NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 27-Nov-2009

Day Change Summary
	Previous	Current
	25-Nov-2009	27-Nov-2009	Change	Change %	Previous Week
Open	78.08	79.86	1.78	2.3%	79.63
High	80.29	79.91	-0.38	-0.5%	81.53
Low	77.95	74.88	-3.07	-3.9%	74.88
Close	80.23	78.50	-1.73	-2.2%	78.50
Range	2.34	5.03	2.69	115.0%	6.65
ATR	2.22	2.44	0.22	10.1%	0.00
Volume	57,355	51,345	-6,010	-10.5%	168,787

Daily Pivots for day following 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	92.85	90.71	81.27
R3	87.82	85.68	79.88
R2	82.79	82.79	79.42
R1	80.65	80.65	78.96	79.21
PP	77.76	77.76	77.76	77.04
S1	75.62	75.62	78.04	74.18
S2	72.73	72.73	77.58
S3	67.70	70.59	77.12
S4	62.67	65.56	75.73

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	98.25	95.03	82.16
R3	91.60	88.38	80.33
R2	84.95	84.95	79.72
R1	81.73	81.73	79.11	80.02
PP	78.30	78.30	78.30	77.45
S1	75.08	75.08	77.89	73.37
S2	71.65	71.65	77.28
S3	65.00	68.43	76.67
S4	58.35	61.78	74.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.53	74.88	6.65	8.5%	2.72	3.5%	54%	False	True	38,966
10	82.30	74.88	7.42	9.5%	2.42	3.1%	49%	False	True	30,400
20	82.81	74.88	7.93	10.1%	2.37	3.0%	46%	False	True	24,023
40	83.60	69.77	13.83	17.6%	2.22	2.8%	63%	False	False	18,044
60	83.60	67.46	16.14	20.6%	2.10	2.7%	68%	False	False	14,352
80	83.60	67.46	16.14	20.6%	2.02	2.6%	68%	False	False	11,740
100	83.60	64.26	19.34	24.6%	1.89	2.4%	74%	False	False	10,201

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 105 trading days

Fibonacci Retracements and Extensions
4.250	101.29
2.618	93.08
1.618	88.05
1.000	84.94
0.618	83.02
HIGH	79.91
0.618	77.99
0.500	77.40
0.382	76.80
LOW	74.88
0.618	71.77
1.000	69.85
1.618	66.74
2.618	61.71
4.250	53.50

Fisher Pivots for day following 27-Nov-2009
Pivot	1 day	3 day
R1	78.13	78.20
PP	77.76	77.89
S1	77.40	77.59

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

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