NYMEX Light Sweet Crude Oil Future April 2011

Trading Metrics calculated at close of trading on 18-Nov-2010

Day Change Summary
	Previous	Current
	17-Nov-2010	18-Nov-2010	Change	Change %	Previous Week
Open	84.46	83.09	-1.37	-1.6%	89.11
High	84.46	84.53	0.07	0.1%	90.00
Low	82.38	83.09	0.71	0.9%	86.28
Close	82.74	84.06	1.32	1.6%	86.56
Range	2.08	1.44	-0.64	-30.8%	3.72
ATR	1.68	1.69	0.01	0.4%	0.00
Volume	15,063	16,261	1,198	8.0%	80,486

Daily Pivots for day following 18-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.21	87.58	84.85
R3	86.77	86.14	84.46
R2	85.33	85.33	84.32
R1	84.70	84.70	84.19	85.02
PP	83.89	83.89	83.89	84.05
S1	83.26	83.26	83.93	83.58
S2	82.45	82.45	83.80
S3	81.01	81.82	83.66
S4	79.57	80.38	83.27

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	98.77	96.39	88.61
R3	95.05	92.67	87.58
R2	91.33	91.33	87.24
R1	88.95	88.95	86.90	88.28
PP	87.61	87.61	87.61	87.28
S1	85.23	85.23	86.22	84.56
S2	83.89	83.89	85.88
S3	80.17	81.51	85.54
S4	76.45	77.79	84.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.39	82.38	6.01	7.1%	1.77	2.1%	28%	False	False	14,268
10	90.00	82.38	7.62	9.1%	1.55	1.8%	22%	False	False	15,186
20	90.00	82.38	7.62	9.1%	1.42	1.7%	22%	False	False	12,822
40	90.00	79.25	10.75	12.8%	1.53	1.8%	45%	False	False	11,440
60	90.00	77.70	12.30	14.6%	1.48	1.8%	52%	False	False	9,795
80	90.00	74.98	15.02	17.9%	1.27	1.5%	60%	False	False	8,054

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	0.20
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	90.65
2.618	88.30
1.618	86.86
1.000	85.97
0.618	85.42
HIGH	84.53
0.618	83.98
0.500	83.81
0.382	83.64
LOW	83.09
0.618	82.20
1.000	81.65
1.618	80.76
2.618	79.32
4.250	76.97

Fisher Pivots for day following 18-Nov-2010
Pivot	1 day	3 day
R1	83.98	84.43
PP	83.89	84.30
S1	83.81	84.18

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

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