NYMEX Light Sweet Crude Oil Future February 2011

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

Day Change Summary
	Previous	Current
	21-Dec-2010	22-Dec-2010	Change	Change %	Previous Week
Open	89.22	89.99	0.77	0.9%	88.42
High	90.10	90.80	0.70	0.8%	90.00
Low	89.06	89.85	0.79	0.9%	87.43
Close	89.82	90.48	0.66	0.7%	88.60
Range	1.04	0.95	-0.09	-8.7%	2.57
ATR	1.82	1.76	-0.06	-3.3%	0.00
Volume	175,413	171,657	-3,756	-2.1%	782,685

Daily Pivots for day following 22-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.23	92.80	91.00
R3	92.28	91.85	90.74
R2	91.33	91.33	90.65
R1	90.90	90.90	90.57	91.12
PP	90.38	90.38	90.38	90.48
S1	89.95	89.95	90.39	90.17
S2	89.43	89.43	90.31
S3	88.48	89.00	90.22
S4	87.53	88.05	89.96

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	96.39	95.06	90.01
R3	93.82	92.49	89.31
R2	91.25	91.25	89.07
R1	89.92	89.92	88.84	90.59
PP	88.68	88.68	88.68	89.01
S1	87.35	87.35	88.36	88.02
S2	86.11	86.11	88.13
S3	83.54	84.78	87.89
S4	80.97	82.21	87.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.80	87.71	3.09	3.4%	1.29	1.4%	90%	True	False	194,435
10	90.80	87.43	3.37	3.7%	1.54	1.7%	91%	True	False	170,194
20	91.17	81.60	9.57	10.6%	1.87	2.1%	93%	False	False	130,506
40	91.17	80.89	10.28	11.4%	1.85	2.0%	93%	False	False	89,587
60	91.17	78.83	12.34	13.6%	1.91	2.1%	94%	False	False	69,507
80	91.17	76.61	14.56	16.1%	1.85	2.0%	95%	False	False	56,599
100	91.17	73.76	17.41	19.2%	1.75	1.9%	96%	False	False	46,695
120	91.17	73.76	17.41	19.2%	1.68	1.9%	96%	False	False	39,472

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.52
Narrowest range in 80 trading days

Fibonacci Retracements and Extensions
4.250	94.84
2.618	93.29
1.618	92.34
1.000	91.75
0.618	91.39
HIGH	90.80
0.618	90.44
0.500	90.33
0.382	90.21
LOW	89.85
0.618	89.26
1.000	88.90
1.618	88.31
2.618	87.36
4.250	85.81

Fisher Pivots for day following 22-Dec-2010
Pivot	1 day	3 day
R1	90.43	90.08
PP	90.38	89.67
S1	90.33	89.27

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

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