NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 27-Sep-2010

Day Change Summary
	Previous	Current
	24-Sep-2010	27-Sep-2010	Change	Change %	Previous Week
Open	76.29	77.57	1.28	1.7%	76.67
High	78.00	78.12	0.12	0.2%	78.34
Low	76.05	76.51	0.46	0.6%	75.10
Close	77.65	77.50	-0.15	-0.2%	77.65
Range	1.95	1.61	-0.34	-17.4%	3.24
ATR	1.91	1.89	-0.02	-1.1%	0.00
Volume	155,811	166,177	10,366	6.7%	723,840

Daily Pivots for day following 27-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.21	81.46	78.39
R3	80.60	79.85	77.94
R2	78.99	78.99	77.80
R1	78.24	78.24	77.65	77.81
PP	77.38	77.38	77.38	77.16
S1	76.63	76.63	77.35	76.20
S2	75.77	75.77	77.20
S3	74.16	75.02	77.06
S4	72.55	73.41	76.61

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.75	85.44	79.43
R3	83.51	82.20	78.54
R2	80.27	80.27	78.24
R1	78.96	78.96	77.95	79.62
PP	77.03	77.03	77.03	77.36
S1	75.72	75.72	77.35	76.38
S2	73.79	73.79	77.06
S3	70.55	72.48	76.76
S4	67.31	69.24	75.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.20	75.10	3.10	4.0%	1.84	2.4%	77%	False	False	152,807
10	79.75	75.10	4.65	6.0%	1.82	2.3%	52%	False	False	144,119
20	79.75	74.64	5.11	6.6%	1.89	2.4%	56%	False	False	134,402
40	84.45	72.35	12.10	15.6%	1.90	2.4%	43%	False	False	101,904
60	84.45	72.35	12.10	15.6%	1.96	2.5%	43%	False	False	81,574
80	84.45	72.35	12.10	15.6%	2.02	2.6%	43%	False	False	72,161
100	87.40	71.50	15.90	20.5%	2.18	2.8%	38%	False	False	69,395
120	93.55	71.50	22.05	28.5%	2.11	2.7%	27%	False	False	67,309

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.52
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	84.96
2.618	82.33
1.618	80.72
1.000	79.73
0.618	79.11
HIGH	78.12
0.618	77.50
0.500	77.32
0.382	77.13
LOW	76.51
0.618	75.52
1.000	74.90
1.618	73.91
2.618	72.30
4.250	69.67

Fisher Pivots for day following 27-Sep-2010
Pivot	1 day	3 day
R1	77.44	77.20
PP	77.38	76.91
S1	77.32	76.61

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

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