NYMEX Light Sweet Crude Oil Future November 2010

Trading Metrics calculated at close of trading on 05-May-2010

Day Change Summary
	Previous	Current
	04-May-2010	05-May-2010	Change	Change %	Previous Week
Open	92.11	88.89	-3.22	-3.5%	89.92
High	92.17	89.33	-2.84	-3.1%	91.40
Low	89.10	85.87	-3.23	-3.6%	87.94
Close	89.26	86.67	-2.59	-2.9%	91.33
Range	3.07	3.46	0.39	12.7%	3.46
ATR	1.56	1.69	0.14	8.7%	0.00
Volume	10,107	14,979	4,872	48.2%	54,880

Daily Pivots for day following 05-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	97.67	95.63	88.57
R3	94.21	92.17	87.62
R2	90.75	90.75	87.30
R1	88.71	88.71	86.99	88.00
PP	87.29	87.29	87.29	86.94
S1	85.25	85.25	86.35	84.54
S2	83.83	83.83	86.04
S3	80.37	81.79	85.72
S4	76.91	78.33	84.77

Weekly Pivots for week ending 30-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	100.60	99.43	93.23
R3	97.14	95.97	92.28
R2	93.68	93.68	91.96
R1	92.51	92.51	91.65	93.10
PP	90.22	90.22	90.22	90.52
S1	89.05	89.05	91.01	89.64
S2	86.76	86.76	90.70
S3	83.30	85.59	90.38
S4	79.84	82.13	89.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.14	85.87	7.27	8.4%	2.00	2.3%	11%	False	True	12,002
10	93.14	85.87	7.27	8.4%	1.72	2.0%	11%	False	True	11,184
20	93.14	85.87	7.27	8.4%	1.43	1.7%	11%	False	True	11,168
40	93.14	80.89	12.25	14.1%	1.27	1.5%	47%	False	False	7,937

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	0.25
Widest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	104.04
2.618	98.39
1.618	94.93
1.000	92.79
0.618	91.47
HIGH	89.33
0.618	88.01
0.500	87.60
0.382	87.19
LOW	85.87
0.618	83.73
1.000	82.41
1.618	80.27
2.618	76.81
4.250	71.17

Fisher Pivots for day following 05-May-2010
Pivot	1 day	3 day
R1	87.60	89.51
PP	87.29	88.56
S1	86.98	87.62

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

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