NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 06-Nov-2009

Day Change Summary
	Previous	Current
	05-Nov-2009	06-Nov-2009	Change	Change %	Previous Week
Open	82.90	83.20	0.30	0.4%	79.36
High	83.06	83.20	0.14	0.2%	83.67
Low	82.66	79.89	-2.77	-3.4%	79.35
Close	82.64	80.54	-2.10	-2.5%	80.54
Range	0.40	3.31	2.91	727.5%	4.32
ATR	1.71	1.82	0.11	6.7%	0.00
Volume	7,937	6,593	-1,344	-16.9%	30,469

Daily Pivots for day following 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	91.14	89.15	82.36
R3	87.83	85.84	81.45
R2	84.52	84.52	81.15
R1	82.53	82.53	80.84	81.87
PP	81.21	81.21	81.21	80.88
S1	79.22	79.22	80.24	78.56
S2	77.90	77.90	79.93
S3	74.59	75.91	79.63
S4	71.28	72.60	78.72

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	94.15	91.66	82.92
R3	89.83	87.34	81.73
R2	85.51	85.51	81.33
R1	83.02	83.02	80.94	84.27
PP	81.19	81.19	81.19	81.81
S1	78.70	78.70	80.14	79.95
S2	76.87	76.87	79.75
S3	72.55	74.38	79.35
S4	68.23	70.06	78.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.67	79.35	4.32	5.4%	1.93	2.4%	28%	False	False	6,093
10	83.67	79.35	4.32	5.4%	1.97	2.4%	28%	False	False	5,456
20	84.42	75.75	8.67	10.8%	1.60	2.0%	55%	False	False	5,346
40	84.42	68.84	15.58	19.3%	1.29	1.6%	75%	False	False	4,381
60	84.42	68.84	15.58	19.3%	1.10	1.4%	75%	False	False	3,695
80	84.42	68.84	15.58	19.3%	0.99	1.2%	75%	False	False	3,294

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	97.27
2.618	91.87
1.618	88.56
1.000	86.51
0.618	85.25
HIGH	83.20
0.618	81.94
0.500	81.55
0.382	81.15
LOW	79.89
0.618	77.84
1.000	76.58
1.618	74.53
2.618	71.22
4.250	65.82

Fisher Pivots for day following 06-Nov-2009
Pivot	1 day	3 day
R1	81.55	81.78
PP	81.21	81.37
S1	80.88	80.95

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

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