NYMEX Light Sweet Crude Oil Future April 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	83.17	83.00	-0.17	-0.2%	86.54
High	83.37	85.63	2.26	2.7%	87.29
Low	81.81	82.75	0.94	1.1%	82.38
Close	82.74	85.32	2.58	3.1%	83.43
Range	1.56	2.88	1.32	84.6%	4.91
ATR	1.73	1.82	0.08	4.8%	0.00
Volume	8,978	18,839	9,861	109.8%	64,231

Daily Pivots for day following 24-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.21	92.14	86.90
R3	90.33	89.26	86.11
R2	87.45	87.45	85.85
R1	86.38	86.38	85.58	86.92
PP	84.57	84.57	84.57	84.83
S1	83.50	83.50	85.06	84.04
S2	81.69	81.69	84.79
S3	78.81	80.62	84.53
S4	75.93	77.74	83.74

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.10	96.17	86.13
R3	94.19	91.26	84.78
R2	89.28	89.28	84.33
R1	86.35	86.35	83.88	85.36
PP	84.37	84.37	84.37	83.87
S1	81.44	81.44	82.98	80.45
S2	79.46	79.46	82.53
S3	74.55	76.53	82.08
S4	69.64	71.62	80.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.63	81.81	3.82	4.5%	2.01	2.4%	92%	True	False	13,548
10	90.00	81.81	8.19	9.6%	1.84	2.2%	43%	False	False	14,125
20	90.00	81.81	8.19	9.6%	1.60	1.9%	43%	False	False	13,522
40	90.00	81.81	8.19	9.6%	1.60	1.9%	43%	False	False	11,869
60	90.00	78.19	11.81	13.8%	1.56	1.8%	60%	False	False	10,353
80	90.00	74.98	15.02	17.6%	1.36	1.6%	69%	False	False	8,627

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	0.17
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	97.87
2.618	93.17
1.618	90.29
1.000	88.51
0.618	87.41
HIGH	85.63
0.618	84.53
0.500	84.19
0.382	83.85
LOW	82.75
0.618	80.97
1.000	79.87
1.618	78.09
2.618	75.21
4.250	70.51

Fisher Pivots for day following 24-Nov-2010
Pivot	1 day	3 day
R1	84.94	84.79
PP	84.57	84.25
S1	84.19	83.72

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

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