NYMEX Light Sweet Crude Oil Future April 2011

Trading Metrics calculated at close of trading on 20-Sep-2010

Day Change Summary
	Previous	Current
	17-Sep-2010	20-Sep-2010	Change	Change %	Previous Week
Open	80.30	81.21	0.91	1.1%	81.52
High	81.40	81.68	0.28	0.3%	82.11
Low	79.31	80.18	0.87	1.1%	79.31
Close	80.30	81.21	0.91	1.1%	80.30
Range	2.09	1.50	-0.59	-28.2%	2.80
ATR	1.34	1.35	0.01	0.9%	0.00
Volume	8,333	8,214	-119	-1.4%	45,168

Daily Pivots for day following 20-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.52	84.87	82.04
R3	84.02	83.37	81.62
R2	82.52	82.52	81.49
R1	81.87	81.87	81.35	81.96
PP	81.02	81.02	81.02	81.07
S1	80.37	80.37	81.07	80.46
S2	79.52	79.52	80.94
S3	78.02	78.87	80.80
S4	76.52	77.37	80.39

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.97	87.44	81.84
R3	86.17	84.64	81.07
R2	83.37	83.37	80.81
R1	81.84	81.84	80.56	81.21
PP	80.57	80.57	80.57	80.26
S1	79.04	79.04	80.04	78.41
S2	77.77	77.77	79.79
S3	74.97	76.24	79.53
S4	72.17	73.44	78.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.11	79.31	2.80	3.4%	1.31	1.6%	68%	False	False	8,402
10	82.11	79.03	3.08	3.8%	1.36	1.7%	71%	False	False	7,120
20	82.11	74.98	7.13	8.8%	1.22	1.5%	87%	False	False	5,743
40	85.70	74.98	10.72	13.2%	0.93	1.1%	58%	False	False	4,171

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	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.06
2.618	85.61
1.618	84.11
1.000	83.18
0.618	82.61
HIGH	81.68
0.618	81.11
0.500	80.93
0.382	80.75
LOW	80.18
0.618	79.25
1.000	78.68
1.618	77.75
2.618	76.25
4.250	73.81

Fisher Pivots for day following 20-Sep-2010
Pivot	1 day	3 day
R1	81.12	80.97
PP	81.02	80.73
S1	80.93	80.50

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

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