NYMEX Light Sweet Crude Oil Future September 2010

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Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary Previous Current 24-Nov-2009 25-Nov-2009 Change Change % Previous Week Open 81.66 83.82 2.16 2.6% 83.84 High 82.69 83.81 1.12 1.4% 84.86 Low 81.62 83.81 2.19 2.7% 81.76 Close 81.66 83.82 2.16 2.6% 82.52 Range 1.07 0.00 -1.07 -100.0% 3.10 ATR 1.43 1.48 0.05 3.6% 0.00 Volume 1,512 930 -582 -38.5% 8,269
Daily Pivots for day following 25-Nov-2009 Classic Woodie Camarilla DeMark R4 83.81 83.82 83.82 R3 83.81 83.82 83.82 R2 83.81 83.81 83.82 R1 83.82 83.82 83.82 83.82 PP 83.81 83.81 83.81 83.82 S1 83.82 83.82 83.82 83.82 S2 83.81 83.81 83.82 S3 83.81 83.82 83.82 S4 83.81 83.82 83.82	Weekly Pivots for week ending 20-Nov-2009 Classic Woodie Camarilla DeMark R4 92.35 90.53 84.23 R3 89.25 87.43 83.37 R2 86.15 86.15 83.09 R1 84.33 84.33 82.80 83.69 PP 83.05 83.05 83.05 82.73 S1 81.23 81.23 82.24 80.59 S2 79.95 79.95 81.95 S3 76.85 78.13 81.67 S4 73.75 75.03 80.82
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 84.17 81.62 2.55 3.0% 0.71 0.8% 86% False False 1,792 10 84.86 81.02 3.84 4.6% 0.98 1.2% 73% False False 1,891 20 84.86 81.02 3.84 4.6% 0.99 1.2% 73% False False 2,334
Crabel Price Patterns NR True NR4 True NR5 True NR7 True 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 0.07 Narrowest range in 17 trading days	Fibonacci Retracements and Extensions 4.250 83.81 2.618 83.81 1.618 83.81 1.000 83.81 0.618 83.81 HIGH 83.81 0.618 83.81 0.500 83.81 0.382 83.81 LOW 83.81 0.618 83.81 1.000 83.81 1.618 83.81 2.618 83.81 4.250 83.81
Fisher Pivots for day following 25-Nov-2009 Pivot 1 day 3 day R1 83.82 83.45 PP 83.81 83.08 S1 83.81 82.72

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