NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 02-Nov-2010

Day Change Summary
	Previous	Current
	01-Nov-2010	02-Nov-2010	Change	Change %	Previous Week
Open	82.31	83.57	1.26	1.5%	82.76
High	84.58	85.11	0.53	0.6%	83.96
Low	82.14	83.54	1.40	1.7%	81.25
Close	83.67	84.56	0.89	1.1%	82.15
Range	2.44	1.57	-0.87	-35.7%	2.71
ATR	1.98	1.95	-0.03	-1.5%	0.00
Volume	78,767	95,265	16,498	20.9%	329,334

Daily Pivots for day following 02-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.11	88.41	85.42
R3	87.54	86.84	84.99
R2	85.97	85.97	84.85
R1	85.27	85.27	84.70	85.62
PP	84.40	84.40	84.40	84.58
S1	83.70	83.70	84.42	84.05
S2	82.83	82.83	84.27
S3	81.26	82.13	84.13
S4	79.69	80.56	83.70

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.58	89.08	83.64
R3	87.87	86.37	82.90
R2	85.16	85.16	82.65
R1	83.66	83.66	82.40	83.06
PP	82.45	82.45	82.45	82.15
S1	80.95	80.95	81.90	80.35
S2	79.74	79.74	81.65
S3	77.03	78.24	81.40
S4	74.32	75.53	80.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.11	81.25	3.86	4.6%	1.74	2.1%	86%	True	False	77,943
10	85.11	80.63	4.48	5.3%	1.83	2.2%	88%	True	False	77,854
20	85.75	80.63	5.12	6.1%	2.08	2.5%	77%	False	False	76,313
40	85.75	76.41	9.34	11.0%	1.91	2.3%	87%	False	False	64,418
60	85.75	73.12	12.63	14.9%	1.89	2.2%	91%	False	False	49,709
80	85.75	73.12	12.63	14.9%	1.83	2.2%	91%	False	False	39,113
100	85.75	73.12	12.63	14.9%	1.78	2.1%	91%	False	False	32,272
120	85.75	72.06	13.69	16.2%	1.82	2.2%	91%	False	False	27,808

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.78
2.618	89.22
1.618	87.65
1.000	86.68
0.618	86.08
HIGH	85.11
0.618	84.51
0.500	84.33
0.382	84.14
LOW	83.54
0.618	82.57
1.000	81.97
1.618	81.00
2.618	79.43
4.250	76.87

Fisher Pivots for day following 02-Nov-2010
Pivot	1 day	3 day
R1	84.48	84.11
PP	84.40	83.67
S1	84.33	83.22

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

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