NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 05-Nov-2009

Day Change Summary
	Previous	Current
	04-Nov-2009	05-Nov-2009	Change	Change %	Previous Week
Open	81.36	82.17	0.81	1.0%	81.99
High	82.81	82.39	-0.42	-0.5%	83.50
Low	81.00	81.31	0.31	0.4%	78.65
Close	82.36	81.55	-0.81	-1.0%	78.79
Range	1.81	1.08	-0.73	-40.3%	4.85
ATR	2.23	2.15	-0.08	-3.7%	0.00
Volume	21,763	23,870	2,107	9.7%	71,714

Daily Pivots for day following 05-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.99	84.35	82.14
R3	83.91	83.27	81.85
R2	82.83	82.83	81.75
R1	82.19	82.19	81.65	81.97
PP	81.75	81.75	81.75	81.64
S1	81.11	81.11	81.45	80.89
S2	80.67	80.67	81.35
S3	79.59	80.03	81.25
S4	78.51	78.95	80.96

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	94.86	91.68	81.46
R3	90.01	86.83	80.12
R2	85.16	85.16	79.68
R1	81.98	81.98	79.23	81.15
PP	80.31	80.31	80.31	79.90
S1	77.13	77.13	78.35	76.30
S2	75.46	75.46	77.90
S3	70.61	72.28	77.46
S4	65.76	67.43	76.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.81	78.47	4.34	5.3%	2.15	2.6%	71%	False	False	19,539
10	83.50	78.47	5.03	6.2%	2.33	2.9%	61%	False	False	17,122
20	83.60	72.80	10.80	13.2%	2.06	2.5%	81%	False	False	14,489
40	83.60	67.46	16.14	19.8%	2.03	2.5%	87%	False	False	11,093
60	83.60	67.46	16.14	19.8%	1.99	2.4%	87%	False	False	9,051
80	83.60	67.31	16.29	20.0%	1.83	2.2%	87%	False	False	7,766

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.48
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	86.98
2.618	85.22
1.618	84.14
1.000	83.47
0.618	83.06
HIGH	82.39
0.618	81.98
0.500	81.85
0.382	81.72
LOW	81.31
0.618	80.64
1.000	80.23
1.618	79.56
2.618	78.48
4.250	76.72

Fisher Pivots for day following 05-Nov-2009
Pivot	1 day	3 day
R1	81.85	81.26
PP	81.75	80.98
S1	81.65	80.69

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

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