NYMEX Light Sweet Crude Oil Future November 2010

Trading Metrics calculated at close of trading on 19-Oct-2010

Day Change Summary
	Previous	Current
	18-Oct-2010	19-Oct-2010	Change	Change %	Previous Week
Open	81.38	82.95	1.57	1.9%	82.95
High	83.28	83.20	-0.08	-0.1%	84.12
Low	80.35	79.25	-1.10	-1.4%	80.75
Close	83.08	79.49	-3.59	-4.3%	81.25
Range	2.93	3.95	1.02	34.8%	3.37
ATR	2.13	2.26	0.13	6.1%	0.00
Volume	209,383	124,018	-85,365	-40.8%	1,395,748

Daily Pivots for day following 19-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.50	89.94	81.66
R3	88.55	85.99	80.58
R2	84.60	84.60	80.21
R1	82.04	82.04	79.85	81.35
PP	80.65	80.65	80.65	80.30
S1	78.09	78.09	79.13	77.40
S2	76.70	76.70	78.77
S3	72.75	74.14	78.40
S4	68.80	70.19	77.32

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.15	90.07	83.10
R3	88.78	86.70	82.18
R2	85.41	85.41	81.87
R1	83.33	83.33	81.56	82.69
PP	82.04	82.04	82.04	81.72
S1	79.96	79.96	80.94	79.32
S2	78.67	78.67	80.63
S3	75.30	76.59	80.32
S4	71.93	73.22	79.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.12	79.25	4.87	6.1%	2.63	3.3%	5%	False	True	246,360
10	84.43	79.25	5.18	6.5%	2.43	3.1%	5%	False	True	284,780
20	84.43	73.58	10.85	13.6%	2.22	2.8%	54%	False	False	301,444
40	84.43	71.49	12.94	16.3%	2.11	2.7%	62%	False	False	243,054
60	84.43	71.49	12.94	16.3%	2.06	2.6%	62%	False	False	179,254
80	84.43	71.49	12.94	16.3%	2.06	2.6%	62%	False	False	138,404
100	84.43	71.49	12.94	16.3%	2.06	2.6%	62%	False	False	113,235
120	93.14	70.96	22.18	27.9%	2.13	2.7%	38%	False	False	96,669

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	0.63
Widest range in 95 trading days

Fibonacci Retracements and Extensions
4.250	99.99
2.618	93.54
1.618	89.59
1.000	87.15
0.618	85.64
HIGH	83.20
0.618	81.69
0.500	81.23
0.382	80.76
LOW	79.25
0.618	76.81
1.000	75.30
1.618	72.86
2.618	68.91
4.250	62.46

Fisher Pivots for day following 19-Oct-2010
Pivot	1 day	3 day
R1	81.23	81.29
PP	80.65	80.69
S1	80.07	80.09

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

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