NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 12-Nov-2009

Day Change Summary
	Previous	Current
	11-Nov-2009	12-Nov-2009	Change	Change %	Previous Week
Open	79.86	79.91	0.05	0.1%	77.50
High	80.70	80.34	-0.36	-0.4%	81.67
Low	79.18	77.23	-1.95	-2.5%	77.22
Close	79.92	77.65	-2.27	-2.8%	78.09
Range	1.52	3.11	1.59	104.6%	4.45
ATR	2.43	2.48	0.05	2.0%	0.00
Volume	137,206	111,058	-26,148	-19.1%	423,419

Daily Pivots for day following 12-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	87.74	85.80	79.36
R3	84.63	82.69	78.51
R2	81.52	81.52	78.22
R1	79.58	79.58	77.94	79.00
PP	78.41	78.41	78.41	78.11
S1	76.47	76.47	77.36	75.89
S2	75.30	75.30	77.08
S3	72.19	73.36	76.79
S4	69.08	70.25	75.94

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	81.12	77.23	3.89	5.0%	2.64	3.4%	11%	False	True	108,865
10	81.67	77.22	4.45	5.7%	2.48	3.2%	10%	False	False	101,073
20	82.58	77.22	5.36	6.9%	2.49	3.2%	8%	False	False	86,199
40	82.58	66.10	16.48	21.2%	2.42	3.1%	70%	False	False	63,803
60	82.58	66.10	16.48	21.2%	2.31	3.0%	70%	False	False	47,522
80	82.58	66.10	16.48	21.2%	2.28	2.9%	70%	False	False	38,044
100	82.58	63.01	19.57	25.2%	2.17	2.8%	75%	False	False	31,644
120	82.58	63.01	19.57	25.2%	2.05	2.6%	75%	False	False	27,005

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.56
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	93.56
2.618	88.48
1.618	85.37
1.000	83.45
0.618	82.26
HIGH	80.34
0.618	79.15
0.500	78.79
0.382	78.42
LOW	77.23
0.618	75.31
1.000	74.12
1.618	72.20
2.618	69.09
4.250	64.01

Fisher Pivots for day following 12-Nov-2009
Pivot	1 day	3 day
R1	78.79	79.18
PP	78.41	78.67
S1	78.03	78.16

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

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