NYMEX Light Sweet Crude Oil Future January 2011

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	83.13	82.70	-0.43	-0.5%	82.68
High	83.31	83.36	0.05	0.1%	84.64
Low	81.25	82.24	0.99	1.2%	80.63
Close	82.67	82.94	0.27	0.3%	82.45
Range	2.06	1.12	-0.94	-45.6%	4.01
ATR	2.04	1.97	-0.07	-3.2%	0.00
Volume	48,873	96,589	47,716	97.6%	397,495

Daily Pivots for day following 28-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.21	85.69	83.56
R3	85.09	84.57	83.25
R2	83.97	83.97	83.15
R1	83.45	83.45	83.04	83.71
PP	82.85	82.85	82.85	82.98
S1	82.33	82.33	82.84	82.59
S2	81.73	81.73	82.73
S3	80.61	81.21	82.63
S4	79.49	80.09	82.32

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.60	92.54	84.66
R3	90.59	88.53	83.55
R2	86.58	86.58	83.19
R1	84.52	84.52	82.82	83.55
PP	82.57	82.57	82.57	82.09
S1	80.51	80.51	82.08	79.54
S2	78.56	78.56	81.71
S3	74.55	76.50	81.35
S4	70.54	72.49	80.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.96	81.23	2.73	3.3%	1.51	1.8%	63%	False	False	69,120
10	84.64	80.63	4.01	4.8%	2.21	2.7%	58%	False	False	71,633
20	85.75	80.63	5.12	6.2%	2.06	2.5%	45%	False	False	74,147
40	85.75	76.41	9.34	11.3%	1.93	2.3%	70%	False	False	60,453
60	85.75	73.12	12.63	15.2%	1.86	2.2%	78%	False	False	46,105
80	85.75	73.12	12.63	15.2%	1.81	2.2%	78%	False	False	36,300
100	85.75	73.12	12.63	15.2%	1.78	2.1%	78%	False	False	30,001
120	86.81	72.06	14.75	17.8%	1.81	2.2%	74%	False	False	25,906

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.12
2.618	86.29
1.618	85.17
1.000	84.48
0.618	84.05
HIGH	83.36
0.618	82.93
0.500	82.80
0.382	82.67
LOW	82.24
0.618	81.55
1.000	81.12
1.618	80.43
2.618	79.31
4.250	77.48

Fisher Pivots for day following 28-Oct-2010
Pivot	1 day	3 day
R1	82.89	82.75
PP	82.85	82.57
S1	82.80	82.38

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

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