NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 05-Nov-2009

Day Change Summary
	Previous	Current
	04-Nov-2009	05-Nov-2009	Change	Change %	Previous Week
Open	82.92	83.23	0.31	0.4%	83.68
High	84.20	83.70	-0.50	-0.6%	84.85
Low	82.89	82.86	-0.03	0.0%	79.97
Close	83.88	83.07	-0.81	-1.0%	80.13
Range	1.31	0.84	-0.47	-35.9%	4.88
ATR	2.13	2.05	-0.08	-3.7%	0.00
Volume	13,230	18,889	5,659	42.8%	73,554

Daily Pivots for day following 05-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.73	85.24	83.53
R3	84.89	84.40	83.30
R2	84.05	84.05	83.22
R1	83.56	83.56	83.15	83.39
PP	83.21	83.21	83.21	83.12
S1	82.72	82.72	82.99	82.55
S2	82.37	82.37	82.92
S3	81.53	81.88	82.84
S4	80.69	81.04	82.61

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	84.20	79.85	4.35	5.2%	1.99	2.4%	74%	False	False	14,697
10	84.85	79.85	5.00	6.0%	2.17	2.6%	64%	False	False	14,756
20	84.85	74.30	10.55	12.7%	1.97	2.4%	83%	False	False	14,978
40	84.85	69.40	15.45	18.6%	2.00	2.4%	88%	False	False	13,197
60	84.85	69.40	15.45	18.6%	1.95	2.3%	88%	False	False	11,924
80	84.85	68.44	16.41	19.8%	1.90	2.3%	89%	False	False	11,181

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.39
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	87.27
2.618	85.90
1.618	85.06
1.000	84.54
0.618	84.22
HIGH	83.70
0.618	83.38
0.500	83.28
0.382	83.18
LOW	82.86
0.618	82.34
1.000	82.02
1.618	81.50
2.618	80.66
4.250	79.29

Fisher Pivots for day following 05-Nov-2009
Pivot	1 day	3 day
R1	83.28	82.78
PP	83.21	82.48
S1	83.14	82.19

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

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