NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 09-Nov-2009

Day Change Summary
	Previous	Current
	06-Nov-2009	09-Nov-2009	Change	Change %	Previous Week
Open	83.20	82.52	-0.68	-0.8%	79.36
High	83.20	83.00	-0.20	-0.2%	83.67
Low	79.89	81.10	1.21	1.5%	79.35
Close	80.54	82.52	1.98	2.5%	80.54
Range	3.31	1.90	-1.41	-42.6%	4.32
ATR	1.82	1.87	0.05	2.5%	0.00
Volume	6,593	5,408	-1,185	-18.0%	30,469

Daily Pivots for day following 09-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	87.91	87.11	83.57
R3	86.01	85.21	83.04
R2	84.11	84.11	82.87
R1	83.31	83.31	82.69	83.47
PP	82.21	82.21	82.21	82.29
S1	81.41	81.41	82.35	81.57
S2	80.31	80.31	82.17
S3	78.41	79.51	82.00
S4	76.51	77.61	81.48

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	79.89	3.78	4.6%	1.92	2.3%	70%	False	False	6,049
10	83.67	79.35	4.32	5.2%	1.99	2.4%	73%	False	False	5,488
20	84.42	76.06	8.36	10.1%	1.66	2.0%	77%	False	False	5,501
40	84.42	68.84	15.58	18.9%	1.32	1.6%	88%	False	False	4,420
60	84.42	68.84	15.58	18.9%	1.09	1.3%	88%	False	False	3,724
80	84.42	68.84	15.58	18.9%	1.01	1.2%	88%	False	False	3,344

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.08
2.618	87.97
1.618	86.07
1.000	84.90
0.618	84.17
HIGH	83.00
0.618	82.27
0.500	82.05
0.382	81.83
LOW	81.10
0.618	79.93
1.000	79.20
1.618	78.03
2.618	76.13
4.250	73.03

Fisher Pivots for day following 09-Nov-2009
Pivot	1 day	3 day
R1	82.36	82.20
PP	82.21	81.87
S1	82.05	81.55

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

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