NYMEX Light Sweet Crude Oil Future February 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	79.39	78.24	-1.15	-1.4%	78.56
High	79.97	79.12	-0.85	-1.1%	80.77
Low	77.71	77.29	-0.42	-0.5%	73.73
Close	78.17	78.21	0.04	0.1%	77.36
Range	2.26	1.83	-0.43	-19.0%	7.04
ATR	2.49	2.44	-0.05	-1.9%	0.00
Volume	103,149	108,613	5,464	5.3%	423,601

Daily Pivots for day following 03-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.70	82.78	79.22
R3	81.87	80.95	78.71
R2	80.04	80.04	78.55
R1	79.12	79.12	78.38	78.67
PP	78.21	78.21	78.21	77.98
S1	77.29	77.29	78.04	76.84
S2	76.38	76.38	77.87
S3	74.55	75.46	77.71
S4	72.72	73.63	77.20

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%	2.84	3.6%	67%	False	False	96,090
10	81.10	73.73	7.37	9.4%	2.59	3.3%	61%	False	False	89,304
20	81.78	73.73	8.05	10.3%	2.40	3.1%	56%	False	False	60,725
40	83.19	70.74	12.45	15.9%	2.35	3.0%	60%	False	False	41,744
60	83.19	66.82	16.37	20.9%	2.25	2.9%	70%	False	False	31,294
80	83.19	66.82	16.37	20.9%	2.13	2.7%	70%	False	False	24,818
100	83.19	65.71	17.48	22.4%	1.98	2.5%	72%	False	False	20,875
120	83.19	63.61	19.58	25.0%	1.81	2.3%	75%	False	False	17,881

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	0.58
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	86.90
2.618	83.91
1.618	82.08
1.000	80.95
0.618	80.25
HIGH	79.12
0.618	78.42
0.500	78.21
0.382	77.99
LOW	77.29
0.618	76.16
1.000	75.46
1.618	74.33
2.618	72.50
4.250	69.51

Fisher Pivots for day following 03-Dec-2009
Pivot	1 day	3 day
R1	78.21	78.85
PP	78.21	78.63
S1	78.21	78.42

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

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