NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 27-Oct-2009

Day Change Summary
	Previous	Current
	26-Oct-2009	27-Oct-2009	Change	Change %	Previous Week
Open	83.68	82.09	-1.59	-1.9%	81.49
High	84.85	82.82	-2.03	-2.4%	84.84
Low	81.79	81.20	-0.59	-0.7%	81.00
Close	81.97	82.64	0.67	0.8%	83.79
Range	3.06	1.62	-1.44	-47.1%	3.84
ATR	2.00	1.97	-0.03	-1.4%	0.00
Volume	14,432	15,936	1,504	10.4%	80,334

Daily Pivots for day following 27-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	87.08	86.48	83.53
R3	85.46	84.86	83.09
R2	83.84	83.84	82.94
R1	83.24	83.24	82.79	83.54
PP	82.22	82.22	82.22	82.37
S1	81.62	81.62	82.49	81.92
S2	80.60	80.60	82.34
S3	78.98	80.00	82.19
S4	77.36	78.38	81.75

Weekly Pivots for week ending 23-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	94.73	93.10	85.90
R3	90.89	89.26	84.85
R2	87.05	87.05	84.49
R1	85.42	85.42	84.14	86.24
PP	83.21	83.21	83.21	83.62
S1	81.58	81.58	83.44	82.40
S2	79.37	79.37	83.09
S3	75.53	77.74	82.73
S4	71.69	73.90	81.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.85	81.00	3.85	4.7%	2.26	2.7%	43%	False	False	17,058
10	84.85	77.74	7.11	8.6%	1.94	2.3%	69%	False	False	16,088
20	84.85	70.13	14.72	17.8%	1.98	2.4%	85%	False	False	14,400
40	84.85	69.40	15.45	18.7%	1.92	2.3%	86%	False	False	12,669
60	84.85	69.40	15.45	18.7%	1.87	2.3%	86%	False	False	11,272
80	84.85	65.66	19.19	23.2%	1.84	2.2%	88%	False	False	10,404

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.54
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.71
2.618	87.06
1.618	85.44
1.000	84.44
0.618	83.82
HIGH	82.82
0.618	82.20
0.500	82.01
0.382	81.82
LOW	81.20
0.618	80.20
1.000	79.58
1.618	78.58
2.618	76.96
4.250	74.32

Fisher Pivots for day following 27-Oct-2009
Pivot	1 day	3 day
R1	82.43	83.03
PP	82.22	82.90
S1	82.01	82.77

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

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