NYMEX Light Sweet Crude Oil Future February 2011

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

Day Change Summary
	Previous	Current
	05-Oct-2010	06-Oct-2010	Change	Change %	Previous Week
Open	83.31	85.01	1.70	2.0%	79.62
High	85.05	86.18	1.13	1.3%	83.99
Low	83.11	84.48	1.37	1.6%	78.14
Close	85.01	85.38	0.37	0.4%	83.95
Range	1.94	1.70	-0.24	-12.4%	5.85
ATR	1.68	1.68	0.00	0.1%	0.00
Volume	25,646	43,115	17,469	68.1%	129,263

Daily Pivots for day following 06-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.45	89.61	86.32
R3	88.75	87.91	85.85
R2	87.05	87.05	85.69
R1	86.21	86.21	85.54	86.63
PP	85.35	85.35	85.35	85.56
S1	84.51	84.51	85.22	84.93
S2	83.65	83.65	85.07
S3	81.95	82.81	84.91
S4	80.25	81.11	84.45

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.58	97.61	87.17
R3	93.73	91.76	85.56
R2	87.88	87.88	85.02
R1	85.91	85.91	84.49	86.90
PP	82.03	82.03	82.03	82.52
S1	80.06	80.06	83.41	81.05
S2	76.18	76.18	82.88
S3	70.33	74.21	82.34
S4	64.48	68.36	80.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.18	80.71	5.47	6.4%	1.69	2.0%	85%	True	False	31,666
10	86.18	77.34	8.84	10.4%	1.74	2.0%	91%	True	False	27,477
20	86.18	77.34	8.84	10.4%	1.62	1.9%	91%	True	False	23,046
40	86.18	73.76	12.42	14.5%	1.63	1.9%	94%	True	False	16,075
60	86.18	73.76	12.42	14.5%	1.52	1.8%	94%	True	False	12,197
80	86.18	73.76	12.42	14.5%	1.39	1.6%	94%	True	False	9,685

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	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.41
2.618	90.63
1.618	88.93
1.000	87.88
0.618	87.23
HIGH	86.18
0.618	85.53
0.500	85.33
0.382	85.13
LOW	84.48
0.618	83.43
1.000	82.78
1.618	81.73
2.618	80.03
4.250	77.26

Fisher Pivots for day following 06-Oct-2010
Pivot	1 day	3 day
R1	85.36	85.14
PP	85.35	84.89
S1	85.33	84.65

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

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