NYMEX Light Sweet Crude Oil Future November 2010

Trading Metrics calculated at close of trading on 28-Sep-2010

Day Change Summary
	Previous	Current
	27-Sep-2010	28-Sep-2010	Change	Change %	Previous Week
Open	76.47	76.23	-0.24	-0.3%	74.82
High	77.17	77.12	-0.05	-0.1%	76.77
Low	75.52	75.53	0.01	0.0%	73.58
Close	76.52	76.18	-0.34	-0.4%	76.49
Range	1.65	1.59	-0.06	-3.6%	3.19
ATR	1.97	1.94	-0.03	-1.4%	0.00
Volume	270,713	313,842	43,129	15.9%	1,461,014

Daily Pivots for day following 28-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.05	80.20	77.05
R3	79.46	78.61	76.62
R2	77.87	77.87	76.47
R1	77.02	77.02	76.33	76.65
PP	76.28	76.28	76.28	76.09
S1	75.43	75.43	76.03	75.06
S2	74.69	74.69	75.89
S3	73.10	73.84	75.74
S4	71.51	72.25	75.31

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.18	84.03	78.24
R3	81.99	80.84	77.37
R2	78.80	78.80	77.07
R1	77.65	77.65	76.78	78.23
PP	75.61	75.61	75.61	75.90
S1	74.46	74.46	76.20	75.04
S2	72.42	72.42	75.91
S3	69.23	71.27	75.61
S4	66.04	68.08	74.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.17	73.58	3.59	4.7%	1.89	2.5%	72%	False	False	293,590
10	77.66	73.58	4.08	5.4%	1.93	2.5%	64%	False	False	272,682
20	78.86	73.08	5.78	7.6%	1.99	2.6%	54%	False	False	228,623
40	83.91	71.49	12.42	16.3%	1.91	2.5%	38%	False	False	151,478
60	83.91	71.49	12.42	16.3%	1.97	2.6%	38%	False	False	107,362
80	83.91	71.49	12.42	16.3%	1.97	2.6%	38%	False	False	83,786
100	85.75	70.96	14.79	19.4%	2.07	2.7%	35%	False	False	69,714
120	93.14	70.96	22.18	29.1%	1.99	2.6%	24%	False	False	60,036

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.52
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	83.88
2.618	81.28
1.618	79.69
1.000	78.71
0.618	78.10
HIGH	77.12
0.618	76.51
0.500	76.33
0.382	76.14
LOW	75.53
0.618	74.55
1.000	73.94
1.618	72.96
2.618	71.37
4.250	68.77

Fisher Pivots for day following 28-Sep-2010
Pivot	1 day	3 day
R1	76.33	76.09
PP	76.28	76.00
S1	76.23	75.92

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

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