NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 11-Nov-2010

Day Change Summary
	Previous	Current
	10-Nov-2010	11-Nov-2010	Change	Change %	Previous Week
Open	87.07	88.27	1.20	1.4%	82.31
High	88.67	89.10	0.43	0.5%	88.04
Low	86.70	88.01	1.31	1.5%	82.14
Close	88.29	88.28	-0.01	0.0%	87.48
Range	1.97	1.09	-0.88	-44.7%	5.90
ATR	1.91	1.85	-0.06	-3.1%	0.00
Volume	142,691	202,436	59,745	41.9%	458,377

Daily Pivots for day following 11-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.73	91.10	88.88
R3	90.64	90.01	88.58
R2	89.55	89.55	88.48
R1	88.92	88.92	88.38	89.24
PP	88.46	88.46	88.46	88.62
S1	87.83	87.83	88.18	88.15
S2	87.37	87.37	88.08
S3	86.28	86.74	87.98
S4	85.19	85.65	87.68

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	103.59	101.43	90.73
R3	97.69	95.53	89.10
R2	91.79	91.79	88.56
R1	89.63	89.63	88.02	90.71
PP	85.89	85.89	85.89	86.43
S1	83.73	83.73	86.94	84.81
S2	79.99	79.99	86.40
S3	74.09	77.83	85.86
S4	68.19	71.93	84.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.10	86.10	3.00	3.4%	1.64	1.9%	73%	True	False	132,237
10	89.10	81.33	7.77	8.8%	1.74	2.0%	89%	True	False	108,908
20	89.10	80.63	8.47	9.6%	1.97	2.2%	90%	True	False	90,270
40	89.10	76.41	12.69	14.4%	1.94	2.2%	94%	True	False	77,788
60	89.10	73.12	15.98	18.1%	1.89	2.1%	95%	True	False	62,322
80	89.10	73.12	15.98	18.1%	1.82	2.1%	95%	True	False	49,256
100	89.10	73.12	15.98	18.1%	1.81	2.1%	95%	True	False	40,416
120	89.10	72.06	17.04	19.3%	1.79	2.0%	95%	True	False	34,489

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	0.34
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	93.73
2.618	91.95
1.618	90.86
1.000	90.19
0.618	89.77
HIGH	89.10
0.618	88.68
0.500	88.56
0.382	88.43
LOW	88.01
0.618	87.34
1.000	86.92
1.618	86.25
2.618	85.16
4.250	83.38

Fisher Pivots for day following 11-Nov-2010
Pivot	1 day	3 day
R1	88.56	88.05
PP	88.46	87.83
S1	88.37	87.60

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

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