NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 16-Nov-2009

Day Change Summary
	Previous	Current
	13-Nov-2009	16-Nov-2009	Change	Change %	Previous Week
Open	80.37	80.50	0.13	0.2%	82.52
High	80.37	82.31	1.94	2.4%	83.36
Low	79.27	80.08	0.81	1.0%	79.27
Close	79.81	82.20	2.39	3.0%	79.81
Range	1.10	2.23	1.13	102.7%	4.09
ATR	1.80	1.85	0.05	2.8%	0.00
Volume	8,325	4,642	-3,683	-44.2%	28,959

Daily Pivots for day following 16-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.22	87.44	83.43
R3	85.99	85.21	82.81
R2	83.76	83.76	82.61
R1	82.98	82.98	82.40	83.37
PP	81.53	81.53	81.53	81.73
S1	80.75	80.75	82.00	81.14
S2	79.30	79.30	81.79
S3	77.07	78.52	81.59
S4	74.84	76.29	80.97

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.08	90.54	82.06
R3	88.99	86.45	80.93
R2	84.90	84.90	80.56
R1	82.36	82.36	80.18	81.59
PP	80.81	80.81	80.81	80.43
S1	78.27	78.27	79.44	77.50
S2	76.72	76.72	79.06
S3	72.63	74.18	78.69
S4	68.54	70.09	77.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.36	79.27	4.09	5.0%	1.69	2.1%	72%	False	False	5,638
10	83.67	79.27	4.40	5.4%	1.80	2.2%	67%	False	False	5,843
20	84.42	79.27	5.15	6.3%	1.78	2.2%	57%	False	False	5,367
40	84.42	68.84	15.58	19.0%	1.52	1.8%	86%	False	False	4,828
60	84.42	68.84	15.58	19.0%	1.17	1.4%	86%	False	False	4,025
80	84.42	68.84	15.58	19.0%	1.05	1.3%	86%	False	False	3,506

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	91.79
2.618	88.15
1.618	85.92
1.000	84.54
0.618	83.69
HIGH	82.31
0.618	81.46
0.500	81.20
0.382	80.93
LOW	80.08
0.618	78.70
1.000	77.85
1.618	76.47
2.618	74.24
4.250	70.60

Fisher Pivots for day following 16-Nov-2009
Pivot	1 day	3 day
R1	81.87	81.73
PP	81.53	81.26
S1	81.20	80.79

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

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