NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 30-Nov-2009

Day Change Summary
	Previous	Current
	27-Nov-2009	30-Nov-2009	Change	Change %	Previous Week
Open	81.85	81.42	-0.43	-0.5%	81.87
High	81.85	82.89	1.04	1.3%	83.51
Low	77.81	80.06	2.25	2.9%	77.81
Close	80.87	82.24	1.37	1.7%	80.87
Range	4.04	2.83	-1.21	-30.0%	5.70
ATR	2.25	2.29	0.04	1.9%	0.00
Volume	33,255	14,778	-18,477	-55.6%	86,589

Daily Pivots for day following 30-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	90.22	89.06	83.80
R3	87.39	86.23	83.02
R2	84.56	84.56	82.76
R1	83.40	83.40	82.50	83.98
PP	81.73	81.73	81.73	82.02
S1	80.57	80.57	81.98	81.15
S2	78.90	78.90	81.72
S3	76.07	77.74	81.46
S4	73.24	74.91	80.68

Weekly Pivots for week ending 27-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	97.83	95.05	84.01
R3	92.13	89.35	82.44
R2	86.43	86.43	81.92
R1	83.65	83.65	81.39	82.19
PP	80.73	80.73	80.73	80.00
S1	77.95	77.95	80.35	76.49
S2	75.03	75.03	79.83
S3	69.33	72.25	79.30
S4	63.63	66.55	77.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.51	77.81	5.70	6.9%	2.68	3.3%	78%	False	False	20,273
10	84.08	77.81	6.27	7.6%	2.23	2.7%	71%	False	False	17,099
20	84.20	77.81	6.39	7.8%	2.15	2.6%	69%	False	False	16,130
40	84.85	71.32	13.53	16.5%	2.10	2.5%	81%	False	False	15,244
60	84.85	69.40	15.45	18.8%	2.05	2.5%	83%	False	False	14,064
80	84.85	69.40	15.45	18.8%	1.98	2.4%	83%	False	False	12,571
100	84.85	65.66	19.19	23.3%	1.95	2.4%	86%	False	False	11,794

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	0.38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	94.92
2.618	90.30
1.618	87.47
1.000	85.72
0.618	84.64
HIGH	82.89
0.618	81.81
0.500	81.48
0.382	81.14
LOW	80.06
0.618	78.31
1.000	77.23
1.618	75.48
2.618	72.65
4.250	68.03

Fisher Pivots for day following 30-Nov-2009
Pivot	1 day	3 day
R1	81.99	81.61
PP	81.73	80.98
S1	81.48	80.35

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

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