NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 17-Sep-2010

Day Change Summary
	Previous	Current
	16-Sep-2010	17-Sep-2010	Change	Change %	Previous Week
Open	75.76	74.47	-1.29	-1.7%	76.36
High	75.99	75.25	-0.74	-1.0%	78.04
Low	74.11	72.75	-1.36	-1.8%	72.75
Close	74.57	73.66	-0.91	-1.2%	73.66
Range	1.88	2.50	0.62	33.0%	5.29
ATR	2.09	2.12	0.03	1.4%	0.00
Volume	258,378	178,596	-79,782	-30.9%	1,455,457

Daily Pivots for day following 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.39	80.02	75.04
R3	78.89	77.52	74.35
R2	76.39	76.39	74.12
R1	75.02	75.02	73.89	74.46
PP	73.89	73.89	73.89	73.60
S1	72.52	72.52	73.43	71.96
S2	71.39	71.39	73.20
S3	68.89	70.02	72.97
S4	66.39	67.52	72.29

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.69	87.46	76.57
R3	85.40	82.17	75.11
R2	80.11	80.11	74.63
R1	76.88	76.88	74.14	75.85
PP	74.82	74.82	74.82	74.30
S1	71.59	71.59	73.18	70.56
S2	69.53	69.53	72.69
S3	64.24	66.30	72.21
S4	58.95	61.01	70.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.04	72.75	5.29	7.2%	1.97	2.7%	17%	False	True	291,091
10	78.04	72.63	5.41	7.3%	2.05	2.8%	19%	False	False	325,148
20	78.04	70.76	7.28	9.9%	2.12	2.9%	40%	False	False	327,981
40	83.40	70.76	12.64	17.2%	2.02	2.7%	23%	False	False	222,310
60	83.40	70.76	12.64	17.2%	2.10	2.9%	23%	False	False	160,279
80	83.40	70.76	12.64	17.2%	2.15	2.9%	23%	False	False	125,481
100	92.75	70.35	22.40	30.4%	2.23	3.0%	15%	False	False	104,095
120	92.75	70.35	22.40	30.4%	2.08	2.8%	15%	False	False	89,030

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	85.88
2.618	81.80
1.618	79.30
1.000	77.75
0.618	76.80
HIGH	75.25
0.618	74.30
0.500	74.00
0.382	73.71
LOW	72.75
0.618	71.21
1.000	70.25
1.618	68.71
2.618	66.21
4.250	62.13

Fisher Pivots for day following 17-Sep-2010
Pivot	1 day	3 day
R1	74.00	74.70
PP	73.89	74.35
S1	73.77	74.01

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

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