NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 24-Nov-2009

Day Change Summary
	Previous	Current
	23-Nov-2009	24-Nov-2009	Change	Change %	Previous Week
Open	79.63	79.33	-0.30	-0.4%	78.70
High	81.53	79.55	-1.98	-2.4%	82.30
Low	78.98	77.63	-1.35	-1.7%	78.38
Close	79.33	78.18	-1.15	-1.4%	79.11
Range	2.55	1.92	-0.63	-24.7%	3.92
ATR	2.23	2.21	-0.02	-1.0%	0.00
Volume	20,095	39,992	19,897	99.0%	108,206

Daily Pivots for day following 24-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.21	83.12	79.24
R3	82.29	81.20	78.71
R2	80.37	80.37	78.53
R1	79.28	79.28	78.36	78.87
PP	78.45	78.45	78.45	78.25
S1	77.36	77.36	78.00	76.95
S2	76.53	76.53	77.83
S3	74.61	75.44	77.65
S4	72.69	73.52	77.12

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	91.69	89.32	81.27
R3	87.77	85.40	80.19
R2	83.85	83.85	79.83
R1	81.48	81.48	79.47	82.67
PP	79.93	79.93	79.93	80.52
S1	77.56	77.56	78.75	78.75
S2	76.01	76.01	78.39
S3	72.09	73.64	78.03
S4	68.17	69.72	76.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.30	77.63	4.67	6.0%	2.13	2.7%	12%	False	True	26,364
10	82.30	77.63	4.67	6.0%	2.12	2.7%	12%	False	True	22,536
20	82.81	77.63	5.18	6.6%	2.29	2.9%	11%	False	True	20,098
40	83.60	68.28	15.32	19.6%	2.18	2.8%	65%	False	False	15,780
60	83.60	67.46	16.14	20.6%	2.05	2.6%	66%	False	False	12,674
80	83.60	67.46	16.14	20.6%	1.96	2.5%	66%	False	False	10,516
100	83.60	64.26	19.34	24.7%	1.83	2.3%	72%	False	False	9,175

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.71
2.618	84.58
1.618	82.66
1.000	81.47
0.618	80.74
HIGH	79.55
0.618	78.82
0.500	78.59
0.382	78.36
LOW	77.63
0.618	76.44
1.000	75.71
1.618	74.52
2.618	72.60
4.250	69.47

Fisher Pivots for day following 24-Nov-2009
Pivot	1 day	3 day
R1	78.59	79.58
PP	78.45	79.11
S1	78.32	78.65

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

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