NYMEX Light Sweet Crude Oil Future June 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	82.25	82.17	-0.08	-0.1%	81.59
High	82.97	82.39	-0.58	-0.7%	82.39
Low	81.96	81.70	-0.26	-0.3%	79.62
Close	82.52	82.17	-0.35	-0.4%	81.60
Range	1.01	0.69	-0.32	-31.7%	2.77
ATR	1.56	1.50	-0.05	-3.4%	0.00
Volume	23,324	19,366	-3,958	-17.0%	45,437

Daily Pivots for day following 15-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.16	83.85	82.55
R3	83.47	83.16	82.36
R2	82.78	82.78	82.30
R1	82.47	82.47	82.23	82.52
PP	82.09	82.09	82.09	82.11
S1	81.78	81.78	82.11	81.83
S2	81.40	81.40	82.04
S3	80.71	81.09	81.98
S4	80.02	80.40	81.79

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	82.97	80.48	2.49	3.0%	1.10	1.3%	68%	False	False	17,570
10	82.97	79.10	3.87	4.7%	1.43	1.7%	79%	False	False	14,542
20	82.97	75.70	7.27	8.8%	1.49	1.8%	89%	False	False	12,594
40	86.55	75.70	10.85	13.2%	1.54	1.9%	60%	False	False	9,953

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	85.32
2.618	84.20
1.618	83.51
1.000	83.08
0.618	82.82
HIGH	82.39
0.618	82.13
0.500	82.05
0.382	81.96
LOW	81.70
0.618	81.27
1.000	81.01
1.618	80.58
2.618	79.89
4.250	78.77

Fisher Pivots for day following 15-Sep-2010
Pivot	1 day	3 day
R1	82.13	82.29
PP	82.09	82.25
S1	82.05	82.21

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

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