NYMEX Light Sweet Crude Oil Future April 2010

Trading Metrics calculated at close of trading on 02-Nov-2009

Day Change Summary
	Previous	Current
	30-Oct-2009	02-Nov-2009	Change	Change %	Previous Week
Open	81.97	79.72	-2.25	-2.7%	82.44
High	81.97	80.99	-0.98	-1.2%	84.00
Low	79.17	79.27	0.10	0.1%	78.91
Close	79.26	80.66	1.40	1.8%	79.26
Range	2.80	1.72	-1.08	-38.6%	5.09
ATR	2.04	2.02	-0.02	-1.1%	0.00
Volume	6,165	5,668	-497	-8.1%	27,764

Daily Pivots for day following 02-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.47	84.78	81.61
R3	83.75	83.06	81.13
R2	82.03	82.03	80.98
R1	81.34	81.34	80.82	81.69
PP	80.31	80.31	80.31	80.48
S1	79.62	79.62	80.50	79.97
S2	78.59	78.59	80.34
S3	76.87	77.90	80.19
S4	75.15	76.18	79.71

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	95.99	92.72	82.06
R3	90.90	87.63	80.66
R2	85.81	85.81	80.19
R1	82.54	82.54	79.73	81.63
PP	80.72	80.72	80.72	80.27
S1	77.45	77.45	78.79	76.54
S2	75.63	75.63	78.33
S3	70.54	72.36	77.86
S4	65.45	67.27	76.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.40	78.91	3.49	4.3%	2.34	2.9%	50%	False	False	5,685
10	84.09	78.91	5.18	6.4%	2.22	2.8%	34%	False	False	5,648
20	84.09	71.19	12.90	16.0%	1.88	2.3%	73%	False	False	5,497
40	84.09	68.38	15.71	19.5%	1.64	2.0%	78%	False	False	4,633
60	84.09	68.38	15.71	19.5%	1.43	1.8%	78%	False	False	3,847
80	84.09	65.05	19.04	23.6%	1.27	1.6%	82%	False	False	3,491

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	88.30
2.618	85.49
1.618	83.77
1.000	82.71
0.618	82.05
HIGH	80.99
0.618	80.33
0.500	80.13
0.382	79.93
LOW	79.27
0.618	78.21
1.000	77.55
1.618	76.49
2.618	74.77
4.250	71.96

Fisher Pivots for day following 02-Nov-2009
Pivot	1 day	3 day
R1	80.48	80.79
PP	80.31	80.74
S1	80.13	80.70

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

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