NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 01-Dec-2009

Day Change Summary
	Previous	Current
	30-Nov-2009	01-Dec-2009	Change	Change %	Previous Week
Open	78.76	79.77	1.01	1.3%	79.63
High	80.54	81.52	0.98	1.2%	81.53
Low	77.67	79.64	1.97	2.5%	74.88
Close	79.84	80.94	1.10	1.4%	78.50
Range	2.87	1.88	-0.99	-34.5%	6.65
ATR	2.47	2.43	-0.04	-1.7%	0.00
Volume	29,838	44,102	14,264	47.8%	168,787

Daily Pivots for day following 01-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.34	85.52	81.97
R3	84.46	83.64	81.46
R2	82.58	82.58	81.28
R1	81.76	81.76	81.11	82.17
PP	80.70	80.70	80.70	80.91
S1	79.88	79.88	80.77	80.29
S2	78.82	78.82	80.60
S3	76.94	78.00	80.42
S4	75.06	76.12	79.91

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	98.25	95.03	82.16
R3	91.60	88.38	80.33
R2	84.95	84.95	79.72
R1	81.73	81.73	79.11	80.02
PP	78.30	78.30	78.30	77.45
S1	75.08	75.08	77.89	73.37
S2	71.65	71.65	77.28
S3	65.00	68.43	76.67
S4	58.35	61.78	74.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.52	74.88	6.64	8.2%	2.81	3.5%	91%	True	False	44,526
10	82.30	74.88	7.42	9.2%	2.44	3.0%	82%	False	False	33,308
20	82.81	74.88	7.93	9.8%	2.37	2.9%	76%	False	False	26,181
40	83.60	70.76	12.84	15.9%	2.23	2.8%	79%	False	False	19,461
60	83.60	67.46	16.14	19.9%	2.14	2.6%	84%	False	False	15,373
80	83.60	67.46	16.14	19.9%	2.05	2.5%	84%	False	False	12,570
100	83.60	64.26	19.34	23.9%	1.91	2.4%	86%	False	False	10,870

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.34
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	89.51
2.618	86.44
1.618	84.56
1.000	83.40
0.618	82.68
HIGH	81.52
0.618	80.80
0.500	80.58
0.382	80.36
LOW	79.64
0.618	78.48
1.000	77.76
1.618	76.60
2.618	74.72
4.250	71.65

Fisher Pivots for day following 01-Dec-2009
Pivot	1 day	3 day
R1	80.82	80.03
PP	80.70	79.11
S1	80.58	78.20

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

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