NYMEX Light Sweet Crude Oil Future April 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	81.49	81.99	0.50	0.6%	79.72
High	82.85	82.48	-0.37	-0.4%	83.20
Low	80.59	81.36	0.77	1.0%	79.10
Close	81.49	81.88	0.39	0.5%	79.99
Range	2.26	1.12	-1.14	-50.4%	4.10
ATR	2.10	2.03	-0.07	-3.3%	0.00
Volume	5,070	5,612	542	10.7%	37,941

Daily Pivots for day following 11-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.27	84.69	82.50
R3	84.15	83.57	82.19
R2	83.03	83.03	82.09
R1	82.45	82.45	81.98	82.18
PP	81.91	81.91	81.91	81.77
S1	81.33	81.33	81.78	81.06
S2	80.79	80.79	81.67
S3	79.67	80.21	81.57
S4	78.55	79.09	81.26

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.06	90.63	82.25
R3	88.96	86.53	81.12
R2	84.86	84.86	80.74
R1	82.43	82.43	80.37	83.65
PP	80.76	80.76	80.76	81.37
S1	78.33	78.33	79.61	79.55
S2	76.66	76.66	79.24
S3	72.56	74.23	78.86
S4	68.46	70.13	77.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.85	79.33	3.52	4.3%	1.88	2.3%	72%	False	False	7,133
10	83.20	79.10	4.10	5.0%	2.14	2.6%	68%	False	False	6,754
20	84.09	77.50	6.59	8.0%	2.08	2.5%	66%	False	False	6,394
40	84.09	68.38	15.71	19.2%	1.76	2.1%	86%	False	False	5,434
60	84.09	68.38	15.71	19.2%	1.53	1.9%	86%	False	False	4,449
80	84.09	68.38	15.71	19.2%	1.41	1.7%	86%	False	False	3,955

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	0.35
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	87.24
2.618	85.41
1.618	84.29
1.000	83.60
0.618	83.17
HIGH	82.48
0.618	82.05
0.500	81.92
0.382	81.79
LOW	81.36
0.618	80.67
1.000	80.24
1.618	79.55
2.618	78.43
4.250	76.60

Fisher Pivots for day following 11-Nov-2009
Pivot	1 day	3 day
R1	81.92	81.83
PP	81.91	81.77
S1	81.89	81.72

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

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