NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 12-Oct-2010

Day Change Summary
	Previous	Current
	11-Oct-2010	12-Oct-2010	Change	Change %	Previous Week
Open	83.65	82.76	-0.89	-1.1%	82.60
High	84.20	83.10	-1.10	-1.3%	85.08
Low	82.65	81.67	-0.98	-1.2%	80.98
Close	83.01	82.45	-0.56	-0.7%	83.35
Range	1.55	1.43	-0.12	-7.7%	4.10
ATR	2.01	1.97	-0.04	-2.1%	0.00
Volume	224,162	149,957	-74,205	-33.1%	1,063,404

Daily Pivots for day following 12-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.70	86.00	83.24
R3	85.27	84.57	82.84
R2	83.84	83.84	82.71
R1	83.14	83.14	82.58	82.78
PP	82.41	82.41	82.41	82.22
S1	81.71	81.71	82.32	81.35
S2	80.98	80.98	82.19
S3	79.55	80.28	82.06
S4	78.12	78.85	81.66

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	5.0%	2.17	2.6%	36%	False	False	209,270
10	85.08	76.90	8.18	9.9%	2.08	2.5%	68%	False	False	196,105
20	85.08	75.10	9.98	12.1%	1.96	2.4%	74%	False	False	170,024
40	85.08	72.35	12.73	15.4%	1.94	2.3%	79%	False	False	136,880
60	85.08	72.35	12.73	15.4%	1.94	2.4%	79%	False	False	109,909
80	85.08	72.35	12.73	15.4%	2.01	2.4%	79%	False	False	91,786
100	85.08	71.50	13.58	16.5%	2.08	2.5%	81%	False	False	83,681
120	93.55	71.50	22.05	26.7%	2.16	2.6%	50%	False	False	79,341

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.52
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	89.18
2.618	86.84
1.618	85.41
1.000	84.53
0.618	83.98
HIGH	83.10
0.618	82.55
0.500	82.39
0.382	82.22
LOW	81.67
0.618	80.79
1.000	80.24
1.618	79.36
2.618	77.93
4.250	75.59

Fisher Pivots for day following 12-Oct-2010
Pivot	1 day	3 day
R1	82.43	82.59
PP	82.41	82.54
S1	82.39	82.50

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

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