NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 04-Oct-2010

Day Change Summary
	Previous	Current
	01-Oct-2010	04-Oct-2010	Change	Change %	Previous Week
Open	81.65	83.29	1.64	2.0%	78.85
High	83.36	83.82	0.46	0.6%	83.36
Low	81.56	82.48	0.92	1.1%	77.36
Close	83.28	82.88	-0.40	-0.5%	83.28
Range	1.80	1.34	-0.46	-25.6%	6.00
ATR	1.83	1.79	-0.03	-1.9%	0.00
Volume	70,325	63,079	-7,246	-10.3%	300,565

Daily Pivots for day following 04-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.08	86.32	83.62
R3	85.74	84.98	83.25
R2	84.40	84.40	83.13
R1	83.64	83.64	83.00	83.35
PP	83.06	83.06	83.06	82.92
S1	82.30	82.30	82.76	82.01
S2	81.72	81.72	82.63
S3	80.38	80.96	82.51
S4	79.04	79.62	82.14

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.33	97.31	86.58
R3	93.33	91.31	84.93
R2	87.33	87.33	84.38
R1	85.31	85.31	83.83	86.32
PP	81.33	81.33	81.33	81.84
S1	79.31	79.31	82.73	80.32
S2	75.33	75.33	82.18
S3	69.33	73.31	81.63
S4	63.33	67.31	79.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.82	77.54	6.28	7.6%	1.84	2.2%	85%	True	False	61,787
10	83.82	76.41	7.41	8.9%	1.80	2.2%	87%	True	False	58,509
20	83.82	76.41	7.41	8.9%	1.77	2.1%	87%	True	False	50,283
40	83.86	73.12	10.74	13.0%	1.77	2.1%	91%	False	False	34,985
60	84.73	73.12	11.61	14.0%	1.74	2.1%	84%	False	False	25,681
80	84.73	73.12	11.61	14.0%	1.70	2.1%	84%	False	False	20,484
100	86.81	72.06	14.75	17.8%	1.77	2.1%	73%	False	False	17,483

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	0.42
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	89.52
2.618	87.33
1.618	85.99
1.000	85.16
0.618	84.65
HIGH	83.82
0.618	83.31
0.500	83.15
0.382	82.99
LOW	82.48
0.618	81.65
1.000	81.14
1.618	80.31
2.618	78.97
4.250	76.79

Fisher Pivots for day following 04-Oct-2010
Pivot	1 day	3 day
R1	83.15	82.54
PP	83.06	82.21
S1	82.97	81.87

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

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