NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 22-Oct-2010

Day Change Summary
	Previous	Current
	21-Oct-2010	22-Oct-2010	Change	Change %	Previous Week
Open	83.13	81.52	-1.61	-1.9%	82.68
High	83.39	82.80	-0.59	-0.7%	84.64
Low	80.89	81.23	0.34	0.4%	80.63
Close	81.33	82.45	1.12	1.4%	82.45
Range	2.50	1.57	-0.93	-37.2%	4.01
ATR	2.18	2.14	-0.04	-2.0%	0.00
Volume	97,904	86,495	-11,409	-11.7%	397,495

Daily Pivots for day following 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.87	86.23	83.31
R3	85.30	84.66	82.88
R2	83.73	83.73	82.74
R1	83.09	83.09	82.59	83.41
PP	82.16	82.16	82.16	82.32
S1	81.52	81.52	82.31	81.84
S2	80.59	80.59	82.16
S3	79.02	79.95	82.02
S4	77.45	78.38	81.59

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.60	92.54	84.66
R3	90.59	88.53	83.55
R2	86.58	86.58	83.19
R1	84.52	84.52	82.82	83.55
PP	82.57	82.57	82.57	82.09
S1	80.51	80.51	82.08	79.54
S2	78.56	78.56	81.71
S3	74.55	76.50	81.35
S4	70.54	72.49	80.24

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%	2.71	3.3%	45%	False	False	79,499
10	85.48	80.63	4.85	5.9%	2.24	2.7%	38%	False	False	74,549
20	85.75	77.36	8.39	10.2%	2.14	2.6%	61%	False	False	72,704
40	85.75	75.52	10.23	12.4%	2.00	2.4%	68%	False	False	57,307
60	85.75	73.12	12.63	15.3%	1.87	2.3%	74%	False	False	42,289
80	85.75	73.12	12.63	15.3%	1.85	2.2%	74%	False	False	33,340
100	85.75	73.12	12.63	15.3%	1.80	2.2%	74%	False	False	27,645
120	89.50	72.06	17.44	21.2%	1.86	2.3%	60%	False	False	23,959

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	89.47
2.618	86.91
1.618	85.34
1.000	84.37
0.618	83.77
HIGH	82.80
0.618	82.20
0.500	82.02
0.382	81.83
LOW	81.23
0.618	80.26
1.000	79.66
1.618	78.69
2.618	77.12
4.250	74.56

Fisher Pivots for day following 22-Oct-2010
Pivot	1 day	3 day
R1	82.31	82.30
PP	82.16	82.16
S1	82.02	82.01

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

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