NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 12-May-2010

Day Change Summary
	Previous	Current
	11-May-2010	12-May-2010	Change	Change %	Previous Week
Open	84.19	83.86	-0.33	-0.4%	91.34
High	84.58	85.01	0.43	0.5%	92.75
Low	82.82	83.59	0.77	0.9%	81.06
Close	84.07	84.58	0.51	0.6%	81.98
Range	1.76	1.42	-0.34	-19.3%	11.69
ATR	2.15	2.10	-0.05	-2.4%	0.00
Volume	15,626	17,864	2,238	14.3%	96,891

Daily Pivots for day following 12-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.65	88.04	85.36
R3	87.23	86.62	84.97
R2	85.81	85.81	84.84
R1	85.20	85.20	84.71	85.51
PP	84.39	84.39	84.39	84.55
S1	83.78	83.78	84.45	84.09
S2	82.97	82.97	84.32
S3	81.55	82.36	84.19
S4	80.13	80.94	83.80

Weekly Pivots for week ending 07-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	120.33	112.85	88.41
R3	108.64	101.16	85.19
R2	96.95	96.95	84.12
R1	89.47	89.47	83.05	87.37
PP	85.26	85.26	85.26	84.21
S1	77.78	77.78	80.91	75.68
S2	73.57	73.57	79.84
S3	61.88	66.09	78.77
S4	50.19	54.40	75.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.37	81.06	5.31	6.3%	2.72	3.2%	66%	False	False	19,888
10	92.75	81.06	11.69	13.8%	2.55	3.0%	30%	False	False	18,508
20	92.75	81.06	11.69	13.8%	2.02	2.4%	30%	False	False	16,431
40	92.75	80.82	11.93	14.1%	1.60	1.9%	32%	False	False	12,904
60	92.75	79.20	13.55	16.0%	1.54	1.8%	40%	False	False	10,026
80	92.75	73.17	19.58	23.1%	1.47	1.7%	58%	False	False	8,407

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.56
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	91.05
2.618	88.73
1.618	87.31
1.000	86.43
0.618	85.89
HIGH	85.01
0.618	84.47
0.500	84.30
0.382	84.13
LOW	83.59
0.618	82.71
1.000	82.17
1.618	81.29
2.618	79.87
4.250	77.56

Fisher Pivots for day following 12-May-2010
Pivot	1 day	3 day
R1	84.49	84.37
PP	84.39	84.16
S1	84.30	83.95

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

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