NYMEX Light Sweet Crude Oil Future August 2009

Trading Metrics calculated at close of trading on 19-Nov-2008

Day Change Summary
	Previous	Current
	18-Nov-2008	19-Nov-2008	Change	Change %	Previous Week
Open	61.65	60.99	-0.66	-1.1%	71.56
High	61.70	60.99	-0.71	-1.2%	71.56
Low	61.09	60.58	-0.51	-0.8%	62.71
Close	60.57	60.45	-0.12	-0.2%	63.83
Range	0.61	0.41	-0.20	-32.8%	8.85
ATR	3.09	2.90	-0.19	-6.2%	0.00
Volume	1,638	1,842	204	12.5%	6,298

Daily Pivots for day following 19-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	61.90	61.59	60.68
R3	61.49	61.18	60.56
R2	61.08	61.08	60.53
R1	60.77	60.77	60.49	60.72
PP	60.67	60.67	60.67	60.65
S1	60.36	60.36	60.41	60.31
S2	60.26	60.26	60.37
S3	59.85	59.95	60.34
S4	59.44	59.54	60.22

Weekly Pivots for week ending 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	92.58	87.06	68.70
R3	83.73	78.21	66.26
R2	74.88	74.88	65.45
R1	69.36	69.36	64.64	67.70
PP	66.03	66.03	66.03	65.20
S1	60.51	60.51	63.02	58.85
S2	57.18	57.18	62.21
S3	48.33	51.66	61.40
S4	39.48	42.81	58.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	65.27	60.58	4.69	7.8%	1.40	2.3%	-3%	False	True	1,713
10	71.56	60.58	10.98	18.2%	1.69	2.8%	-1%	False	True	1,336
20	76.95	60.58	16.37	27.1%	1.75	2.9%	-1%	False	True	1,840
40	108.14	60.58	47.56	78.7%	1.35	2.2%	0%	False	True	1,439
60	119.89	60.58	59.31	98.1%	1.08	1.8%	0%	False	True	1,060

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.08
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	62.73
2.618	62.06
1.618	61.65
1.000	61.40
0.618	61.24
HIGH	60.99
0.618	60.83
0.500	60.79
0.382	60.74
LOW	60.58
0.618	60.33
1.000	60.17
1.618	59.92
2.618	59.51
4.250	58.84

Fisher Pivots for day following 19-Nov-2008
Pivot	1 day	3 day
R1	60.79	62.84
PP	60.67	62.04
S1	60.56	61.25

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

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