NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 10-Sep-2010

Day Change Summary
	Previous	Current
	09-Sep-2010	10-Sep-2010	Change	Change %	Previous Week
Open	79.08	79.69	0.61	0.8%	79.61
High	80.48	79.70	-0.78	-1.0%	80.52
Low	78.79	78.45	-0.34	-0.4%	77.75
Close	79.08	79.69	0.61	0.8%	79.69
Range	1.69	1.25	-0.44	-26.0%	2.77
ATR	1.71	1.67	-0.03	-1.9%	0.00
Volume	17,458	10,322	-7,136	-40.9%	52,016

Daily Pivots for day following 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.03	82.61	80.38
R3	81.78	81.36	80.03
R2	80.53	80.53	79.92
R1	80.11	80.11	79.80	80.32
PP	79.28	79.28	79.28	79.38
S1	78.86	78.86	79.58	79.07
S2	78.03	78.03	79.46
S3	76.78	77.61	79.35
S4	75.53	76.36	79.00

Weekly Pivots for week ending 10-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.63	86.43	81.21
R3	84.86	83.66	80.45
R2	82.09	82.09	80.20
R1	80.89	80.89	79.94	81.49
PP	79.32	79.32	79.32	79.62
S1	78.12	78.12	79.44	78.72
S2	76.55	76.55	79.18
S3	73.78	75.35	78.93
S4	71.01	72.58	78.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.52	77.61	2.91	3.7%	1.70	2.1%	71%	False	False	12,176
10	80.52	76.29	4.23	5.3%	1.79	2.2%	80%	False	False	13,569
20	80.52	73.76	6.76	8.5%	1.58	2.0%	88%	False	False	9,964
40	85.34	73.76	11.58	14.5%	1.47	1.8%	51%	False	False	7,372
60	85.34	73.76	11.58	14.5%	1.33	1.7%	51%	False	False	5,631
80	85.34	72.76	12.58	15.8%	1.29	1.6%	55%	False	False	4,972

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	0.36
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	85.01
2.618	82.97
1.618	81.72
1.000	80.95
0.618	80.47
HIGH	79.70
0.618	79.22
0.500	79.08
0.382	78.93
LOW	78.45
0.618	77.68
1.000	77.20
1.618	76.43
2.618	75.18
4.250	73.14

Fisher Pivots for day following 10-Sep-2010
Pivot	1 day	3 day
R1	79.49	79.62
PP	79.28	79.55
S1	79.08	79.49

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

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