NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 27-Oct-2009

Day Change Summary
	Previous	Current
	26-Oct-2009	27-Oct-2009	Change	Change %	Previous Week
Open	82.73	81.67	-1.06	-1.3%	81.02
High	82.91	82.23	-0.68	-0.8%	84.42
Low	81.20	80.81	-0.39	-0.5%	81.02
Close	81.53	82.21	0.68	0.8%	83.36
Range	1.71	1.42	-0.29	-17.0%	3.40
ATR	1.51	1.50	-0.01	-0.4%	0.00
Volume	5,083	5,624	541	10.6%	25,989

Daily Pivots for day following 27-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.01	85.53	82.99
R3	84.59	84.11	82.60
R2	83.17	83.17	82.47
R1	82.69	82.69	82.34	82.93
PP	81.75	81.75	81.75	81.87
S1	81.27	81.27	82.08	81.51
S2	80.33	80.33	81.95
S3	78.91	79.85	81.82
S4	77.49	78.43	81.43

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.13	91.65	85.23
R3	89.73	88.25	84.30
R2	86.33	86.33	83.98
R1	84.85	84.85	83.67	85.59
PP	82.93	82.93	82.93	83.31
S1	81.45	81.45	83.05	82.19
S2	79.53	79.53	82.74
S3	76.13	78.05	82.43
S4	72.73	74.65	81.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.42	80.81	3.61	4.4%	1.47	1.8%	39%	False	True	5,544
10	84.42	77.67	6.75	8.2%	1.38	1.7%	67%	False	False	5,355
20	84.42	69.30	15.12	18.4%	1.34	1.6%	85%	False	False	4,651
40	84.42	68.84	15.58	19.0%	1.07	1.3%	86%	False	False	3,786
60	84.42	68.84	15.58	19.0%	0.90	1.1%	86%	False	False	3,221
80	84.42	65.75	18.67	22.7%	0.85	1.0%	88%	False	False	2,925

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	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.27
2.618	85.95
1.618	84.53
1.000	83.65
0.618	83.11
HIGH	82.23
0.618	81.69
0.500	81.52
0.382	81.35
LOW	80.81
0.618	79.93
1.000	79.39
1.618	78.51
2.618	77.09
4.250	74.78

Fisher Pivots for day following 27-Oct-2009
Pivot	1 day	3 day
R1	81.98	82.61
PP	81.75	82.47
S1	81.52	82.34

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

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