NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 04-Nov-2009

Day Change Summary
	Previous	Current
	03-Nov-2009	04-Nov-2009	Change	Change %	Previous Week
Open	79.46	80.45	0.99	1.2%	81.37
High	81.04	82.28	1.24	1.5%	82.94
Low	77.91	80.43	2.52	3.2%	78.12
Close	80.92	81.74	0.82	1.0%	78.27
Range	3.13	1.85	-1.28	-40.9%	4.82
ATR	2.38	2.34	-0.04	-1.6%	0.00
Volume	26,816	30,123	3,307	12.3%	133,693

Daily Pivots for day following 04-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	87.03	86.24	82.76
R3	85.18	84.39	82.25
R2	83.33	83.33	82.08
R1	82.54	82.54	81.91	82.94
PP	81.48	81.48	81.48	81.68
S1	80.69	80.69	81.57	81.09
S2	79.63	79.63	81.40
S3	77.78	78.84	81.23
S4	75.93	76.99	80.72

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	94.24	91.07	80.92
R3	89.42	86.25	79.60
R2	84.60	84.60	79.15
R1	81.43	81.43	78.71	80.61
PP	79.78	79.78	79.78	79.36
S1	76.61	76.61	77.83	75.79
S2	74.96	74.96	77.39
S3	70.14	71.79	76.94
S4	65.32	66.97	75.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.28	77.91	4.37	5.3%	2.67	3.3%	88%	True	False	29,363
10	83.07	77.91	5.16	6.3%	2.50	3.1%	74%	False	False	28,249
20	83.19	70.74	12.45	15.2%	2.30	2.8%	88%	False	False	22,764
40	83.19	66.82	16.37	20.0%	2.17	2.7%	91%	False	False	16,578
60	83.19	66.82	16.37	20.0%	2.04	2.5%	91%	False	False	12,849
80	83.19	65.71	17.48	21.4%	1.88	2.3%	92%	False	False	10,913
100	83.19	63.61	19.58	24.0%	1.69	2.1%	93%	False	False	9,312
120	83.19	63.29	19.90	24.3%	1.57	1.9%	93%	False	False	8,105

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	0.47
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	90.14
2.618	87.12
1.618	85.27
1.000	84.13
0.618	83.42
HIGH	82.28
0.618	81.57
0.500	81.36
0.382	81.14
LOW	80.43
0.618	79.29
1.000	78.58
1.618	77.44
2.618	75.59
4.250	72.57

Fisher Pivots for day following 04-Nov-2009
Pivot	1 day	3 day
R1	81.61	81.19
PP	81.48	80.64
S1	81.36	80.10

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

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