NYMEX Light Sweet Crude Oil Future February 2010

Trading Metrics calculated at close of trading on 02-Dec-2009

Day Change Summary
	Previous	Current
	01-Dec-2009	02-Dec-2009	Change	Change %	Previous Week
Open	78.78	79.39	0.61	0.8%	78.56
High	80.40	79.97	-0.43	-0.5%	80.77
Low	78.45	77.71	-0.74	-0.9%	73.73
Close	79.77	78.17	-1.60	-2.0%	77.36
Range	1.95	2.26	0.31	15.9%	7.04
ATR	2.51	2.49	-0.02	-0.7%	0.00
Volume	96,205	103,149	6,944	7.2%	423,601

Daily Pivots for day following 02-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.40	84.04	79.41
R3	83.14	81.78	78.79
R2	80.88	80.88	78.58
R1	79.52	79.52	78.38	79.07
PP	78.62	78.62	78.62	78.39
S1	77.26	77.26	77.96	76.81
S2	76.36	76.36	77.76
S3	74.10	75.00	77.55
S4	71.84	72.74	76.93

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	98.41	94.92	81.23
R3	91.37	87.88	79.30
R2	84.33	84.33	78.65
R1	80.84	80.84	78.01	79.07
PP	77.29	77.29	77.29	76.40
S1	73.80	73.80	76.71	72.03
S2	70.25	70.25	76.07
S3	63.21	66.76	75.42
S4	56.17	59.72	73.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.40	73.73	6.67	8.5%	2.97	3.8%	67%	False	False	104,359
10	81.59	73.73	7.86	10.1%	2.57	3.3%	56%	False	False	82,346
20	82.28	73.73	8.55	10.9%	2.40	3.1%	52%	False	False	56,800
40	83.19	70.26	12.93	16.5%	2.36	3.0%	61%	False	False	39,489
60	83.19	66.82	16.37	20.9%	2.24	2.9%	69%	False	False	29,596
80	83.19	66.82	16.37	20.9%	2.13	2.7%	69%	False	False	23,492
100	83.19	64.57	18.62	23.8%	1.97	2.5%	73%	False	False	19,814
120	83.19	63.61	19.58	25.0%	1.81	2.3%	74%	False	False	16,990

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	0.54
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.58
2.618	85.89
1.618	83.63
1.000	82.23
0.618	81.37
HIGH	79.97
0.618	79.11
0.500	78.84
0.382	78.57
LOW	77.71
0.618	76.31
1.000	75.45
1.618	74.05
2.618	71.79
4.250	68.11

Fisher Pivots for day following 02-Dec-2009
Pivot	1 day	3 day
R1	78.84	78.45
PP	78.62	78.35
S1	78.39	78.26

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

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