NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 28-Oct-2010

Day Change Summary
	Previous	Current
	27-Oct-2010	28-Oct-2010	Change	Change %	Previous Week
Open	82.48	81.99	-0.49	-0.6%	82.20
High	82.69	82.64	-0.05	-0.1%	83.95
Low	80.52	81.50	0.98	1.2%	79.84
Close	81.94	82.18	0.24	0.3%	81.69
Range	2.17	1.14	-1.03	-47.5%	4.11
ATR	2.12	2.05	-0.07	-3.3%	0.00
Volume	340,559	276,983	-63,576	-18.7%	1,653,049

Daily Pivots for day following 28-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.53	84.99	82.81
R3	84.39	83.85	82.49
R2	83.25	83.25	82.39
R1	82.71	82.71	82.28	82.98
PP	82.11	82.11	82.11	82.24
S1	81.57	81.57	82.08	81.84
S2	80.97	80.97	81.97
S3	79.83	80.43	81.87
S4	78.69	79.29	81.55

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	83.28	80.41	2.87	3.5%	1.57	1.9%	62%	False	False	277,755
10	83.98	79.84	4.14	5.0%	2.27	2.8%	57%	False	False	302,981
20	85.08	79.84	5.24	6.4%	2.12	2.6%	45%	False	False	254,285
40	85.08	75.10	9.98	12.1%	2.00	2.4%	71%	False	False	196,770
60	85.08	72.35	12.73	15.5%	1.98	2.4%	77%	False	False	157,706
80	85.08	72.35	12.73	15.5%	1.98	2.4%	77%	False	False	129,050
100	85.08	72.35	12.73	15.5%	2.02	2.5%	77%	False	False	111,551
120	86.52	71.50	15.02	18.3%	2.13	2.6%	71%	False	False	102,270

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.49
2.618	85.62
1.618	84.48
1.000	83.78
0.618	83.34
HIGH	82.64
0.618	82.20
0.500	82.07
0.382	81.94
LOW	81.50
0.618	80.80
1.000	80.36
1.618	79.66
2.618	78.52
4.250	76.66

Fisher Pivots for day following 28-Oct-2010
Pivot	1 day	3 day
R1	82.14	82.02
PP	82.11	81.86
S1	82.07	81.70

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

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