NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 19-Oct-2009

Day Change Summary
	Previous	Current
	16-Oct-2009	19-Oct-2009	Change	Change %	Previous Week
Open	80.69	81.02	0.33	0.4%	75.75
High	81.34	82.18	0.84	1.0%	81.34
Low	80.00	81.02	1.02	1.3%	75.75
Close	81.29	82.18	0.89	1.1%	81.29
Range	1.34	1.16	-0.18	-13.4%	5.59
ATR	1.44	1.42	-0.02	-1.4%	0.00
Volume	5,697	6,799	1,102	19.3%	26,373

Daily Pivots for day following 19-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.27	84.89	82.82
R3	84.11	83.73	82.50
R2	82.95	82.95	82.39
R1	82.57	82.57	82.29	82.76
PP	81.79	81.79	81.79	81.89
S1	81.41	81.41	82.07	81.60
S2	80.63	80.63	81.97
S3	79.47	80.25	81.86
S4	78.31	79.09	81.54

Weekly Pivots for week ending 16-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	96.23	94.35	84.36
R3	90.64	88.76	82.83
R2	85.05	85.05	82.31
R1	83.17	83.17	81.80	84.11
PP	79.46	79.46	79.46	79.93
S1	77.58	77.58	80.78	78.52
S2	73.87	73.87	80.27
S3	68.28	71.99	79.75
S4	62.69	66.40	78.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.18	76.06	6.12	7.4%	1.20	1.5%	100%	True	False	6,172
10	82.18	71.93	10.25	12.5%	1.21	1.5%	100%	True	False	4,430
20	82.18	68.84	13.34	16.2%	1.25	1.5%	100%	True	False	4,289
40	82.18	68.84	13.34	16.2%	0.86	1.1%	100%	True	False	3,354
60	82.18	68.84	13.34	16.2%	0.80	1.0%	100%	True	False	2,886

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	0.17
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	87.11
2.618	85.22
1.618	84.06
1.000	83.34
0.618	82.90
HIGH	82.18
0.618	81.74
0.500	81.60
0.382	81.46
LOW	81.02
0.618	80.30
1.000	79.86
1.618	79.14
2.618	77.98
4.250	76.09

Fisher Pivots for day following 19-Oct-2009
Pivot	1 day	3 day
R1	81.99	81.52
PP	81.79	80.86
S1	81.60	80.20

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

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