NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 12-May-2009

Day Change Summary
	Previous	Current
	11-May-2009	12-May-2009	Change	Change %	Previous Week
Open	61.77	63.00	1.23	2.0%	59.77
High	62.73	63.74	1.01	1.6%	63.09
Low	61.66	62.28	0.62	1.0%	59.77
Close	62.73	63.02	0.29	0.5%	63.01
Range	1.07	1.46	0.39	36.4%	3.32
ATR	1.69	1.67	-0.02	-1.0%	0.00
Volume	8,167	5,198	-2,969	-36.4%	40,094

Daily Pivots for day following 12-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	67.39	66.67	63.82
R3	65.93	65.21	63.42
R2	64.47	64.47	63.29
R1	63.75	63.75	63.15	64.11
PP	63.01	63.01	63.01	63.20
S1	62.29	62.29	62.89	62.65
S2	61.55	61.55	62.75
S3	60.09	60.83	62.62
S4	58.63	59.37	62.22

Weekly Pivots for week ending 08-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	71.92	70.78	64.84
R3	68.60	67.46	63.92
R2	65.28	65.28	63.62
R1	64.14	64.14	63.31	64.71
PP	61.96	61.96	61.96	62.24
S1	60.82	60.82	62.71	61.39
S2	58.64	58.64	62.40
S3	55.32	57.50	62.10
S4	52.00	54.18	61.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	63.74	60.25	3.49	5.5%	1.44	2.3%	79%	True	False	7,953
10	63.74	55.68	8.06	12.8%	1.36	2.2%	91%	True	False	6,677
20	63.74	54.20	9.54	15.1%	1.27	2.0%	92%	True	False	5,324
40	63.74	52.40	11.34	18.0%	1.42	2.3%	94%	True	False	5,250
60	63.74	45.87	17.87	28.4%	1.55	2.5%	96%	True	False	4,986
80	63.74	45.87	17.87	28.4%	1.48	2.3%	96%	True	False	4,515

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	69.95
2.618	67.56
1.618	66.10
1.000	65.20
0.618	64.64
HIGH	63.74
0.618	63.18
0.500	63.01
0.382	62.84
LOW	62.28
0.618	61.38
1.000	60.82
1.618	59.92
2.618	58.46
4.250	56.08

Fisher Pivots for day following 12-May-2009
Pivot	1 day	3 day
R1	63.02	62.91
PP	63.01	62.81
S1	63.01	62.70

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

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