NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 11-Oct-2010

Day Change Summary
	Previous	Current
	08-Oct-2010	11-Oct-2010	Change	Change %	Previous Week
Open	82.24	83.65	1.41	1.7%	82.60
High	83.76	84.20	0.44	0.5%	85.08
Low	80.98	82.65	1.67	2.1%	80.98
Close	83.35	83.01	-0.34	-0.4%	83.35
Range	2.78	1.55	-1.23	-44.2%	4.10
ATR	2.05	2.01	-0.04	-1.7%	0.00
Volume	256,527	224,162	-32,365	-12.6%	1,063,404

Daily Pivots for day following 11-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.94	87.02	83.86
R3	86.39	85.47	83.44
R2	84.84	84.84	83.29
R1	83.92	83.92	83.15	83.61
PP	83.29	83.29	83.29	83.13
S1	82.37	82.37	82.87	82.06
S2	81.74	81.74	82.73
S3	80.19	80.82	82.58
S4	78.64	79.27	82.16

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	95.44	93.49	85.61
R3	91.34	89.39	84.48
R2	87.24	87.24	84.10
R1	85.29	85.29	83.73	86.27
PP	83.14	83.14	83.14	83.62
S1	81.19	81.19	82.97	82.17
S2	79.04	79.04	82.60
S3	74.94	77.09	82.22
S4	70.84	72.99	81.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.08	80.98	4.10	4.9%	2.25	2.7%	50%	False	False	214,035
10	85.08	76.61	8.47	10.2%	2.10	2.5%	76%	False	False	195,422
20	85.08	75.10	9.98	12.0%	1.96	2.4%	79%	False	False	169,771
40	85.08	72.35	12.73	15.3%	1.93	2.3%	84%	False	False	134,630
60	85.08	72.35	12.73	15.3%	1.95	2.4%	84%	False	False	107,875
80	85.08	72.35	12.73	15.3%	2.01	2.4%	84%	False	False	90,631
100	85.08	71.50	13.58	16.4%	2.10	2.5%	85%	False	False	82,977
120	93.55	71.50	22.05	26.6%	2.17	2.6%	52%	False	False	78,586

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.54
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	90.79
2.618	88.26
1.618	86.71
1.000	85.75
0.618	85.16
HIGH	84.20
0.618	83.61
0.500	83.43
0.382	83.24
LOW	82.65
0.618	81.69
1.000	81.10
1.618	80.14
2.618	78.59
4.250	76.06

Fisher Pivots for day following 11-Oct-2010
Pivot	1 day	3 day
R1	83.43	83.03
PP	83.29	83.02
S1	83.15	83.02

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

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