NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 26-Mar-2010

Day Change Summary
	Previous	Current
	25-Mar-2010	26-Mar-2010	Change	Change %	Previous Week
Open	82.34	81.84	-0.50	-0.6%	83.25
High	83.13	81.85	-1.28	-1.5%	83.58
Low	81.91	81.52	-0.39	-0.5%	80.82
Close	82.34	81.81	-0.53	-0.6%	81.81
Range	1.22	0.33	-0.89	-73.0%	2.76
ATR	1.58	1.53	-0.05	-3.4%	0.00
Volume	3,514	3,884	370	10.5%	19,473

Daily Pivots for day following 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.72	82.59	81.99
R3	82.39	82.26	81.90
R2	82.06	82.06	81.87
R1	81.93	81.93	81.84	81.83
PP	81.73	81.73	81.73	81.68
S1	81.60	81.60	81.78	81.50
S2	81.40	81.40	81.75
S3	81.07	81.27	81.72
S4	80.74	80.94	81.63

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.35	88.84	83.33
R3	87.59	86.08	82.57
R2	84.83	84.83	82.32
R1	83.32	83.32	82.06	82.70
PP	82.07	82.07	82.07	81.76
S1	80.56	80.56	81.56	79.94
S2	79.31	79.31	81.30
S3	76.55	77.80	81.05
S4	73.79	75.04	80.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.58	80.82	2.76	3.4%	1.17	1.4%	36%	False	False	3,894
10	84.60	80.82	3.78	4.6%	1.04	1.3%	26%	False	False	4,323
20	85.00	80.15	4.85	5.9%	1.19	1.5%	34%	False	False	4,662
40	85.00	73.17	11.83	14.5%	1.35	1.7%	73%	False	False	4,289

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	83.25
2.618	82.71
1.618	82.38
1.000	82.18
0.618	82.05
HIGH	81.85
0.618	81.72
0.500	81.69
0.382	81.65
LOW	81.52
0.618	81.32
1.000	81.19
1.618	80.99
2.618	80.66
4.250	80.12

Fisher Pivots for day following 26-Mar-2010
Pivot	1 day	3 day
R1	81.77	82.33
PP	81.73	82.15
S1	81.69	81.98

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

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