NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 18-Nov-2009

Day Change Summary
	Previous	Current
	17-Nov-2009	18-Nov-2009	Change	Change %	Previous Week
Open	79.48	79.87	0.39	0.5%	78.47
High	80.33	80.88	0.55	0.7%	81.12
Low	78.75	79.23	0.48	0.6%	76.27
Close	79.72	80.10	0.38	0.5%	77.03
Range	1.58	1.65	0.07	4.4%	4.85
ATR	2.42	2.37	-0.06	-2.3%	0.00
Volume	158,557	143,493	-15,064	-9.5%	667,792

Daily Pivots for day following 18-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.02	84.21	81.01
R3	83.37	82.56	80.55
R2	81.72	81.72	80.40
R1	80.91	80.91	80.25	81.32
PP	80.07	80.07	80.07	80.27
S1	79.26	79.26	79.95	79.67
S2	78.42	78.42	79.80
S3	76.77	77.61	79.65
S4	75.12	75.96	79.19

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	92.69	89.71	79.70
R3	87.84	84.86	78.36
R2	82.99	82.99	77.92
R1	80.01	80.01	77.47	79.08
PP	78.14	78.14	78.14	77.67
S1	75.16	75.16	76.59	74.23
S2	73.29	73.29	76.14
S3	68.44	70.31	75.70
S4	63.59	65.46	74.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.88	76.27	4.61	5.8%	2.29	2.9%	83%	True	False	147,727
10	81.17	76.27	4.90	6.1%	2.27	2.8%	78%	False	False	126,666
20	82.43	76.27	6.16	7.7%	2.43	3.0%	62%	False	False	106,733
40	82.58	66.10	16.48	20.6%	2.37	3.0%	85%	False	False	77,762
60	82.58	66.10	16.48	20.6%	2.34	2.9%	85%	False	False	56,961
80	82.58	66.10	16.48	20.6%	2.30	2.9%	85%	False	False	45,356
100	82.58	63.01	19.57	24.4%	2.19	2.7%	87%	False	False	37,730
120	82.58	63.01	19.57	24.4%	2.08	2.6%	87%	False	False	32,106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.57
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.89
2.618	85.20
1.618	83.55
1.000	82.53
0.618	81.90
HIGH	80.88
0.618	80.25
0.500	80.06
0.382	79.86
LOW	79.23
0.618	78.21
1.000	77.58
1.618	76.56
2.618	74.91
4.250	72.22

Fisher Pivots for day following 18-Nov-2009
Pivot	1 day	3 day
R1	80.09	79.72
PP	80.07	79.34
S1	80.06	78.96

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

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