NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 22-Oct-2010

Day Change Summary
	Previous	Current
	21-Oct-2010	22-Oct-2010	Change	Change %	Previous Week
Open	82.55	80.73	-1.82	-2.2%	82.20
High	82.70	82.07	-0.63	-0.8%	83.95
Low	80.09	80.41	0.32	0.4%	79.84
Close	80.56	81.69	1.13	1.4%	81.69
Range	2.61	1.66	-0.95	-36.4%	4.11
ATR	2.27	2.22	-0.04	-1.9%	0.00
Volume	344,542	226,520	-118,022	-34.3%	1,653,049

Daily Pivots for day following 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.37	85.69	82.60
R3	84.71	84.03	82.15
R2	83.05	83.05	81.99
R1	82.37	82.37	81.84	82.71
PP	81.39	81.39	81.39	81.56
S1	80.71	80.71	81.54	81.05
S2	79.73	79.73	81.39
S3	78.07	79.05	81.23
S4	76.41	77.39	80.78

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.16	92.03	83.95
R3	90.05	87.92	82.82
R2	85.94	85.94	82.44
R1	83.81	83.81	82.07	82.82
PP	81.83	81.83	81.83	81.33
S1	79.70	79.70	81.31	78.71
S2	77.72	77.72	80.94
S3	73.61	75.59	80.56
S4	69.50	71.48	79.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.95	79.84	4.11	5.0%	2.79	3.4%	45%	False	False	330,609
10	84.80	79.84	4.96	6.1%	2.31	2.8%	37%	False	False	266,483
20	85.08	76.51	8.57	10.5%	2.21	2.7%	60%	False	False	228,054
40	85.08	74.51	10.57	12.9%	2.08	2.6%	68%	False	False	180,301
60	85.08	72.35	12.73	15.6%	2.01	2.5%	73%	False	False	142,031
80	85.08	72.35	12.73	15.6%	2.04	2.5%	73%	False	False	116,678
100	85.08	72.35	12.73	15.6%	2.06	2.5%	73%	False	False	102,231
120	89.83	71.50	18.33	22.4%	2.20	2.7%	56%	False	False	94,939

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	89.13
2.618	86.42
1.618	84.76
1.000	83.73
0.618	83.10
HIGH	82.07
0.618	81.44
0.500	81.24
0.382	81.04
LOW	80.41
0.618	79.38
1.000	78.75
1.618	77.72
2.618	76.06
4.250	73.36

Fisher Pivots for day following 22-Oct-2010
Pivot	1 day	3 day
R1	81.54	81.56
PP	81.39	81.43
S1	81.24	81.30

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

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