NYMEX Light Sweet Crude Oil Future May 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	81.79	80.82	-0.97	-1.2%	81.19
High	81.65	80.80	-0.85	-1.0%	81.30
Low	81.63	80.80	-0.83	-1.0%	79.40
Close	81.79	80.82	-0.97	-1.2%	81.23
Range	0.02	0.00	-0.02	-100.0%	1.90
ATR	1.04	1.03	0.00	-0.3%	0.00
Volume	5,025	7,750	2,725	54.2%	13,061

Daily Pivots for day following 16-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.81	80.81	80.82
R3	80.81	80.81	80.82
R2	80.81	80.81	80.82
R1	80.81	80.81	80.82	80.82
PP	80.81	80.81	80.81	80.81
S1	80.81	80.81	80.82	80.82
S2	80.81	80.81	80.82
S3	80.81	80.81	80.82
S4	80.81	80.81	80.82

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.34	85.69	82.28
R3	84.44	83.79	81.75
R2	82.54	82.54	81.58
R1	81.89	81.89	81.40	82.22
PP	80.64	80.64	80.64	80.81
S1	79.99	79.99	81.06	80.32
S2	78.74	78.74	80.88
S3	76.84	78.09	80.71
S4	74.94	76.19	80.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.32	80.13	2.19	2.7%	0.44	0.5%	32%	False	False	6,683
10	82.32	79.35	2.97	3.7%	0.51	0.6%	49%	False	False	4,908
20	82.32	75.91	6.41	7.9%	0.68	0.8%	77%	False	False	3,900
40	86.21	75.91	10.30	12.7%	0.61	0.8%	48%	False	False	3,000

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	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	-0.06
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	80.80
2.618	80.80
1.618	80.80
1.000	80.80
0.618	80.80
HIGH	80.80
0.618	80.80
0.500	80.80
0.382	80.80
LOW	80.80
0.618	80.80
1.000	80.80
1.618	80.80
2.618	80.80
4.250	80.80

Fisher Pivots for day following 16-Sep-2010
Pivot	1 day	3 day
R1	80.81	81.56
PP	80.81	81.31
S1	80.80	81.07

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

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