NYMEX Light Sweet Crude Oil Future May 2011

Trading Metrics calculated at close of trading on 10-Nov-2010

Day Change Summary
	Previous	Current
	09-Nov-2010	10-Nov-2010	Change	Change %	Previous Week
Open	89.09	88.61	-0.48	-0.5%	84.32
High	89.83	89.89	0.06	0.1%	89.34
Low	88.32	88.44	0.12	0.1%	84.32
Close	89.09	89.67	0.58	0.7%	89.12
Range	1.51	1.45	-0.06	-4.0%	5.02
ATR	1.38	1.39	0.00	0.3%	0.00
Volume	9,956	9,381	-575	-5.8%	48,853

Daily Pivots for day following 10-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.68	93.13	90.47
R3	92.23	91.68	90.07
R2	90.78	90.78	89.94
R1	90.23	90.23	89.80	90.51
PP	89.33	89.33	89.33	89.47
S1	88.78	88.78	89.54	89.06
S2	87.88	87.88	89.40
S3	86.43	87.33	89.27
S4	84.98	85.88	88.87

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	102.65	100.91	91.88
R3	97.63	95.89	90.50
R2	92.61	92.61	90.04
R1	90.87	90.87	89.58	91.74
PP	87.59	87.59	87.59	88.03
S1	85.85	85.85	88.66	86.72
S2	82.57	82.57	88.20
S3	77.55	80.83	87.74
S4	72.53	75.81	86.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.89	87.47	2.42	2.7%	1.32	1.5%	91%	True	False	11,944
10	89.89	83.37	6.52	7.3%	1.22	1.4%	97%	True	False	9,414
20	89.89	82.75	7.14	8.0%	1.37	1.5%	97%	True	False	7,533
40	89.89	79.39	10.50	11.7%	1.20	1.3%	98%	True	False	6,906
60	89.89	75.91	13.98	15.6%	1.04	1.2%	98%	True	False	5,909
80	89.89	75.91	13.98	15.6%	0.90	1.0%	98%	True	False	4,883

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	96.05
2.618	93.69
1.618	92.24
1.000	91.34
0.618	90.79
HIGH	89.89
0.618	89.34
0.500	89.17
0.382	88.99
LOW	88.44
0.618	87.54
1.000	86.99
1.618	86.09
2.618	84.64
4.250	82.28

Fisher Pivots for day following 10-Nov-2010
Pivot	1 day	3 day
R1	89.50	89.48
PP	89.33	89.29
S1	89.17	89.11

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

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