NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 27-Oct-2009

Day Change Summary
	Previous	Current
	26-Oct-2009	27-Oct-2009	Change	Change %	Previous Week
Open	81.37	79.97	-1.40	-1.7%	80.30
High	82.94	81.00	-1.94	-2.3%	83.19
Low	79.46	79.24	-0.22	-0.3%	79.00
Close	80.04	80.75	0.71	0.9%	81.87
Range	3.48	1.76	-1.72	-49.4%	4.19
ATR	2.21	2.18	-0.03	-1.5%	0.00
Volume	23,832	29,299	5,467	22.9%	109,301

Daily Pivots for day following 27-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.61	84.94	81.72
R3	83.85	83.18	81.23
R2	82.09	82.09	81.07
R1	81.42	81.42	80.91	81.76
PP	80.33	80.33	80.33	80.50
S1	79.66	79.66	80.59	80.00
S2	78.57	78.57	80.43
S3	76.81	77.90	80.27
S4	75.05	76.14	79.78

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.92	92.09	84.17
R3	89.73	87.90	83.02
R2	85.54	85.54	82.64
R1	83.71	83.71	82.25	84.63
PP	81.35	81.35	81.35	81.81
S1	79.52	79.52	81.49	80.44
S2	77.16	77.16	81.10
S3	72.97	75.33	80.72
S4	68.78	71.14	79.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.19	79.00	4.19	5.2%	2.62	3.2%	42%	False	False	26,430
10	83.19	75.97	7.22	8.9%	2.21	2.7%	66%	False	False	21,899
20	83.19	67.75	15.44	19.1%	2.21	2.7%	84%	False	False	18,568
40	83.19	66.82	16.37	20.3%	2.05	2.5%	85%	False	False	13,077
60	83.19	66.82	16.37	20.3%	1.91	2.4%	85%	False	False	10,492
80	83.19	63.61	19.58	24.2%	1.75	2.2%	88%	False	False	8,988
100	83.19	63.61	19.58	24.2%	1.58	2.0%	88%	False	False	7,712

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.67
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	88.48
2.618	85.61
1.618	83.85
1.000	82.76
0.618	82.09
HIGH	81.00
0.618	80.33
0.500	80.12
0.382	79.91
LOW	79.24
0.618	78.15
1.000	77.48
1.618	76.39
2.618	74.63
4.250	71.76

Fisher Pivots for day following 27-Oct-2009
Pivot	1 day	3 day
R1	80.54	81.16
PP	80.33	81.02
S1	80.12	80.89

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

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