NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 10-Nov-2009

Day Change Summary
	Previous	Current
	09-Nov-2009	10-Nov-2009	Change	Change %	Previous Week
Open	83.65	83.14	-0.51	-0.6%	82.20
High	83.91	83.14	-0.77	-0.9%	84.73
Low	82.97	83.00	0.03	0.0%	81.01
Close	83.65	83.14	-0.51	-0.6%	81.69
Range	0.94	0.14	-0.80	-85.1%	3.72
ATR	1.54	1.47	-0.06	-4.1%	0.00
Volume	1,840	3,538	1,698	92.3%	12,289

Daily Pivots for day following 10-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.51	83.47	83.22
R3	83.37	83.33	83.18
R2	83.23	83.23	83.17
R1	83.19	83.19	83.15	83.21
PP	83.09	83.09	83.09	83.11
S1	83.05	83.05	83.13	83.07
S2	82.95	82.95	83.11
S3	82.81	82.91	83.10
S4	82.67	82.77	83.06

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	93.64	91.38	83.74
R3	89.92	87.66	82.71
R2	86.20	86.20	82.37
R1	83.94	83.94	82.03	83.21
PP	82.48	82.48	82.48	82.11
S1	80.22	80.22	81.35	79.49
S2	78.76	78.76	81.01
S3	75.04	76.50	80.67
S4	71.32	72.78	79.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.73	81.01	3.72	4.5%	0.81	1.0%	57%	False	False	2,728
10	84.73	80.69	4.04	4.9%	0.89	1.1%	61%	False	False	2,298
20	84.95	79.05	5.90	7.1%	0.95	1.1%	69%	False	False	2,120
40	84.95	70.69	14.26	17.2%	0.79	1.0%	87%	False	False	1,794

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.05
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	83.74
2.618	83.51
1.618	83.37
1.000	83.28
0.618	83.23
HIGH	83.14
0.618	83.09
0.500	83.07
0.382	83.05
LOW	83.00
0.618	82.91
1.000	82.86
1.618	82.77
2.618	82.63
4.250	82.41

Fisher Pivots for day following 10-Nov-2009
Pivot	1 day	3 day
R1	83.12	82.91
PP	83.09	82.69
S1	83.07	82.46

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

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