NYMEX Light Sweet Crude Oil Future April 2011

Trading Metrics calculated at close of trading on 22-Sep-2010

Day Change Summary
	Previous	Current
	21-Sep-2010	22-Sep-2010	Change	Change %	Previous Week
Open	80.17	80.47	0.30	0.4%	81.52
High	81.75	80.58	-1.17	-1.4%	82.11
Low	80.00	79.25	-0.75	-0.9%	79.31
Close	80.17	79.78	-0.39	-0.5%	80.30
Range	1.75	1.33	-0.42	-24.0%	2.80
ATR	1.38	1.38	0.00	-0.3%	0.00
Volume	7,681	10,106	2,425	31.6%	45,168

Daily Pivots for day following 22-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.86	83.15	80.51
R3	82.53	81.82	80.15
R2	81.20	81.20	80.02
R1	80.49	80.49	79.90	80.18
PP	79.87	79.87	79.87	79.72
S1	79.16	79.16	79.66	78.85
S2	78.54	78.54	79.54
S3	77.21	77.83	79.41
S4	75.88	76.50	79.05

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	81.75	79.25	2.50	3.1%	1.60	2.0%	21%	False	True	8,861
10	82.11	79.25	2.86	3.6%	1.31	1.6%	19%	False	True	8,118
20	82.11	74.98	7.13	8.9%	1.34	1.7%	67%	False	False	6,430
40	85.70	74.98	10.72	13.4%	0.98	1.2%	45%	False	False	4,545

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.31
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	86.23
2.618	84.06
1.618	82.73
1.000	81.91
0.618	81.40
HIGH	80.58
0.618	80.07
0.500	79.92
0.382	79.76
LOW	79.25
0.618	78.43
1.000	77.92
1.618	77.10
2.618	75.77
4.250	73.60

Fisher Pivots for day following 22-Sep-2010
Pivot	1 day	3 day
R1	79.92	80.50
PP	79.87	80.26
S1	79.83	80.02

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

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