NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 11-Nov-2009

Day Change Summary
	Previous	Current
	10-Nov-2009	11-Nov-2009	Change	Change %	Previous Week
Open	82.81	83.26	0.45	0.5%	80.50
High	84.14	83.69	-0.45	-0.5%	84.50
Low	81.88	82.53	0.65	0.8%	80.44
Close	82.81	83.26	0.45	0.5%	81.36
Range	2.26	1.16	-1.10	-48.7%	4.06
ATR	1.97	1.91	-0.06	-2.9%	0.00
Volume	3,417	2,445	-972	-28.4%	18,112

Daily Pivots for day following 11-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.64	86.11	83.90
R3	85.48	84.95	83.58
R2	84.32	84.32	83.47
R1	83.79	83.79	83.37	83.84
PP	83.16	83.16	83.16	83.19
S1	82.63	82.63	83.15	82.68
S2	82.00	82.00	83.05
S3	80.84	81.47	82.94
S4	79.68	80.31	82.62

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	94.28	91.88	83.59
R3	90.22	87.82	82.48
R2	86.16	86.16	82.10
R1	83.76	83.76	81.73	84.96
PP	82.10	82.10	82.10	82.70
S1	79.70	79.70	80.99	80.90
S2	78.04	78.04	80.62
S3	73.98	75.64	80.24
S4	69.92	71.58	79.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.14	80.86	3.28	3.9%	1.58	1.9%	73%	False	False	3,078
10	84.50	80.32	4.18	5.0%	1.80	2.2%	70%	False	False	3,738
20	85.24	79.09	6.15	7.4%	1.78	2.1%	68%	False	False	3,449
40	85.24	70.06	15.18	18.2%	1.60	1.9%	87%	False	False	3,013
60	85.24	70.06	15.18	18.2%	1.56	1.9%	87%	False	False	3,072

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	88.62
2.618	86.73
1.618	85.57
1.000	84.85
0.618	84.41
HIGH	83.69
0.618	83.25
0.500	83.11
0.382	82.97
LOW	82.53
0.618	81.81
1.000	81.37
1.618	80.65
2.618	79.49
4.250	77.60

Fisher Pivots for day following 11-Nov-2009
Pivot	1 day	3 day
R1	83.21	83.18
PP	83.16	83.09
S1	83.11	83.01

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

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