NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 21-Oct-2010

Day Change Summary
	Previous	Current
	20-Oct-2010	21-Oct-2010	Change	Change %	Previous Week
Open	80.73	83.13	2.40	3.0%	84.41
High	83.28	83.39	0.11	0.1%	85.48
Low	80.63	80.89	0.26	0.3%	82.08
Close	83.26	81.33	-1.93	-2.3%	82.61
Range	2.65	2.50	-0.15	-5.7%	3.40
ATR	2.16	2.18	0.02	1.1%	0.00
Volume	90,776	97,904	7,128	7.9%	348,001

Daily Pivots for day following 21-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.37	87.85	82.71
R3	86.87	85.35	82.02
R2	84.37	84.37	81.79
R1	82.85	82.85	81.56	82.36
PP	81.87	81.87	81.87	81.63
S1	80.35	80.35	81.10	79.86
S2	79.37	79.37	80.87
S3	76.87	77.85	80.64
S4	74.37	75.35	79.96

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.59	91.50	84.48
R3	90.19	88.10	83.55
R2	86.79	86.79	83.23
R1	84.70	84.70	82.92	84.05
PP	83.39	83.39	83.39	83.06
S1	81.30	81.30	82.30	80.65
S2	79.99	79.99	81.99
S3	76.59	77.90	81.68
S4	73.19	74.50	80.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.64	80.63	4.01	4.9%	2.90	3.6%	17%	False	False	74,145
10	85.48	80.63	4.85	6.0%	2.35	2.9%	14%	False	False	76,181
20	85.75	77.24	8.51	10.5%	2.15	2.6%	48%	False	False	71,292
40	85.75	74.90	10.85	13.3%	2.00	2.5%	59%	False	False	55,652
60	85.75	73.12	12.63	15.5%	1.88	2.3%	65%	False	False	41,053
80	85.75	73.12	12.63	15.5%	1.85	2.3%	65%	False	False	32,309
100	85.75	73.12	12.63	15.5%	1.80	2.2%	65%	False	False	26,817
120	92.30	72.06	20.24	24.9%	1.87	2.3%	46%	False	False	23,267

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.49
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	94.02
2.618	89.94
1.618	87.44
1.000	85.89
0.618	84.94
HIGH	83.39
0.618	82.44
0.500	82.14
0.382	81.85
LOW	80.89
0.618	79.35
1.000	78.39
1.618	76.85
2.618	74.35
4.250	70.27

Fisher Pivots for day following 21-Oct-2010
Pivot	1 day	3 day
R1	82.14	82.60
PP	81.87	82.17
S1	81.60	81.75

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

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