NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 02-Dec-2009

Day Change Summary
	Previous	Current
	01-Dec-2009	02-Dec-2009	Change	Change %	Previous Week
Open	82.60	81.25	-1.35	-1.6%	80.74
High	83.05	82.52	-0.53	-0.6%	82.61
Low	81.53	80.71	-0.82	-1.0%	77.01
Close	82.60	81.25	-1.35	-1.6%	80.15
Range	1.52	1.81	0.29	19.1%	5.60
ATR	2.00	1.99	-0.01	-0.4%	0.00
Volume	6,918	11,698	4,780	69.1%	33,223

Daily Pivots for day following 02-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.92	85.90	82.25
R3	85.11	84.09	81.75
R2	83.30	83.30	81.58
R1	82.28	82.28	81.42	82.16
PP	81.49	81.49	81.49	81.43
S1	80.47	80.47	81.08	80.35
S2	79.68	79.68	80.92
S3	77.87	78.66	80.75
S4	76.06	76.85	80.25

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	96.72	94.04	83.23
R3	91.12	88.44	81.69
R2	85.52	85.52	81.18
R1	82.84	82.84	80.66	81.38
PP	79.92	79.92	79.92	79.20
S1	77.24	77.24	79.64	75.78
S2	74.32	74.32	79.12
S3	68.72	71.64	78.61
S4	63.12	66.04	77.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.05	77.01	6.04	7.4%	2.33	2.9%	70%	False	False	10,249
10	83.45	77.01	6.44	7.9%	2.00	2.5%	66%	False	False	7,531
20	83.67	77.01	6.66	8.2%	1.84	2.3%	64%	False	False	6,630
40	84.42	71.93	12.49	15.4%	1.71	2.1%	75%	False	False	5,691
60	84.42	68.84	15.58	19.2%	1.45	1.8%	80%	False	False	4,948
80	84.42	68.84	15.58	19.2%	1.24	1.5%	80%	False	False	4,227
100	84.42	66.44	17.98	22.1%	1.13	1.4%	82%	False	False	3,806

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.41
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.21
2.618	87.26
1.618	85.45
1.000	84.33
0.618	83.64
HIGH	82.52
0.618	81.83
0.500	81.62
0.382	81.40
LOW	80.71
0.618	79.59
1.000	78.90
1.618	77.78
2.618	75.97
4.250	73.02

Fisher Pivots for day following 02-Dec-2009
Pivot	1 day	3 day
R1	81.62	81.53
PP	81.49	81.43
S1	81.37	81.34

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

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