NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 02-Nov-2009

Day Change Summary
	Previous	Current
	30-Oct-2009	02-Nov-2009	Change	Change %	Previous Week
Open	82.48	82.20	-0.28	-0.3%	84.72
High	82.55	82.27	-0.28	-0.3%	84.72
Low	80.69	82.19	1.50	1.9%	80.69
Close	80.77	82.27	1.50	1.9%	80.77
Range	1.86	0.08	-1.78	-95.7%	4.03
ATR	1.47	1.47	0.00	0.1%	0.00
Volume	2,326	2,351	25	1.1%	9,539

Daily Pivots for day following 02-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.48	82.46	82.31
R3	82.40	82.38	82.29
R2	82.32	82.32	82.28
R1	82.30	82.30	82.28	82.31
PP	82.24	82.24	82.24	82.25
S1	82.22	82.22	82.26	82.23
S2	82.16	82.16	82.26
S3	82.08	82.14	82.25
S4	82.00	82.06	82.23

Weekly Pivots for week ending 30-Oct-2009
	Classic	Woodie	Camarilla	DeMark
R4	94.15	91.49	82.99
R3	90.12	87.46	81.88
R2	86.09	86.09	81.51
R1	83.43	83.43	81.14	82.75
PP	82.06	82.06	82.06	81.72
S1	79.40	79.40	80.40	78.72
S2	78.03	78.03	80.03
S3	74.00	75.37	79.66
S4	69.97	71.34	78.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.60	80.69	2.91	3.5%	0.87	1.1%	54%	False	False	1,867
10	84.95	80.69	4.26	5.2%	1.08	1.3%	37%	False	False	1,846
20	84.95	73.35	11.60	14.1%	0.89	1.1%	77%	False	False	1,830
40	84.95	70.69	14.26	17.3%	0.82	1.0%	81%	False	False	1,611

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.04
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	82.61
2.618	82.48
1.618	82.40
1.000	82.35
0.618	82.32
HIGH	82.27
0.618	82.24
0.500	82.23
0.382	82.22
LOW	82.19
0.618	82.14
1.000	82.11
1.618	82.06
2.618	81.98
4.250	81.85

Fisher Pivots for day following 02-Nov-2009
Pivot	1 day	3 day
R1	82.26	82.23
PP	82.24	82.19
S1	82.23	82.15

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

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