NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 20-Nov-2009

Day Change Summary
	Previous	Current
	19-Nov-2009	20-Nov-2009	Change	Change %	Previous Week
Open	81.02	80.54	-0.48	-0.6%	80.50
High	82.84	81.38	-1.46	-1.8%	83.45
Low	80.83	79.79	-1.04	-1.3%	79.79
Close	81.02	80.54	-0.48	-0.6%	80.54
Range	2.01	1.59	-0.42	-20.9%	3.66
ATR	1.81	1.79	-0.02	-0.9%	0.00
Volume	4,339	4,410	71	1.6%	20,552

Daily Pivots for day following 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.34	84.53	81.41
R3	83.75	82.94	80.98
R2	82.16	82.16	80.83
R1	81.35	81.35	80.69	81.34
PP	80.57	80.57	80.57	80.56
S1	79.76	79.76	80.39	79.75
S2	78.98	78.98	80.25
S3	77.39	78.17	80.10
S4	75.80	76.58	79.67

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	92.24	90.05	82.55
R3	88.58	86.39	81.55
R2	84.92	84.92	81.21
R1	82.73	82.73	80.88	83.83
PP	81.26	81.26	81.26	81.81
S1	79.07	79.07	80.20	80.17
S2	77.60	77.60	79.87
S3	73.94	75.41	79.53
S4	70.28	71.75	78.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.45	79.79	3.66	4.5%	1.72	2.1%	20%	False	True	4,110
10	83.45	79.27	4.18	5.2%	1.67	2.1%	30%	False	False	4,951
20	83.67	79.27	4.40	5.5%	1.82	2.3%	29%	False	False	5,203
40	84.42	68.99	15.43	19.2%	1.54	1.9%	75%	False	False	4,838
60	84.42	68.84	15.58	19.3%	1.27	1.6%	75%	False	False	4,190
80	84.42	68.84	15.58	19.3%	1.12	1.4%	75%	False	False	3,627
100	84.42	65.75	18.67	23.2%	1.02	1.3%	79%	False	False	3,293

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.40
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.14
2.618	85.54
1.618	83.95
1.000	82.97
0.618	82.36
HIGH	81.38
0.618	80.77
0.500	80.59
0.382	80.40
LOW	79.79
0.618	78.81
1.000	78.20
1.618	77.22
2.618	75.63
4.250	73.03

Fisher Pivots for day following 20-Nov-2009
Pivot	1 day	3 day
R1	80.59	81.62
PP	80.57	81.26
S1	80.56	80.90

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

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