NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 20-Nov-2009

Day Change Summary
	Previous	Current
	19-Nov-2009	20-Nov-2009	Change	Change %	Previous Week
Open	83.32	81.60	-1.72	-2.1%	81.02
High	83.43	81.75	-1.68	-2.0%	84.08
Low	81.16	80.41	-0.75	-0.9%	80.41
Close	81.59	81.14	-0.45	-0.6%	81.14
Range	2.27	1.34	-0.93	-41.0%	3.67
ATR	2.10	2.05	-0.05	-2.6%	0.00
Volume	13,266	14,934	1,668	12.6%	69,629

Daily Pivots for day following 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.12	84.47	81.88
R3	83.78	83.13	81.51
R2	82.44	82.44	81.39
R1	81.79	81.79	81.26	81.45
PP	81.10	81.10	81.10	80.93
S1	80.45	80.45	81.02	80.11
S2	79.76	79.76	80.89
S3	78.42	79.11	80.77
S4	77.08	77.77	80.40

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	92.89	90.68	83.16
R3	89.22	87.01	82.15
R2	85.55	85.55	81.81
R1	83.34	83.34	81.48	84.45
PP	81.88	81.88	81.88	82.43
S1	79.67	79.67	80.80	80.78
S2	78.21	78.21	80.47
S3	74.54	76.00	80.13
S4	70.87	72.33	79.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.08	80.41	3.67	4.5%	1.78	2.2%	20%	False	True	13,925
10	84.08	79.72	4.36	5.4%	1.92	2.4%	33%	False	False	14,744
20	84.85	79.72	5.13	6.3%	2.14	2.6%	28%	False	False	14,739
40	84.85	69.58	15.27	18.8%	2.01	2.5%	76%	False	False	14,253
60	84.85	69.40	15.45	19.0%	1.96	2.4%	76%	False	False	13,130
80	84.85	69.40	15.45	19.0%	1.93	2.4%	76%	False	False	12,149
100	84.85	65.66	19.19	23.7%	1.88	2.3%	81%	False	False	11,067

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	87.45
2.618	85.26
1.618	83.92
1.000	83.09
0.618	82.58
HIGH	81.75
0.618	81.24
0.500	81.08
0.382	80.92
LOW	80.41
0.618	79.58
1.000	79.07
1.618	78.24
2.618	76.90
4.250	74.72

Fisher Pivots for day following 20-Nov-2009
Pivot	1 day	3 day
R1	81.12	82.25
PP	81.10	81.88
S1	81.08	81.51

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

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