NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 24-Nov-2010

Day Change Summary
	Previous	Current
	23-Nov-2010	24-Nov-2010	Change	Change %	Previous Week
Open	82.88	82.22	-0.66	-0.8%	86.22
High	83.10	85.23	2.13	2.6%	87.10
Low	81.41	82.11	0.70	0.9%	81.93
Close	82.35	84.94	2.59	3.1%	83.07
Range	1.69	3.12	1.43	84.6%	5.17
ATR	1.88	1.97	0.09	4.7%	0.00
Volume	30,256	35,070	4,814	15.9%	162,321

Daily Pivots for day following 24-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.45	92.32	86.66
R3	90.33	89.20	85.80
R2	87.21	87.21	85.51
R1	86.08	86.08	85.23	86.65
PP	84.09	84.09	84.09	84.38
S1	82.96	82.96	84.65	83.53
S2	80.97	80.97	84.37
S3	77.85	79.84	84.08
S4	74.73	76.72	83.22

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.54	96.48	85.91
R3	94.37	91.31	84.49
R2	89.20	89.20	84.02
R1	86.14	86.14	83.54	85.09
PP	84.03	84.03	84.03	83.51
S1	80.97	80.97	82.60	79.92
S2	78.86	78.86	82.12
S3	73.69	75.80	81.65
S4	68.52	70.63	80.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.23	81.41	3.82	4.5%	2.13	2.5%	92%	True	False	35,251
10	89.76	81.41	8.35	9.8%	2.04	2.4%	42%	False	False	34,560
20	89.76	81.41	8.35	9.8%	1.81	2.1%	42%	False	False	29,606
40	89.76	81.40	8.36	9.8%	1.86	2.2%	42%	False	False	25,643
60	89.76	77.98	11.78	13.9%	1.79	2.1%	59%	False	False	22,279
80	89.76	74.29	15.47	18.2%	1.69	2.0%	69%	False	False	18,308
100	89.76	74.29	15.47	18.2%	1.64	1.9%	69%	False	False	15,240

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	0.24
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	98.49
2.618	93.40
1.618	90.28
1.000	88.35
0.618	87.16
HIGH	85.23
0.618	84.04
0.500	83.67
0.382	83.30
LOW	82.11
0.618	80.18
1.000	78.99
1.618	77.06
2.618	73.94
4.250	68.85

Fisher Pivots for day following 24-Nov-2010
Pivot	1 day	3 day
R1	84.52	84.40
PP	84.09	83.86
S1	83.67	83.32

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

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