NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 13-Nov-2009

Day Change Summary
	Previous	Current
	12-Nov-2009	13-Nov-2009	Change	Change %	Previous Week
Open	83.22	80.32	-2.90	-3.5%	82.96
High	83.22	81.49	-1.73	-2.1%	83.79
Low	80.52	79.72	-0.80	-1.0%	79.72
Close	80.97	80.32	-0.65	-0.8%	80.32
Range	2.70	1.77	-0.93	-34.4%	4.07
ATR	2.17	2.14	-0.03	-1.3%	0.00
Volume	12,417	25,101	12,684	102.2%	77,814

Daily Pivots for day following 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.82	84.84	81.29
R3	84.05	83.07	80.81
R2	82.28	82.28	80.64
R1	81.30	81.30	80.48	81.21
PP	80.51	80.51	80.51	80.46
S1	79.53	79.53	80.16	79.44
S2	78.74	78.74	80.00
S3	76.97	77.76	79.83
S4	75.20	75.99	79.35

Weekly Pivots for week ending 13-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.49	90.97	82.56
R3	89.42	86.90	81.44
R2	85.35	85.35	81.07
R1	82.83	82.83	80.69	82.06
PP	81.28	81.28	81.28	80.89
S1	78.76	78.76	79.95	77.99
S2	77.21	77.21	79.57
S3	73.14	74.69	79.20
S4	69.07	70.62	78.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.79	79.72	4.07	5.1%	2.06	2.6%	15%	False	True	15,562
10	84.20	79.72	4.48	5.6%	2.07	2.6%	13%	False	True	15,161
20	84.85	79.72	5.13	6.4%	2.15	2.7%	12%	False	True	15,274
40	84.85	69.40	15.45	19.2%	2.08	2.6%	71%	False	False	13,938
60	84.85	69.40	15.45	19.2%	1.96	2.4%	71%	False	False	12,561
80	84.85	69.40	15.45	19.2%	1.94	2.4%	71%	False	False	11,761

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	0.50
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.01
2.618	86.12
1.618	84.35
1.000	83.26
0.618	82.58
HIGH	81.49
0.618	80.81
0.500	80.61
0.382	80.40
LOW	79.72
0.618	78.63
1.000	77.95
1.618	76.86
2.618	75.09
4.250	72.20

Fisher Pivots for day following 13-Nov-2009
Pivot	1 day	3 day
R1	80.61	81.59
PP	80.51	81.17
S1	80.42	80.74

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

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