NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 09-Nov-2009

Day Change Summary
	Previous	Current
	06-Nov-2009	09-Nov-2009	Change	Change %	Previous Week
Open	80.43	78.47	-1.96	-2.4%	77.50
High	81.01	80.84	-0.17	-0.2%	81.67
Low	77.39	78.47	1.08	1.4%	77.22
Close	78.09	80.07	1.98	2.5%	78.09
Range	3.62	2.37	-1.25	-34.5%	4.45
ATR	2.47	2.49	0.02	0.8%	0.00
Volume	61,332	116,408	55,076	89.8%	423,419

Daily Pivots for day following 09-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.90	85.86	81.37
R3	84.53	83.49	80.72
R2	82.16	82.16	80.50
R1	81.12	81.12	80.29	81.64
PP	79.79	79.79	79.79	80.06
S1	78.75	78.75	79.85	79.27
S2	77.42	77.42	79.64
S3	75.05	76.38	79.42
S4	72.68	74.01	78.77

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	92.34	89.67	80.54
R3	87.89	85.22	79.31
R2	83.44	83.44	78.91
R1	80.77	80.77	78.50	82.11
PP	78.99	78.99	78.99	79.66
S1	76.32	76.32	77.68	77.66
S2	74.54	74.54	77.27
S3	70.09	71.87	76.87
S4	65.64	67.42	75.64

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	5.6%	2.45	3.1%	64%	False	False	86,489
10	81.67	77.22	4.45	5.6%	2.56	3.2%	64%	False	False	89,650
20	82.58	73.89	8.69	10.9%	2.43	3.0%	71%	False	False	77,121
40	82.58	66.10	16.48	20.6%	2.39	3.0%	85%	False	False	55,994
60	82.58	66.10	16.48	20.6%	2.34	2.9%	85%	False	False	41,791
80	82.58	66.10	16.48	20.6%	2.25	2.8%	85%	False	False	33,711
100	82.58	63.01	19.57	24.4%	2.15	2.7%	87%	False	False	28,076
120	82.58	63.01	19.57	24.4%	2.02	2.5%	87%	False	False	24,006

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.42
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.91
2.618	87.04
1.618	84.67
1.000	83.21
0.618	82.30
HIGH	80.84
0.618	79.93
0.500	79.66
0.382	79.38
LOW	78.47
0.618	77.01
1.000	76.10
1.618	74.64
2.618	72.27
4.250	68.40

Fisher Pivots for day following 09-Nov-2009
Pivot	1 day	3 day
R1	79.93	79.81
PP	79.79	79.54
S1	79.66	79.28

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

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