NYMEX Light Sweet Crude Oil Future April 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Sep-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Sep-2009 | 17-Sep-2009 | Change | Change % | Previous Week |  
                        | Open | 73.60 | 75.01 | 1.41 | 1.9% | 73.28 |  
                        | High | 75.01 | 75.49 | 0.48 | 0.6% | 74.94 |  
                        | Low | 73.60 | 75.01 | 1.41 | 1.9% | 72.14 |  
                        | Close | 75.01 | 75.34 | 0.33 | 0.4% | 72.14 |  
                        | Range | 1.41 | 0.48 | -0.93 | -66.0% | 2.80 |  
                        | ATR | 1.43 | 1.36 | -0.07 | -4.7% | 0.00 |  
                        | Volume | 1,803 | 1,874 | 71 | 3.9% | 9,726 |  | 
    
| 
        
            | Daily Pivots for day following 17-Sep-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 76.72 | 76.51 | 75.60 |  |  
                | R3 | 76.24 | 76.03 | 75.47 |  |  
                | R2 | 75.76 | 75.76 | 75.43 |  |  
                | R1 | 75.55 | 75.55 | 75.38 | 75.66 |  
                | PP | 75.28 | 75.28 | 75.28 | 75.33 |  
                | S1 | 75.07 | 75.07 | 75.30 | 75.18 |  
                | S2 | 74.80 | 74.80 | 75.25 |  |  
                | S3 | 74.32 | 74.59 | 75.21 |  |  
                | S4 | 73.84 | 74.11 | 75.08 |  |  | 
        
            | Weekly Pivots for week ending 11-Sep-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 81.47 | 79.61 | 73.68 |  |  
                | R3 | 78.67 | 76.81 | 72.91 |  |  
                | R2 | 75.87 | 75.87 | 72.65 |  |  
                | R1 | 74.01 | 74.01 | 72.40 | 73.54 |  
                | PP | 73.07 | 73.07 | 73.07 | 72.84 |  
                | S1 | 71.21 | 71.21 | 71.88 | 70.74 |  
                | S2 | 70.27 | 70.27 | 71.63 |  |  
                | S3 | 67.47 | 68.41 | 71.37 |  |  
                | S4 | 64.67 | 65.61 | 70.60 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 77.53 |  
            | 2.618 | 76.75 |  
            | 1.618 | 76.27 |  
            | 1.000 | 75.97 |  
            | 0.618 | 75.79 |  
            | HIGH | 75.49 |  
            | 0.618 | 75.31 |  
            | 0.500 | 75.25 |  
            | 0.382 | 75.19 |  
            | LOW | 75.01 |  
            | 0.618 | 74.71 |  
            | 1.000 | 74.53 |  
            | 1.618 | 74.23 |  
            | 2.618 | 73.75 |  
            | 4.250 | 72.97 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Sep-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 75.31 | 74.79 |  
                                | PP | 75.28 | 74.24 |  
                                | S1 | 75.25 | 73.69 |  |