NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 30-Oct-2009

Day Change Summary
	Previous	Current
	29-Oct-2009	30-Oct-2009	Change	Change %	Previous Week
Open	79.69	82.47	2.78	3.5%	82.73
High	82.70	82.47	-0.23	-0.3%	82.91
Low	79.69	79.65	-0.04	-0.1%	79.65
Close	82.33	79.72	-2.61	-3.2%	79.72
Range	3.01	2.82	-0.19	-6.3%	3.26
ATR	1.65	1.74	0.08	5.0%	0.00
Volume	4,968	4,062	-906	-18.2%	24,094

Daily Pivots for day following 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	89.07	87.22	81.27
R3	86.25	84.40	80.50
R2	83.43	83.43	80.24
R1	81.58	81.58	79.98	81.10
PP	80.61	80.61	80.61	80.37
S1	78.76	78.76	79.46	78.28
S2	77.79	77.79	79.20
S3	74.97	75.94	78.94
S4	72.15	73.12	78.17

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	90.54	88.39	81.51
R3	87.28	85.13	80.62
R2	84.02	84.02	80.32
R1	81.87	81.87	80.02	81.32
PP	80.76	80.76	80.76	80.48
S1	78.61	78.61	79.42	78.06
S2	77.50	77.50	79.12
S3	74.24	75.35	78.82
S4	70.98	72.09	77.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.91	79.65	3.26	4.1%	2.01	2.5%	2%	False	True	4,818
10	84.42	79.65	4.77	6.0%	1.68	2.1%	1%	False	True	5,008
20	84.42	71.93	12.49	15.7%	1.40	1.8%	62%	False	False	4,666
40	84.42	68.84	15.58	19.5%	1.15	1.4%	70%	False	False	3,934
60	84.42	68.84	15.58	19.5%	0.98	1.2%	70%	False	False	3,327
80	84.42	65.75	18.67	23.4%	0.90	1.1%	75%	False	False	3,023

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	0.14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	94.46
2.618	89.85
1.618	87.03
1.000	85.29
0.618	84.21
HIGH	82.47
0.618	81.39
0.500	81.06
0.382	80.73
LOW	79.65
0.618	77.91
1.000	76.83
1.618	75.09
2.618	72.27
4.250	67.67

Fisher Pivots for day following 30-Oct-2009
Pivot	1 day	3 day
R1	81.06	81.18
PP	80.61	80.69
S1	80.17	80.21

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

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