	81.58
R2	82.01	82.01	81.51
R1	81.70	81.70	81.45	81.75
PP	81.28	81.28	81.28	81.31
S1	80.97	80.97	81.31	81.02
S2	80.55	80.55	81.25
S3	79.82	80.24	81.18
S4	79.09	79.51	80.98

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.19	87.07	82.22
R3	85.62	84.50	81.52
R2	83.05	83.05	81.28
R1	81.93	81.93	81.05	82.49
PP	80.48	80.48	80.48	80.76
S1	79.36	79.36	80.57	79.92
S2	77.91	77.91	80.34
S3	75.34	76.79	80.10
S4	72.77	74.22	79.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.11	79.77	2.34	2.9%	1.01	1.2%	69%	False	False	7,375
10	82.11	78.19	3.92	4.8%	1.38	1.7%	81%	False	False	6,206
20	82.11	74.98	7.13	8.8%	1.14	1.4%	90%	False	False	4,906
40	85.70	74.98	10.72	13.2%	0.87	1.1%	60%	False	False	3,689

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	84.70
2.618	83.51
1.618	82.78
1.000	82.33
0.618	82.05
HIGH	81.60
0.618	81.32
0.500	81.24
0.382	81.15
LOW	80.87
0.618	80.42
1.000	80.14
1.618	79.69
2.618	78.96
4.250	77.77

Fisher Pivots for day following 15-Sep-2010
Pivot	1 day	3 day
R1	81.33	81.45
PP	81.28	81.42
S1	81.24	81.40

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

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