NYMEX Light Sweet Crude Oil Future June 2010

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

Day Change Summary
	Previous	Current
	02-Nov-2009	03-Nov-2009	Change	Change %	Previous Week
Open	79.85	81.60	1.75	2.2%	83.68
High	81.77	83.14	1.37	1.7%	84.85
Low	79.85	80.18	0.33	0.4%	79.97
Close	81.62	83.11	1.49	1.8%	80.13
Range	1.92	2.96	1.04	54.2%	4.88
ATR	2.13	2.19	0.06	2.8%	0.00
Volume	14,779	14,276	-503	-3.4%	73,554

Daily Pivots for day following 03-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	91.02	90.03	84.74
R3	88.06	87.07	83.92
R2	85.10	85.10	83.65
R1	84.11	84.11	83.38	84.61
PP	82.14	82.14	82.14	82.39
S1	81.15	81.15	82.84	81.65
S2	79.18	79.18	82.57
S3	76.22	78.19	82.30
S4	73.26	75.23	81.48

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	4.0%	2.67	3.2%	97%	False	False	14,448
10	84.85	79.85	5.00	6.0%	2.46	3.0%	65%	False	False	15,753
20	84.85	71.98	12.87	15.5%	2.11	2.5%	86%	False	False	14,687
40	84.85	69.40	15.45	18.6%	2.01	2.4%	89%	False	False	13,329
60	84.85	69.40	15.45	18.6%	1.96	2.4%	89%	False	False	11,550
80	84.85	66.35	18.50	22.3%	1.93	2.3%	91%	False	False	10,945

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	0.45
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	95.72
2.618	90.89
1.618	87.93
1.000	86.10
0.618	84.97
HIGH	83.14
0.618	82.01
0.500	81.66
0.382	81.31
LOW	80.18
0.618	78.35
1.000	77.22
1.618	75.39
2.618	72.43
4.250	67.60

Fisher Pivots for day following 03-Nov-2009
Pivot	1 day	3 day
R1	82.63	82.57
PP	82.14	82.03
S1	81.66	81.50

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

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