NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 17-Nov-2009

Day Change Summary
	Previous	Current
	16-Nov-2009	17-Nov-2009	Change	Change %	Previous Week
Open	81.02	82.47	1.45	1.8%	82.96
High	83.16	83.52	0.36	0.4%	83.79
Low	80.74	82.08	1.34	1.7%	79.72
Close	82.71	83.00	0.29	0.4%	80.32
Range	2.42	1.44	-0.98	-40.5%	4.07
ATR	2.19	2.13	-0.05	-2.4%	0.00
Volume	14,948	13,579	-1,369	-9.2%	77,814

Daily Pivots for day following 17-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	87.19	86.53	83.79
R3	85.75	85.09	83.40
R2	84.31	84.31	83.26
R1	83.65	83.65	83.13	83.98
PP	82.87	82.87	82.87	83.03
S1	82.21	82.21	82.87	82.54
S2	81.43	81.43	82.74
S3	79.99	80.77	82.60
S4	78.55	79.33	82.21

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	83.52	79.72	3.80	4.6%	1.93	2.3%	86%	True	False	16,375
10	84.20	79.72	4.48	5.4%	1.97	2.4%	73%	False	False	15,108
20	84.85	79.72	5.13	6.2%	2.21	2.7%	64%	False	False	15,430
40	84.85	69.40	15.45	18.6%	2.05	2.5%	88%	False	False	14,255
60	84.85	69.40	15.45	18.6%	1.99	2.4%	88%	False	False	12,769
80	84.85	69.40	15.45	18.6%	1.96	2.4%	88%	False	False	11,889

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	False
Bull Hook	False
Stretch	0.42
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	89.64
2.618	87.29
1.618	85.85
1.000	84.96
0.618	84.41
HIGH	83.52
0.618	82.97
0.500	82.80
0.382	82.63
LOW	82.08
0.618	81.19
1.000	80.64
1.618	79.75
2.618	78.31
4.250	75.96

Fisher Pivots for day following 17-Nov-2009
Pivot	1 day	3 day
R1	82.93	82.54
PP	82.87	82.08
S1	82.80	81.62

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

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