NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 25-Nov-2009

Day Change Summary
	Previous	Current
	24-Nov-2009	25-Nov-2009	Change	Change %	Previous Week
Open	82.08	81.50	-0.58	-0.7%	82.51
High	82.08	82.97	0.89	1.1%	84.47
Low	80.40	80.85	0.45	0.6%	81.16
Close	80.79	82.89	2.10	2.6%	81.63
Range	1.68	2.12	0.44	26.2%	3.31
ATR	1.79	1.82	0.03	1.5%	0.00
Volume	2,204	4,269	2,065	93.7%	9,244

Daily Pivots for day following 25-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.60	87.86	84.06
R3	86.48	85.74	83.47
R2	84.36	84.36	83.28
R1	83.62	83.62	83.08	83.99
PP	82.24	82.24	82.24	82.42
S1	81.50	81.50	82.70	81.87
S2	80.12	80.12	82.50
S3	78.00	79.38	82.31
S4	75.88	77.26	81.72

Weekly Pivots for week ending 20-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	92.35	90.30	83.45
R3	89.04	86.99	82.54
R2	85.73	85.73	82.24
R1	83.68	83.68	81.93	83.05
PP	82.42	82.42	82.42	82.11
S1	80.37	80.37	81.33	79.74
S2	79.11	79.11	81.02
S3	75.80	77.06	80.72
S4	72.49	73.75	79.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.66	80.40	3.26	3.9%	1.65	2.0%	76%	False	False	2,501
10	84.47	80.14	4.33	5.2%	1.59	1.9%	64%	False	False	2,469
20	84.50	80.14	4.36	5.3%	1.69	2.0%	63%	False	False	3,103
40	85.24	71.85	13.39	16.2%	1.63	2.0%	82%	False	False	3,073
60	85.24	70.06	15.18	18.3%	1.59	1.9%	85%	False	False	3,077
80	85.24	70.06	15.18	18.3%	1.61	1.9%	85%	False	False	2,898

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	0.39
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	91.98
2.618	88.52
1.618	86.40
1.000	85.09
0.618	84.28
HIGH	82.97
0.618	82.16
0.500	81.91
0.382	81.66
LOW	80.85
0.618	79.54
1.000	78.73
1.618	77.42
2.618	75.30
4.250	71.84

Fisher Pivots for day following 25-Nov-2009
Pivot	1 day	3 day
R1	82.56	82.60
PP	82.24	82.32
S1	81.91	82.03

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

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