NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 17-Nov-2010

Day Change Summary
	Previous	Current
	16-Nov-2010	17-Nov-2010	Change	Change %	Previous Week
Open	86.80	85.07	-1.73	-2.0%	89.84
High	87.08	85.08	-2.00	-2.3%	90.47
Low	84.75	83.10	-1.65	-1.9%	86.78
Close	85.02	83.44	-1.58	-1.9%	87.12
Range	2.33	1.98	-0.35	-15.0%	3.69
ATR	1.72	1.74	0.02	1.1%	0.00
Volume	13,229	28,944	15,715	118.8%	128,588

Daily Pivots for day following 17-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.81	88.61	84.53
R3	87.83	86.63	83.98
R2	85.85	85.85	83.80
R1	84.65	84.65	83.62	84.26
PP	83.87	83.87	83.87	83.68
S1	82.67	82.67	83.26	82.28
S2	81.89	81.89	83.08
S3	79.91	80.69	82.90
S4	77.93	78.71	82.35

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.19	96.85	89.15
R3	95.50	93.16	88.13
R2	91.81	91.81	87.80
R1	89.47	89.47	87.46	88.80
PP	88.12	88.12	88.12	87.79
S1	85.78	85.78	86.78	85.11
S2	84.43	84.43	86.44
S3	80.74	82.09	86.11
S4	77.05	78.40	85.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.47	83.10	7.37	8.8%	1.76	2.1%	5%	False	True	23,935
10	90.47	83.10	7.37	8.8%	1.64	2.0%	5%	False	True	23,970
20	90.47	83.10	7.37	8.8%	1.55	1.9%	5%	False	True	19,189
40	90.47	79.39	11.08	13.3%	1.71	2.1%	37%	False	False	20,614
60	90.47	75.70	14.77	17.7%	1.67	2.0%	52%	False	False	18,733
80	90.47	75.70	14.77	17.7%	1.63	1.9%	52%	False	False	16,083

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	0.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.50
2.618	90.26
1.618	88.28
1.000	87.06
0.618	86.30
HIGH	85.08
0.618	84.32
0.500	84.09
0.382	83.86
LOW	83.10
0.618	81.88
1.000	81.12
1.618	79.90
2.618	77.92
4.250	74.69

Fisher Pivots for day following 17-Nov-2010
Pivot	1 day	3 day
R1	84.09	85.54
PP	83.87	84.84
S1	83.66	84.14

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

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