NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 01-Dec-2009

Day Change Summary
	Previous	Current
	30-Nov-2009	01-Dec-2009	Change	Change %	Previous Week
Open	76.05	77.35	1.30	1.7%	77.80
High	78.00	79.04	1.04	1.3%	79.92
Low	75.13	77.01	1.88	2.5%	72.39
Close	77.28	78.37	1.09	1.4%	76.05
Range	2.87	2.03	-0.84	-29.3%	7.53
ATR	2.64	2.59	-0.04	-1.6%	0.00
Volume	301,347	358,538	57,191	19.0%	1,396,354

Daily Pivots for day following 01-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.23	83.33	79.49
R3	82.20	81.30	78.93
R2	80.17	80.17	78.74
R1	79.27	79.27	78.56	79.72
PP	78.14	78.14	78.14	78.37
S1	77.24	77.24	78.18	77.69
S2	76.11	76.11	78.00
S3	74.08	75.21	77.81
S4	72.05	73.18	77.25

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	98.71	94.91	80.19
R3	91.18	87.38	78.12
R2	83.65	83.65	77.43
R1	79.85	79.85	76.74	77.99
PP	76.12	76.12	76.12	75.19
S1	72.32	72.32	75.36	70.46
S2	68.59	68.59	74.67
S3	61.06	64.79	73.98
S4	53.53	57.26	71.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.04	72.39	6.65	8.5%	3.05	3.9%	90%	True	False	358,639
10	80.88	72.39	8.49	10.8%	2.59	3.3%	70%	False	False	285,698
20	81.67	72.39	9.28	11.8%	2.52	3.2%	64%	False	False	199,077
40	82.58	69.65	12.93	16.5%	2.45	3.1%	67%	False	False	133,968
60	82.58	66.10	16.48	21.0%	2.42	3.1%	74%	False	False	98,101
80	82.58	66.10	16.48	21.0%	2.35	3.0%	74%	False	False	76,248
100	82.58	63.01	19.57	25.0%	2.27	2.9%	78%	False	False	62,794
120	82.58	63.01	19.57	25.0%	2.18	2.8%	78%	False	False	53,129

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.51
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	87.67
2.618	84.35
1.618	82.32
1.000	81.07
0.618	80.29
HIGH	79.04
0.618	78.26
0.500	78.03
0.382	77.79
LOW	77.01
0.618	75.76
1.000	74.98
1.618	73.73
2.618	71.70
4.250	68.38

Fisher Pivots for day following 01-Dec-2009
Pivot	1 day	3 day
R1	78.26	77.49
PP	78.14	76.60
S1	78.03	75.72

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

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