NYMEX Light Sweet Crude Oil Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Sep-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-Sep-2009 | 09-Sep-2009 | Change | Change % | Previous Week |  
                        | Open | 74.21 | 75.70 | 1.49 | 2.0% | 75.41 |  
                        | High | 75.55 | 76.29 | 0.74 | 1.0% | 75.41 |  
                        | Low | 74.20 | 75.69 | 1.49 | 2.0% | 72.55 |  
                        | Close | 75.23 | 75.30 | 0.07 | 0.1% | 72.73 |  
                        | Range | 1.35 | 0.60 | -0.75 | -55.6% | 2.86 |  
                        | ATR |  |  |  |  |  |  
                        | Volume | 866 | 761 | -105 | -12.1% | 6,863 |  | 
    
| 
        
            | Daily Pivots for day following 09-Sep-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 77.56 | 77.03 | 75.63 |  |  
                | R3 | 76.96 | 76.43 | 75.47 |  |  
                | R2 | 76.36 | 76.36 | 75.41 |  |  
                | R1 | 75.83 | 75.83 | 75.36 | 75.80 |  
                | PP | 75.76 | 75.76 | 75.76 | 75.74 |  
                | S1 | 75.23 | 75.23 | 75.25 | 75.20 |  
                | S2 | 75.16 | 75.16 | 75.19 |  |  
                | S3 | 74.56 | 74.63 | 75.14 |  |  
                | S4 | 73.96 | 74.03 | 74.97 |  |  | 
        
            | Weekly Pivots for week ending 04-Sep-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 82.14 | 80.30 | 74.30 |  |  
                | R3 | 79.28 | 77.44 | 73.52 |  |  
                | R2 | 76.42 | 76.42 | 73.25 |  |  
                | R1 | 74.58 | 74.58 | 72.99 | 74.07 |  
                | PP | 73.56 | 73.56 | 73.56 | 73.31 |  
                | S1 | 71.72 | 71.72 | 72.47 | 71.21 |  
                | S2 | 70.70 | 70.70 | 72.21 |  |  
                | S3 | 67.84 | 68.86 | 71.94 |  |  
                | S4 | 64.98 | 66.00 | 71.16 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 78.84 |  
            | 2.618 | 77.86 |  
            | 1.618 | 77.26 |  
            | 1.000 | 76.89 |  
            | 0.618 | 76.66 |  
            | HIGH | 76.29 |  
            | 0.618 | 76.06 |  
            | 0.500 | 75.99 |  
            | 0.382 | 75.92 |  
            | LOW | 75.69 |  
            | 0.618 | 75.32 |  
            | 1.000 | 75.09 |  
            | 1.618 | 74.72 |  
            | 2.618 | 74.12 |  
            | 4.250 | 73.14 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Sep-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 75.99 | 75.01 |  
                                | PP | 75.76 | 74.71 |  
                                | S1 | 75.53 | 74.42 |  |