NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 03-Dec-2009

Day Change Summary
	Previous	Current
	02-Dec-2009	03-Dec-2009	Change	Change %	Previous Week
Open	81.25	81.58	0.33	0.4%	80.74
High	82.52	82.18	-0.34	-0.4%	82.61
Low	80.71	80.93	0.22	0.3%	77.01
Close	81.25	81.58	0.33	0.4%	80.15
Range	1.81	1.25	-0.56	-30.9%	5.60
ATR	1.99	1.94	-0.05	-2.7%	0.00
Volume	11,698	12,420	722	6.2%	33,223

Daily Pivots for day following 03-Dec-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.31	84.70	82.27
R3	84.06	83.45	81.92
R2	82.81	82.81	81.81
R1	82.20	82.20	81.69	82.21
PP	81.56	81.56	81.56	81.57
S1	80.95	80.95	81.47	80.96
S2	80.31	80.31	81.35
S3	79.06	79.70	81.24
S4	77.81	78.45	80.89

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%	2.12	2.6%	76%	False	False	10,706
10	83.05	77.01	6.04	7.4%	2.00	2.4%	76%	False	False	8,393
20	83.45	77.01	6.44	7.9%	1.84	2.3%	71%	False	False	6,961
40	84.42	72.75	11.67	14.3%	1.70	2.1%	76%	False	False	5,935
60	84.42	68.84	15.58	19.1%	1.46	1.8%	82%	False	False	5,119
80	84.42	68.84	15.58	19.1%	1.25	1.5%	82%	False	False	4,370
100	84.42	67.39	17.03	20.9%	1.14	1.4%	83%	False	False	3,903

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.44
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	87.49
2.618	85.45
1.618	84.20
1.000	83.43
0.618	82.95
HIGH	82.18
0.618	81.70
0.500	81.56
0.382	81.41
LOW	80.93
0.618	80.16
1.000	79.68
1.618	78.91
2.618	77.66
4.250	75.62

Fisher Pivots for day following 03-Dec-2009
Pivot	1 day	3 day
R1	81.57	81.88
PP	81.56	81.78
S1	81.56	81.68

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

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