NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 11-Nov-2009

Day Change Summary
	Previous	Current
	10-Nov-2009	11-Nov-2009	Change	Change %	Previous Week
Open	81.31	80.92	-0.39	-0.5%	78.59
High	82.29	81.95	-0.34	-0.4%	82.81
Low	79.78	80.50	0.72	0.9%	78.47
Close	80.89	81.25	0.36	0.4%	79.39
Range	2.51	1.45	-1.06	-42.2%	4.34
ATR	2.29	2.23	-0.06	-2.6%	0.00
Volume	12,967	16,538	3,571	27.5%	101,314

Daily Pivots for day following 11-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.58	84.87	82.05
R3	84.13	83.42	81.65
R2	82.68	82.68	81.52
R1	81.97	81.97	81.38	82.33
PP	81.23	81.23	81.23	81.41
S1	80.52	80.52	81.12	80.88
S2	79.78	79.78	80.98
S3	78.33	79.07	80.85
S4	76.88	77.62	80.45

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.24	90.66	81.78
R3	88.90	86.32	80.58
R2	84.56	84.56	80.19
R1	81.98	81.98	79.79	83.27
PP	80.22	80.22	80.22	80.87
S1	77.64	77.64	78.99	78.93
S2	75.88	75.88	78.59
S3	71.54	73.30	78.20
S4	67.20	68.96	77.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.39	78.81	3.58	4.4%	2.14	2.6%	68%	False	False	17,824
10	82.81	78.47	4.34	5.3%	2.36	2.9%	64%	False	False	17,669
20	83.60	76.90	6.70	8.2%	2.30	2.8%	65%	False	False	15,883
40	83.60	67.46	16.14	19.9%	2.04	2.5%	85%	False	False	12,131
60	83.60	67.46	16.14	19.9%	2.01	2.5%	85%	False	False	9,893
80	83.60	67.46	16.14	19.9%	1.90	2.3%	85%	False	False	8,414

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	88.11
2.618	85.75
1.618	84.30
1.000	83.40
0.618	82.85
HIGH	81.95
0.618	81.40
0.500	81.23
0.382	81.05
LOW	80.50
0.618	79.60
1.000	79.05
1.618	78.15
2.618	76.70
4.250	74.34

Fisher Pivots for day following 11-Nov-2009
Pivot	1 day	3 day
R1	81.24	81.18
PP	81.23	81.11
S1	81.23	81.04

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

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