NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 04-Nov-2009

Day Change Summary
	Previous	Current
	03-Nov-2009	04-Nov-2009	Change	Change %	Previous Week
Open	80.96	83.75	2.79	3.4%	83.56
High	83.45	84.50	1.05	1.3%	85.24
Low	80.52	83.54	3.02	3.8%	80.32
Close	83.45	84.21	0.76	0.9%	80.46
Range	2.93	0.96	-1.97	-67.2%	4.92
ATR	1.99	1.92	-0.07	-3.4%	0.00
Volume	3,273	4,064	791	24.2%	20,227

Daily Pivots for day following 04-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.96	86.55	84.74
R3	86.00	85.59	84.47
R2	85.04	85.04	84.39
R1	84.63	84.63	84.30	84.84
PP	84.08	84.08	84.08	84.19
S1	83.67	83.67	84.12	83.88
S2	83.12	83.12	84.03
S3	82.16	82.71	83.95
S4	81.20	81.75	83.68

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	96.77	93.53	83.17
R3	91.85	88.61	81.81
R2	86.93	86.93	81.36
R1	83.69	83.69	80.91	82.85
PP	82.01	82.01	82.01	81.59
S1	78.77	78.77	80.01	77.93
S2	77.09	77.09	79.56
S3	72.17	73.85	79.11
S4	67.25	68.93	77.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.50	80.32	4.18	5.0%	2.02	2.4%	93%	True	False	4,398
10	85.24	80.32	4.92	5.8%	1.88	2.2%	79%	False	False	3,796
20	85.24	72.94	12.30	14.6%	1.69	2.0%	92%	False	False	3,471
40	85.24	70.06	15.18	18.0%	1.61	1.9%	93%	False	False	3,105
60	85.24	70.06	15.18	18.0%	1.61	1.9%	93%	False	False	3,008

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	0.30
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	88.58
2.618	87.01
1.618	86.05
1.000	85.46
0.618	85.09
HIGH	84.50
0.618	84.13
0.500	84.02
0.382	83.91
LOW	83.54
0.618	82.95
1.000	82.58
1.618	81.99
2.618	81.03
4.250	79.46

Fisher Pivots for day following 04-Nov-2009
Pivot	1 day	3 day
R1	84.15	83.63
PP	84.08	83.05
S1	84.02	82.47

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

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