NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 11-Mar-2010

Day Change Summary
	Previous	Current
	10-Mar-2010	11-Mar-2010	Change	Change %	Previous Week
Open	84.13	84.18	0.05	0.1%	80.75
High	85.00	84.28	-0.72	-0.8%	84.10
Low	83.10	83.43	0.33	0.4%	80.15
Close	84.13	84.18	0.05	0.1%	83.77
Range	1.90	0.85	-1.05	-55.3%	3.95
ATR	1.64	1.58	-0.06	-3.4%	0.00
Volume	7,300	3,632	-3,668	-50.2%	25,950

Daily Pivots for day following 11-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.51	86.20	84.65
R3	85.66	85.35	84.41
R2	84.81	84.81	84.34
R1	84.50	84.50	84.26	84.61
PP	83.96	83.96	83.96	84.02
S1	83.65	83.65	84.10	83.76
S2	83.11	83.11	84.02
S3	82.26	82.80	83.95
S4	81.41	81.95	83.71

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.52	93.10	85.94
R3	90.57	89.15	84.86
R2	86.62	86.62	84.49
R1	85.20	85.20	84.13	85.91
PP	82.67	82.67	82.67	83.03
S1	81.25	81.25	83.41	81.96
S2	78.72	78.72	83.05
S3	74.77	77.30	82.68
S4	70.82	73.35	81.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.00	82.83	2.17	2.6%	1.15	1.4%	62%	False	False	4,964
10	85.00	80.10	4.90	5.8%	1.29	1.5%	83%	False	False	4,971
20	85.00	75.97	9.03	10.7%	1.50	1.8%	91%	False	False	4,161
40	85.00	73.17	11.83	14.1%	1.32	1.6%	93%	False	False	3,776

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	87.89
2.618	86.51
1.618	85.66
1.000	85.13
0.618	84.81
HIGH	84.28
0.618	83.96
0.500	83.86
0.382	83.75
LOW	83.43
0.618	82.90
1.000	82.58
1.618	82.05
2.618	81.20
4.250	79.82

Fisher Pivots for day following 11-Mar-2010
Pivot	1 day	3 day
R1	84.07	84.12
PP	83.96	84.06
S1	83.86	84.00

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

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