NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 24-May-2010

Day Change Summary
	Previous	Current
	21-May-2010	24-May-2010	Change	Change %	Previous Week
Open	73.55	73.72	0.17	0.2%	76.87
High	74.56	74.25	-0.31	-0.4%	80.03
Low	72.32	72.89	0.57	0.8%	71.99
Close	73.55	73.33	-0.22	-0.3%	73.55
Range	2.24	1.36	-0.88	-39.3%	8.04
ATR	2.41	2.33	-0.07	-3.1%	0.00
Volume	23,667	20,425	-3,242	-13.7%	98,931

Daily Pivots for day following 24-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	77.57	76.81	74.08
R3	76.21	75.45	73.70
R2	74.85	74.85	73.58
R1	74.09	74.09	73.45	73.79
PP	73.49	73.49	73.49	73.34
S1	72.73	72.73	73.21	72.43
S2	72.13	72.13	73.08
S3	70.77	71.37	72.96
S4	69.41	70.01	72.58

Weekly Pivots for week ending 21-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.31	94.47	77.97
R3	91.27	86.43	75.76
R2	83.23	83.23	75.02
R1	78.39	78.39	74.29	76.79
PP	75.19	75.19	75.19	74.39
S1	70.35	70.35	72.81	68.75
S2	67.15	67.15	72.08
S3	59.11	62.31	71.34
S4	51.07	54.27	69.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.38	71.99	6.39	8.7%	2.38	3.2%	21%	False	False	19,660
10	85.35	71.99	13.36	18.2%	2.43	3.3%	10%	False	False	19,119
20	92.75	71.99	20.76	28.3%	2.49	3.4%	6%	False	False	18,330
40	92.75	71.99	20.76	28.3%	1.93	2.6%	6%	False	False	15,931
60	92.75	71.99	20.76	28.3%	1.68	2.3%	6%	False	False	12,175
80	92.75	71.99	20.76	28.3%	1.64	2.2%	6%	False	False	10,110

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.61
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	80.03
2.618	77.81
1.618	76.45
1.000	75.61
0.618	75.09
HIGH	74.25
0.618	73.73
0.500	73.57
0.382	73.41
LOW	72.89
0.618	72.05
1.000	71.53
1.618	70.69
2.618	69.33
4.250	67.11

Fisher Pivots for day following 24-May-2010
Pivot	1 day	3 day
R1	73.57	73.89
PP	73.49	73.70
S1	73.41	73.52

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

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