NYMEX Light Sweet Crude Oil Future August 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Oct-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Oct-2009 | 27-Oct-2009 | Change | Change % | Previous Week |  
                        | Open | 84.72 | 82.89 | -1.83 | -2.2% | 82.05 |  
                        | High | 84.72 | 83.43 | -1.29 | -1.5% | 84.95 |  
                        | Low | 82.55 | 82.81 | 0.26 | 0.3% | 81.94 |  
                        | Close | 82.59 | 83.24 | 0.65 | 0.8% | 84.39 |  
                        | Range | 2.17 | 0.62 | -1.55 | -71.4% | 3.01 |  
                        | ATR | 1.26 | 1.23 | -0.03 | -2.4% | 0.00 |  
                        | Volume | 2,554 | 1,672 | -882 | -34.5% | 8,128 |  | 
    
| 
        
            | Daily Pivots for day following 27-Oct-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 85.02 | 84.75 | 83.58 |  |  
                | R3 | 84.40 | 84.13 | 83.41 |  |  
                | R2 | 83.78 | 83.78 | 83.35 |  |  
                | R1 | 83.51 | 83.51 | 83.30 | 83.65 |  
                | PP | 83.16 | 83.16 | 83.16 | 83.23 |  
                | S1 | 82.89 | 82.89 | 83.18 | 83.03 |  
                | S2 | 82.54 | 82.54 | 83.13 |  |  
                | S3 | 81.92 | 82.27 | 83.07 |  |  
                | S4 | 81.30 | 81.65 | 82.90 |  |  | 
        
            | Weekly Pivots for week ending 23-Oct-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 92.79 | 91.60 | 86.05 |  |  
                | R3 | 89.78 | 88.59 | 85.22 |  |  
                | R2 | 86.77 | 86.77 | 84.94 |  |  
                | R1 | 85.58 | 85.58 | 84.67 | 86.18 |  
                | PP | 83.76 | 83.76 | 83.76 | 84.06 |  
                | S1 | 82.57 | 82.57 | 84.11 | 83.17 |  
                | S2 | 80.75 | 80.75 | 83.84 |  |  
                | S3 | 77.74 | 79.56 | 83.56 |  |  
                | S4 | 74.73 | 76.55 | 82.73 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 86.07 |  
            | 2.618 | 85.05 |  
            | 1.618 | 84.43 |  
            | 1.000 | 84.05 |  
            | 0.618 | 83.81 |  
            | HIGH | 83.43 |  
            | 0.618 | 83.19 |  
            | 0.500 | 83.12 |  
            | 0.382 | 83.05 |  
            | LOW | 82.81 |  
            | 0.618 | 82.43 |  
            | 1.000 | 82.19 |  
            | 1.618 | 81.81 |  
            | 2.618 | 81.19 |  
            | 4.250 | 80.18 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Oct-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 83.20 | 83.64 |  
                                | PP | 83.16 | 83.50 |  
                                | S1 | 83.12 | 83.37 |  |