NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 27-Sep-2010

Day Change Summary
	Previous	Current
	24-Sep-2010	27-Sep-2010	Change	Change %	Previous Week
Open	78.25	79.62	1.37	1.8%	79.98
High	79.87	79.67	-0.20	-0.3%	80.54
Low	78.11	78.14	0.03	0.0%	77.34
Close	79.41	79.07	-0.34	-0.4%	79.41
Range	1.76	1.53	-0.23	-13.1%	3.20
ATR	1.63	1.63	-0.01	-0.5%	0.00
Volume	26,093	22,656	-3,437	-13.2%	105,131

Daily Pivots for day following 27-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.55	82.84	79.91
R3	82.02	81.31	79.49
R2	80.49	80.49	79.35
R1	79.78	79.78	79.21	79.37
PP	78.96	78.96	78.96	78.76
S1	78.25	78.25	78.93	77.84
S2	77.43	77.43	78.79
S3	75.90	76.72	78.65
S4	74.37	75.19	78.23

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.70	87.25	81.17
R3	85.50	84.05	80.29
R2	82.30	82.30	80.00
R1	80.85	80.85	79.70	79.98
PP	79.10	79.10	79.10	78.66
S1	77.65	77.65	79.12	76.78
S2	75.90	75.90	78.82
S3	72.70	74.45	78.53
S4	69.50	71.25	77.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.54	77.34	3.20	4.0%	1.69	2.1%	54%	False	False	22,083
10	81.14	77.34	3.80	4.8%	1.59	2.0%	46%	False	False	20,628
20	81.14	76.61	4.53	5.7%	1.61	2.0%	54%	False	False	17,454
40	85.34	73.76	11.58	14.6%	1.53	1.9%	46%	False	False	11,962
60	85.34	73.76	11.58	14.6%	1.45	1.8%	46%	False	False	9,091
80	85.34	73.76	11.58	14.6%	1.37	1.7%	46%	False	False	7,459

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.51
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	86.17
2.618	83.68
1.618	82.15
1.000	81.20
0.618	80.62
HIGH	79.67
0.618	79.09
0.500	78.91
0.382	78.72
LOW	78.14
0.618	77.19
1.000	76.61
1.618	75.66
2.618	74.13
4.250	71.64

Fisher Pivots for day following 27-Sep-2010
Pivot	1 day	3 day
R1	79.02	78.92
PP	78.96	78.76
S1	78.91	78.61

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

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