NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 06-Dec-2010

Day Change Summary
	Previous	Current
	03-Dec-2010	06-Dec-2010	Change	Change %	Previous Week
Open	87.94	89.44	1.50	1.7%	83.90
High	89.49	89.76	0.27	0.3%	89.49
Low	87.14	88.56	1.42	1.6%	83.55
Close	89.19	89.38	0.19	0.2%	89.19
Range	2.35	1.20	-1.15	-48.9%	5.94
ATR	2.19	2.12	-0.07	-3.2%	0.00
Volume	334,386	271,146	-63,240	-18.9%	1,588,794

Daily Pivots for day following 06-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.83	92.31	90.04
R3	91.63	91.11	89.71
R2	90.43	90.43	89.60
R1	89.91	89.91	89.49	89.57
PP	89.23	89.23	89.23	89.07
S1	88.71	88.71	89.27	88.37
S2	88.03	88.03	89.16
S3	86.83	87.51	89.05
S4	85.63	86.31	88.72

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	105.23	103.15	92.46
R3	99.29	97.21	90.82
R2	93.35	93.35	90.28
R1	91.27	91.27	89.73	92.31
PP	87.41	87.41	87.41	87.93
S1	85.33	85.33	88.65	86.37
S2	81.47	81.47	88.10
S3	75.53	79.39	87.56
S4	69.59	73.45	85.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.76	83.55	6.21	6.9%	2.22	2.5%	94%	True	False	308,866
10	89.76	80.28	9.48	10.6%	2.24	2.5%	96%	True	False	293,246
20	89.76	80.28	9.48	10.6%	2.16	2.4%	96%	True	False	244,402
40	89.76	80.28	9.48	10.6%	2.05	2.3%	96%	True	False	160,531
60	89.76	76.41	13.35	14.9%	1.99	2.2%	97%	True	False	127,368
80	89.76	73.12	16.64	18.6%	1.94	2.2%	98%	True	False	101,542
100	89.76	73.12	16.64	18.6%	1.88	2.1%	98%	True	False	82,845
120	89.76	73.12	16.64	18.6%	1.85	2.1%	98%	True	False	69,915

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	0.41
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	94.86
2.618	92.90
1.618	91.70
1.000	90.96
0.618	90.50
HIGH	89.76
0.618	89.30
0.500	89.16
0.382	89.02
LOW	88.56
0.618	87.82
1.000	87.36
1.618	86.62
2.618	85.42
4.250	83.46

Fisher Pivots for day following 06-Dec-2010
Pivot	1 day	3 day
R1	89.31	88.93
PP	89.23	88.47
S1	89.16	88.02

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

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