NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 13-Sep-2010

Day Change Summary
	Previous	Current
	10-Sep-2010	13-Sep-2010	Change	Change %	Previous Week
Open	81.60	81.92	0.32	0.4%	81.59
High	81.66	82.63	0.97	1.2%	82.39
Low	80.48	81.60	1.12	1.4%	79.62
Close	81.60	82.33	0.73	0.9%	81.60
Range	1.18	1.03	-0.15	-12.7%	2.77
ATR	1.64	1.60	-0.04	-2.7%	0.00
Volume	11,925	20,957	9,032	75.7%	45,437

Daily Pivots for day following 13-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.28	84.83	82.90
R3	84.25	83.80	82.61
R2	83.22	83.22	82.52
R1	82.77	82.77	82.42	83.00
PP	82.19	82.19	82.19	82.30
S1	81.74	81.74	82.24	81.97
S2	81.16	81.16	82.14
S3	80.13	80.71	82.05
S4	79.10	79.68	81.76

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.51	88.33	83.12
R3	86.74	85.56	82.36
R2	83.97	83.97	82.11
R1	82.79	82.79	81.85	83.38
PP	81.20	81.20	81.20	81.50
S1	80.02	80.02	81.35	80.61
S2	78.43	78.43	81.09
S3	75.66	77.25	80.84
S4	72.89	74.48	80.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.63	79.62	3.01	3.7%	1.49	1.8%	90%	True	False	13,278
10	82.63	78.80	3.83	4.7%	1.51	1.8%	92%	True	False	13,069
20	82.63	75.70	6.93	8.4%	1.54	1.9%	96%	True	False	10,953

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	0.22
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	87.01
2.618	85.33
1.618	84.30
1.000	83.66
0.618	83.27
HIGH	82.63
0.618	82.24
0.500	82.12
0.382	81.99
LOW	81.60
0.618	80.96
1.000	80.57
1.618	79.93
2.618	78.90
4.250	77.22

Fisher Pivots for day following 13-Sep-2010
Pivot	1 day	3 day
R1	82.26	82.07
PP	82.19	81.81
S1	82.12	81.56

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

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