NYMEX Light Sweet Crude Oil Future May 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	83.36	83.50	0.14	0.2%	87.34
High	83.50	85.80	2.30	2.8%	87.62
Low	82.22	83.21	0.99	1.2%	82.78
Close	83.07	85.63	2.56	3.1%	83.72
Range	1.28	2.59	1.31	102.3%	4.84
ATR	1.57	1.65	0.08	5.3%	0.00
Volume	7,621	11,783	4,162	54.6%	41,957

Daily Pivots for day following 24-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.65	91.73	87.05
R3	90.06	89.14	86.34
R2	87.47	87.47	86.10
R1	86.55	86.55	85.87	87.01
PP	84.88	84.88	84.88	85.11
S1	83.96	83.96	85.39	84.42
S2	82.29	82.29	85.16
S3	79.70	81.37	84.92
S4	77.11	78.78	84.21

Weekly Pivots for week ending 19-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.23	96.31	86.38
R3	94.39	91.47	85.05
R2	89.55	89.55	84.61
R1	86.63	86.63	84.16	85.67
PP	84.71	84.71	84.71	84.23
S1	81.79	81.79	83.28	80.83
S2	79.87	79.87	82.83
S3	75.03	76.95	82.39
S4	70.19	72.11	81.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.80	82.22	3.58	4.2%	1.71	2.0%	95%	True	False	8,566
10	90.26	82.22	8.04	9.4%	1.63	1.9%	42%	False	False	9,582
20	90.26	82.22	8.04	9.4%	1.42	1.7%	42%	False	False	9,498
40	90.26	82.22	8.04	9.4%	1.38	1.6%	42%	False	False	7,988
60	90.26	79.15	11.11	13.0%	1.17	1.4%	58%	False	False	6,949
80	90.26	75.91	14.35	16.8%	1.07	1.3%	68%	False	False	5,933

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	96.81
2.618	92.58
1.618	89.99
1.000	88.39
0.618	87.40
HIGH	85.80
0.618	84.81
0.500	84.51
0.382	84.20
LOW	83.21
0.618	81.61
1.000	80.62
1.618	79.02
2.618	76.43
4.250	72.20

Fisher Pivots for day following 24-Nov-2010
Pivot	1 day	3 day
R1	85.26	85.09
PP	84.88	84.55
S1	84.51	84.01

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

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