NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 26-Nov-2010

Day Change Summary
	Previous	Current
	24-Nov-2010	26-Nov-2010	Change	Change %	Previous Week
Open	82.22	85.45	3.23	3.9%	83.08
High	85.23	85.57	0.34	0.4%	85.57
Low	82.11	83.84	1.73	2.1%	81.41
Close	84.94	84.87	-0.07	-0.1%	84.87
Range	3.12	1.73	-1.39	-44.6%	4.16
ATR	1.97	1.95	-0.02	-0.9%	0.00
Volume	35,070	32,699	-2,371	-6.8%	135,676

Daily Pivots for day following 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.95	89.14	85.82
R3	88.22	87.41	85.35
R2	86.49	86.49	85.19
R1	85.68	85.68	85.03	85.22
PP	84.76	84.76	84.76	84.53
S1	83.95	83.95	84.71	83.49
S2	83.03	83.03	84.55
S3	81.30	82.22	84.39
S4	79.57	80.49	83.92

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	96.43	94.81	87.16
R3	92.27	90.65	86.01
R2	88.11	88.11	85.63
R1	86.49	86.49	85.25	87.30
PP	83.95	83.95	83.95	84.36
S1	82.33	82.33	84.49	83.14
S2	79.79	79.79	84.11
S3	75.63	78.17	83.73
S4	71.47	74.01	82.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.57	81.41	4.16	4.9%	2.17	2.6%	83%	True	False	33,851
10	88.86	81.41	7.45	8.8%	2.12	2.5%	46%	False	False	33,771
20	89.76	81.41	8.35	9.8%	1.85	2.2%	41%	False	False	30,158
40	89.76	81.41	8.35	9.8%	1.86	2.2%	41%	False	False	25,881
60	89.76	78.05	11.71	13.8%	1.79	2.1%	58%	False	False	22,592
80	89.76	74.29	15.47	18.2%	1.70	2.0%	68%	False	False	18,634
100	89.76	74.29	15.47	18.2%	1.64	1.9%	68%	False	False	15,542

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	True
Stretch	0.21
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	92.92
2.618	90.10
1.618	88.37
1.000	87.30
0.618	86.64
HIGH	85.57
0.618	84.91
0.500	84.71
0.382	84.50
LOW	83.84
0.618	82.77
1.000	82.11
1.618	81.04
2.618	79.31
4.250	76.49

Fisher Pivots for day following 26-Nov-2010
Pivot	1 day	3 day
R1	84.82	84.41
PP	84.76	83.95
S1	84.71	83.49

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

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