NYMEX Light Sweet Crude Oil Future June 2010

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

Day Change Summary
	Previous	Current
	30-Oct-2009	02-Nov-2009	Change	Change %	Previous Week
Open	82.89	79.85	-3.04	-3.7%	83.68
High	82.89	81.77	-1.12	-1.4%	84.85
Low	79.97	79.85	-0.12	-0.2%	79.97
Close	80.13	81.62	1.49	1.9%	80.13
Range	2.92	1.92	-1.00	-34.2%	4.88
ATR	2.15	2.13	-0.02	-0.8%	0.00
Volume	12,311	14,779	2,468	20.0%	73,554

Daily Pivots for day following 02-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.84	86.15	82.68
R3	84.92	84.23	82.15
R2	83.00	83.00	81.97
R1	82.31	82.31	81.80	82.66
PP	81.08	81.08	81.08	81.25
S1	80.39	80.39	81.44	80.74
S2	79.16	79.16	81.27
S3	77.24	78.47	81.09
S4	75.32	76.55	80.56

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	96.29	93.09	82.81
R3	91.41	88.21	81.47
R2	86.53	86.53	81.02
R1	83.33	83.33	80.58	82.49
PP	81.65	81.65	81.65	81.23
S1	78.45	78.45	79.68	77.61
S2	76.77	76.77	79.24
S3	71.89	73.57	78.79
S4	67.01	68.69	77.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.20	79.85	3.35	4.1%	2.40	2.9%	53%	False	True	14,780
10	84.85	79.85	5.00	6.1%	2.31	2.8%	35%	False	True	15,229
20	84.85	71.98	12.87	15.8%	2.03	2.5%	75%	False	False	14,543
40	84.85	69.40	15.45	18.9%	2.02	2.5%	79%	False	False	13,162
60	84.85	69.40	15.45	18.9%	1.93	2.4%	79%	False	False	11,430
80	84.85	65.66	19.19	23.5%	1.91	2.3%	83%	False	False	10,833

Crabel Price Patterns
NR	True
NR4	True
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	True
Bull Hook	False
Stretch	0.34
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	89.93
2.618	86.80
1.618	84.88
1.000	83.69
0.618	82.96
HIGH	81.77
0.618	81.04
0.500	80.81
0.382	80.58
LOW	79.85
0.618	78.66
1.000	77.93
1.618	76.74
2.618	74.82
4.250	71.69

Fisher Pivots for day following 02-Nov-2009
Pivot	1 day	3 day
R1	81.35	81.59
PP	81.08	81.56
S1	80.81	81.53

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

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