NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 17-Nov-2009

Day Change Summary
	Previous	Current
	16-Nov-2009	17-Nov-2009	Change	Change %	Previous Week
Open	76.58	78.93	2.35	3.1%	79.20
High	79.43	79.73	0.30	0.4%	80.51
Low	76.35	78.14	1.79	2.3%	75.57
Close	78.90	79.14	0.24	0.3%	76.35
Range	3.08	1.59	-1.49	-48.4%	4.94
ATR	2.54	2.48	-0.07	-2.7%	0.00
Volume	335,366	361,387	26,021	7.8%	1,413,851

Daily Pivots for day following 17-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.77	83.05	80.01
R3	82.18	81.46	79.58
R2	80.59	80.59	79.43
R1	79.87	79.87	79.29	80.23
PP	79.00	79.00	79.00	79.19
S1	78.28	78.28	78.99	78.64
S2	77.41	77.41	78.85
S3	75.82	76.69	78.70
S4	74.23	75.10	78.27

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	92.30	89.26	79.07
R3	87.36	84.32	77.71
R2	82.42	82.42	77.26
R1	79.38	79.38	76.80	78.43
PP	77.48	77.48	77.48	77.00
S1	74.44	74.44	75.90	73.49
S2	72.54	72.54	75.44
S3	67.60	69.50	74.99
S4	62.66	64.56	73.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.10	75.57	4.53	5.7%	2.29	2.9%	79%	False	False	355,697
10	81.06	75.57	5.49	6.9%	2.33	2.9%	65%	False	False	310,830
20	82.00	75.57	6.43	8.1%	2.60	3.3%	56%	False	False	332,844
40	82.00	65.55	16.45	20.8%	2.48	3.1%	83%	False	False	246,347
60	82.00	65.55	16.45	20.8%	2.46	3.1%	83%	False	False	186,426
80	82.00	65.55	16.45	20.8%	2.48	3.1%	83%	False	False	153,069
100	82.00	62.21	19.79	25.0%	2.46	3.1%	86%	False	False	130,903
120	82.00	62.21	19.79	25.0%	2.42	3.1%	86%	False	False	115,233

Crabel Price Patterns
NR	True
NR4	True
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	0.60
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	86.49
2.618	83.89
1.618	82.30
1.000	81.32
0.618	80.71
HIGH	79.73
0.618	79.12
0.500	78.94
0.382	78.75
LOW	78.14
0.618	77.16
1.000	76.55
1.618	75.57
2.618	73.98
4.250	71.38

Fisher Pivots for day following 17-Nov-2009
Pivot	1 day	3 day
R1	79.07	78.64
PP	79.00	78.15
S1	78.94	77.65

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

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