NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 04-Nov-2009

Day Change Summary
	Previous	Current
	03-Nov-2009	04-Nov-2009	Change	Change %	Previous Week
Open	78.75	80.14	1.39	1.8%	80.40
High	80.42	81.67	1.25	1.6%	82.30
Low	77.22	79.76	2.54	3.3%	77.47
Close	80.26	81.07	0.81	1.0%	77.64
Range	3.20	1.91	-1.29	-40.3%	4.83
ATR	2.52	2.47	-0.04	-1.7%	0.00
Volume	77,829	82,117	4,288	5.5%	425,817

Daily Pivots for day following 04-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.56	85.73	82.12
R3	84.65	83.82	81.60
R2	82.74	82.74	81.42
R1	81.91	81.91	81.25	82.33
PP	80.83	80.83	80.83	81.04
S1	80.00	80.00	80.89	80.42
S2	78.92	78.92	80.72
S3	77.01	78.09	80.54
S4	75.10	76.18	80.02

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.63	90.46	80.30
R3	88.80	85.63	78.97
R2	83.97	83.97	78.53
R1	80.80	80.80	78.08	79.97
PP	79.14	79.14	79.14	78.72
S1	75.97	75.97	77.20	75.14
S2	74.31	74.31	76.75
S3	69.48	71.14	76.31
S4	64.65	66.31	74.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.67	77.22	4.45	5.5%	2.75	3.4%	87%	True	False	90,023
10	82.43	77.22	5.21	6.4%	2.58	3.2%	74%	False	False	86,799
20	82.58	70.07	12.51	15.4%	2.40	3.0%	88%	False	False	71,419
40	82.58	66.10	16.48	20.3%	2.36	2.9%	91%	False	False	50,848
60	82.58	66.10	16.48	20.3%	2.33	2.9%	91%	False	False	37,726
80	82.58	65.11	17.47	21.5%	2.22	2.7%	91%	False	False	30,573
100	82.58	63.01	19.57	24.1%	2.13	2.6%	92%	False	False	25,491
120	82.58	62.75	19.83	24.5%	1.98	2.4%	92%	False	False	21,776

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.61
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	89.79
2.618	86.67
1.618	84.76
1.000	83.58
0.618	82.85
HIGH	81.67
0.618	80.94
0.500	80.72
0.382	80.49
LOW	79.76
0.618	78.58
1.000	77.85
1.618	76.67
2.618	74.76
4.250	71.64

Fisher Pivots for day following 04-Nov-2009
Pivot	1 day	3 day
R1	80.95	80.53
PP	80.83	79.99
S1	80.72	79.45

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

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