NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 03-Dec-2009

Day Change Summary
	Previous	Current
	02-Dec-2009	03-Dec-2009	Change	Change %	Previous Week
Open	77.90	76.51	-1.39	-1.8%	77.80
High	78.59	77.50	-1.09	-1.4%	79.92
Low	76.22	75.54	-0.68	-0.9%	72.39
Close	76.60	76.46	-0.14	-0.2%	76.05
Range	2.37	1.96	-0.41	-17.3%	7.53
ATR	2.58	2.53	-0.04	-1.7%	0.00
Volume	310,483	340,897	30,414	9.8%	1,396,354

Daily Pivots for day following 03-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.38	81.38	77.54
R3	80.42	79.42	77.00
R2	78.46	78.46	76.82
R1	77.46	77.46	76.64	76.98
PP	76.50	76.50	76.50	76.26
S1	75.50	75.50	76.28	75.02
S2	74.54	74.54	76.10
S3	72.58	73.54	75.92
S4	70.62	71.58	75.38

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	8.7%	2.96	3.9%	61%	False	False	329,730
10	80.40	72.39	8.01	10.5%	2.70	3.5%	51%	False	False	320,631
20	81.17	72.39	8.78	11.5%	2.49	3.3%	46%	False	False	223,649
40	82.58	70.07	12.51	16.4%	2.44	3.2%	51%	False	False	147,534
60	82.58	66.10	16.48	21.6%	2.40	3.1%	63%	False	False	108,448
80	82.58	66.10	16.48	21.6%	2.37	3.1%	63%	False	False	84,207
100	82.58	65.11	17.47	22.8%	2.28	3.0%	65%	False	False	69,188
120	82.58	63.01	19.57	25.6%	2.19	2.9%	69%	False	False	58,517

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	0.53
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	85.83
2.618	82.63
1.618	80.67
1.000	79.46
0.618	78.71
HIGH	77.50
0.618	76.75
0.500	76.52
0.382	76.29
LOW	75.54
0.618	74.33
1.000	73.58
1.618	72.37
2.618	70.41
4.250	67.21

Fisher Pivots for day following 03-Dec-2009
Pivot	1 day	3 day
R1	76.52	77.29
PP	76.50	77.01
S1	76.48	76.74

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

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