NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 22-Nov-2010

Day Change Summary
	Previous	Current
	19-Nov-2010	22-Nov-2010	Change	Change %	Previous Week
Open	82.76	82.15	-0.61	-0.7%	85.22
High	83.32	82.87	-0.45	-0.5%	86.22
Low	81.08	80.68	-0.40	-0.5%	80.65
Close	81.98	81.74	-0.24	-0.3%	81.98
Range	2.24	2.19	-0.05	-2.2%	5.57
ATR	2.02	2.03	0.01	0.6%	0.00
Volume	311,630	274,173	-37,457	-12.0%	1,217,056

Daily Pivots for day following 22-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.33	87.23	82.94
R3	86.14	85.04	82.34
R2	83.95	83.95	82.14
R1	82.85	82.85	81.94	82.31
PP	81.76	81.76	81.76	81.49
S1	80.66	80.66	81.54	80.12
S2	79.57	79.57	81.34
S3	77.38	78.47	81.14
S4	75.19	76.28	80.54

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.66	96.39	85.04
R3	94.09	90.82	83.51
R2	88.52	88.52	83.00
R1	85.25	85.25	82.49	84.10
PP	82.95	82.95	82.95	82.38
S1	79.68	79.68	81.47	78.53
S2	77.38	77.38	80.96
S3	71.81	74.11	80.45
S4	66.24	68.54	78.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.20	80.65	4.55	5.6%	2.32	2.8%	24%	False	False	261,462
10	89.10	80.65	8.45	10.3%	2.14	2.6%	13%	False	False	212,905
20	89.10	80.65	8.45	10.3%	1.89	2.3%	13%	False	False	148,432
40	89.10	77.54	11.56	14.1%	2.02	2.5%	36%	False	False	110,421
60	89.10	75.74	13.36	16.3%	1.94	2.4%	45%	False	False	88,005
80	89.10	73.12	15.98	19.5%	1.87	2.3%	54%	False	False	69,335
100	89.10	73.12	15.98	19.5%	1.84	2.3%	54%	False	False	56,795
120	89.10	73.12	15.98	19.5%	1.82	2.2%	54%	False	False	48,149

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	92.18
2.618	88.60
1.618	86.41
1.000	85.06
0.618	84.22
HIGH	82.87
0.618	82.03
0.500	81.78
0.382	81.52
LOW	80.68
0.618	79.33
1.000	78.49
1.618	77.14
2.618	74.95
4.250	71.37

Fisher Pivots for day following 22-Nov-2010
Pivot	1 day	3 day
R1	81.78	82.00
PP	81.76	81.91
S1	81.75	81.83

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

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