NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 21-Sep-2010

Day Change Summary
	Previous	Current
	20-Sep-2010	21-Sep-2010	Change	Change %	Previous Week
Open	78.12	79.05	0.93	1.2%	78.95
High	79.62	79.61	-0.01	0.0%	80.50
Low	77.49	77.69	0.20	0.3%	77.20
Close	79.09	77.99	-1.10	-1.4%	78.08
Range	2.13	1.92	-0.21	-9.9%	3.30
ATR	1.79	1.80	0.01	0.5%	0.00
Volume	42,848	36,190	-6,658	-15.5%	247,956

Daily Pivots for day following 21-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.19	83.01	79.05
R3	82.27	81.09	78.52
R2	80.35	80.35	78.34
R1	79.17	79.17	78.17	78.80
PP	78.43	78.43	78.43	78.25
S1	77.25	77.25	77.81	76.88
S2	76.51	76.51	77.64
S3	74.59	75.33	77.46
S4	72.67	73.41	76.93

Weekly Pivots for week ending 17-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.49	86.59	79.90
R3	85.19	83.29	78.99
R2	81.89	81.89	78.69
R1	79.99	79.99	78.38	79.29
PP	78.59	78.59	78.59	78.25
S1	76.69	76.69	77.78	75.99
S2	75.29	75.29	77.48
S3	71.99	73.39	77.17
S4	68.69	70.09	76.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.82	77.20	2.62	3.4%	1.76	2.3%	30%	False	False	42,555
10	80.50	77.20	3.30	4.2%	1.69	2.2%	24%	False	False	43,401
20	80.50	73.12	7.38	9.5%	1.85	2.4%	66%	False	False	35,324
40	84.73	73.12	11.61	14.9%	1.75	2.2%	42%	False	False	23,071
60	84.73	73.12	11.61	14.9%	1.74	2.2%	42%	False	False	17,383
80	84.73	73.12	11.61	14.9%	1.73	2.2%	42%	False	False	14,199
100	93.29	72.06	21.23	27.2%	1.80	2.3%	28%	False	False	12,463

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	87.77
2.618	84.64
1.618	82.72
1.000	81.53
0.618	80.80
HIGH	79.61
0.618	78.88
0.500	78.65
0.382	78.42
LOW	77.69
0.618	76.50
1.000	75.77
1.618	74.58
2.618	72.66
4.250	69.53

Fisher Pivots for day following 21-Sep-2010
Pivot	1 day	3 day
R1	78.65	78.41
PP	78.43	78.27
S1	78.21	78.13

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

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