NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 19-Oct-2010

Day Change Summary
	Previous	Current
	18-Oct-2010	19-Oct-2010	Change	Change %	Previous Week
Open	82.20	83.74	1.54	1.9%	83.65
High	83.95	83.89	-0.06	-0.1%	84.80
Low	81.01	79.84	-1.17	-1.4%	81.41
Close	83.80	80.16	-3.64	-4.3%	81.93
Range	2.94	4.05	1.11	37.8%	3.39
ATR	2.06	2.21	0.14	6.9%	0.00
Volume	228,253	450,997	222,744	97.6%	1,011,788

Daily Pivots for day following 19-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.45	90.85	82.39
R3	89.40	86.80	81.27
R2	85.35	85.35	80.90
R1	82.75	82.75	80.53	82.03
PP	81.30	81.30	81.30	80.93
S1	78.70	78.70	79.79	77.98
S2	77.25	77.25	79.42
S3	73.20	74.65	79.05
S4	69.15	70.60	77.93

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.88	90.80	83.79
R3	89.49	87.41	82.86
R2	86.10	86.10	82.55
R1	84.02	84.02	82.24	83.37
PP	82.71	82.71	82.71	82.39
S1	80.63	80.63	81.62	79.98
S2	79.32	79.32	81.31
S3	75.93	77.24	81.00
S4	72.54	73.85	80.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.80	79.84	4.96	6.2%	2.64	3.3%	6%	False	True	263,383
10	85.08	79.84	5.24	6.5%	2.40	3.0%	6%	False	True	236,327
20	85.08	75.10	9.98	12.5%	2.15	2.7%	51%	False	False	204,173
40	85.08	72.35	12.73	15.9%	2.04	2.5%	61%	False	False	160,757
60	85.08	72.35	12.73	15.9%	2.01	2.5%	61%	False	False	128,153
80	85.08	72.35	12.73	15.9%	2.04	2.5%	61%	False	False	105,968
100	85.08	72.35	12.73	15.9%	2.08	2.6%	61%	False	False	93,849
120	93.55	71.50	22.05	27.5%	2.20	2.7%	39%	False	False	88,207

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	0.63
Widest range in 95 trading days

Fibonacci Retracements and Extensions
4.250	101.10
2.618	94.49
1.618	90.44
1.000	87.94
0.618	86.39
HIGH	83.89
0.618	82.34
0.500	81.87
0.382	81.39
LOW	79.84
0.618	77.34
1.000	75.79
1.618	73.29
2.618	69.24
4.250	62.63

Fisher Pivots for day following 19-Oct-2010
Pivot	1 day	3 day
R1	81.87	81.91
PP	81.30	81.33
S1	80.73	80.74

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

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