NYMEX Light Sweet Crude Oil Future April 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	81.92	82.44	0.52	0.6%	82.44
High	83.20	82.77	-0.43	-0.5%	84.00
Low	81.92	81.99	0.07	0.1%	78.91
Close	82.93	82.12	-0.81	-1.0%	79.26
Range	1.28	0.78	-0.50	-39.1%	5.09
ATR	2.03	1.95	-0.08	-3.8%	0.00
Volume	8,499	9,078	579	6.8%	27,764

Daily Pivots for day following 05-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.63	84.16	82.55
R3	83.85	83.38	82.33
R2	83.07	83.07	82.26
R1	82.60	82.60	82.19	82.45
PP	82.29	82.29	82.29	82.22
S1	81.82	81.82	82.05	81.67
S2	81.51	81.51	81.98
S3	80.73	81.04	81.91
S4	79.95	80.26	81.69

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	83.20	79.10	4.10	5.0%	1.91	2.3%	74%	False	False	7,134
10	84.00	78.91	5.09	6.2%	2.13	2.6%	63%	False	False	6,157
20	84.09	73.58	10.51	12.8%	1.84	2.2%	81%	False	False	6,181
40	84.09	68.38	15.71	19.1%	1.69	2.1%	87%	False	False	5,057
60	84.09	68.38	15.71	19.1%	1.47	1.8%	87%	False	False	4,167
80	84.09	68.16	15.93	19.4%	1.32	1.6%	88%	False	False	3,698

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	86.09
2.618	84.81
1.618	84.03
1.000	83.55
0.618	83.25
HIGH	82.77
0.618	82.47
0.500	82.38
0.382	82.29
LOW	81.99
0.618	81.51
1.000	81.21
1.618	80.73
2.618	79.95
4.250	78.68

Fisher Pivots for day following 05-Nov-2009
Pivot	1 day	3 day
R1	82.38	81.80
PP	82.29	81.47
S1	82.21	81.15

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

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