NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 13-Oct-2010

Day Change Summary
	Previous	Current
	12-Oct-2010	13-Oct-2010	Change	Change %	Previous Week
Open	84.47	84.84	0.37	0.4%	84.63
High	85.04	85.94	0.90	1.1%	86.75
Low	83.71	84.76	1.05	1.3%	82.89
Close	84.54	85.60	1.06	1.3%	85.08
Range	1.33	1.18	-0.15	-11.3%	3.86
ATR	1.71	1.68	-0.02	-1.3%	0.00
Volume	14,848	18,560	3,712	25.0%	130,870

Daily Pivots for day following 13-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.97	88.47	86.25
R3	87.79	87.29	85.92
R2	86.61	86.61	85.82
R1	86.11	86.11	85.71	86.36
PP	85.43	85.43	85.43	85.56
S1	84.93	84.93	85.49	85.18
S2	84.25	84.25	85.38
S3	83.07	83.75	85.28
S4	81.89	82.57	84.95

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	96.49	94.64	87.20
R3	92.63	90.78	86.14
R2	88.77	88.77	85.79
R1	86.92	86.92	85.43	87.85
PP	84.91	84.91	84.91	85.37
S1	83.06	83.06	84.73	83.99
S2	81.05	81.05	84.37
S3	77.19	79.20	84.02
S4	73.33	75.34	82.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.75	82.89	3.86	4.5%	1.86	2.2%	70%	False	False	20,696
10	86.75	81.40	5.35	6.3%	1.68	2.0%	79%	False	False	22,618
20	86.75	78.05	8.70	10.2%	1.71	2.0%	87%	False	False	19,177
40	86.75	74.29	12.46	14.6%	1.62	1.9%	91%	False	False	15,284
60	86.75	74.29	12.46	14.6%	1.55	1.8%	91%	False	False	11,674
80	86.75	74.29	12.46	14.6%	1.53	1.8%	91%	False	False	9,361

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.44
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.96
2.618	89.03
1.618	87.85
1.000	87.12
0.618	86.67
HIGH	85.94
0.618	85.49
0.500	85.35
0.382	85.21
LOW	84.76
0.618	84.03
1.000	83.58
1.618	82.85
2.618	81.67
4.250	79.75

Fisher Pivots for day following 13-Oct-2010
Pivot	1 day	3 day
R1	85.52	85.34
PP	85.43	85.08
S1	85.35	84.83

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

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