NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 23-Nov-2009

Day Change Summary
	Previous	Current
	20-Nov-2009	23-Nov-2009	Change	Change %	Previous Week
Open	81.60	81.87	0.27	0.3%	81.02
High	81.75	83.51	1.76	2.2%	84.08
Low	80.41	80.99	0.58	0.7%	80.41
Close	81.14	81.33	0.19	0.2%	81.14
Range	1.34	2.52	1.18	88.1%	3.67
ATR	2.05	2.08	0.03	1.7%	0.00
Volume	14,934	11,690	-3,244	-21.7%	69,629

Daily Pivots for day following 23-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	89.50	87.94	82.72
R3	86.98	85.42	82.02
R2	84.46	84.46	81.79
R1	82.90	82.90	81.56	82.42
PP	81.94	81.94	81.94	81.71
S1	80.38	80.38	81.10	79.90
S2	79.42	79.42	80.87
S3	76.90	77.86	80.64
S4	74.38	75.34	79.94

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%	1.80	2.2%	25%	False	False	13,274
10	84.08	79.72	4.36	5.4%	1.96	2.4%	37%	False	False	14,489
20	84.20	79.72	4.48	5.5%	2.11	2.6%	36%	False	False	14,602
40	84.85	69.83	15.02	18.5%	2.03	2.5%	77%	False	False	14,244
60	84.85	69.40	15.45	19.0%	1.98	2.4%	77%	False	False	13,194
80	84.85	69.40	15.45	19.0%	1.93	2.4%	77%	False	False	12,130
100	84.85	65.66	19.19	23.6%	1.89	2.3%	82%	False	False	11,140

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	94.22
2.618	90.11
1.618	87.59
1.000	86.03
0.618	85.07
HIGH	83.51
0.618	82.55
0.500	82.25
0.382	81.95
LOW	80.99
0.618	79.43
1.000	78.47
1.618	76.91
2.618	74.39
4.250	70.28

Fisher Pivots for day following 23-Nov-2009
Pivot	1 day	3 day
R1	82.25	81.96
PP	81.94	81.75
S1	81.64	81.54

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

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