NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 19-Oct-2009

Day Change Summary
	Previous	Current
	16-Oct-2009	19-Oct-2009	Change	Change %	Previous Week
Open	77.76	78.56	0.80	1.0%	72.24
High	78.75	79.69	0.94	1.2%	78.75
Low	76.82	78.05	1.23	1.6%	72.05
Close	78.53	79.61	1.08	1.4%	78.53
Range	1.93	1.64	-0.29	-15.0%	6.70
ATR	2.41	2.35	-0.05	-2.3%	0.00
Volume	355,573	238,421	-117,152	-32.9%	1,595,232

Daily Pivots for day following 19-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.04	83.46	80.51
R3	82.40	81.82	80.06
R2	80.76	80.76	79.91
R1	80.18	80.18	79.76	80.47
PP	79.12	79.12	79.12	79.26
S1	78.54	78.54	79.46	78.83
S2	77.48	77.48	79.31
S3	75.84	76.90	79.16
S4	74.20	75.26	78.71

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	96.54	94.24	82.22
R3	89.84	87.54	80.37
R2	83.14	83.14	79.76
R1	80.84	80.84	79.14	81.99
PP	76.44	76.44	76.44	77.02
S1	74.14	74.14	77.92	75.29
S2	69.74	69.74	77.30
S3	63.04	67.44	76.69
S4	56.34	60.74	74.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.69	72.83	6.86	8.6%	1.92	2.4%	99%	True	False	302,275
10	79.69	68.88	10.81	13.6%	2.13	2.7%	99%	True	False	327,963
20	79.69	65.05	14.64	18.4%	2.41	3.0%	99%	True	False	313,960
40	79.69	65.05	14.64	18.4%	2.42	3.0%	99%	True	False	209,357
60	79.69	65.05	14.64	18.4%	2.48	3.1%	99%	True	False	155,593
80	79.69	61.38	18.31	23.0%	2.45	3.1%	100%	True	False	121,059
100	79.69	61.38	18.31	23.0%	2.32	2.9%	100%	True	False	98,675
120	79.69	55.83	23.86	30.0%	2.20	2.8%	100%	True	False	83,302

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	0.48
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	86.66
2.618	83.98
1.618	82.34
1.000	81.33
0.618	80.70
HIGH	79.69
0.618	79.06
0.500	78.87
0.382	78.68
LOW	78.05
0.618	77.04
1.000	76.41
1.618	75.40
2.618	73.76
4.250	71.08

Fisher Pivots for day following 19-Oct-2009
Pivot	1 day	3 day
R1	79.36	78.82
PP	79.12	78.03
S1	78.87	77.24

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

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