NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 22-Oct-2010

Day Change Summary
	Previous	Current
	21-Oct-2010	22-Oct-2010	Change	Change %	Previous Week
Open	83.74	82.09	-1.65	-2.0%	83.19
High	83.97	83.36	-0.61	-0.7%	85.18
Low	81.53	81.86	0.33	0.4%	81.32
Close	81.94	83.06	1.12	1.4%	83.06
Range	2.44	1.50	-0.94	-38.5%	3.86
ATR	2.10	2.05	-0.04	-2.0%	0.00
Volume	43,225	32,735	-10,490	-24.3%	167,474

Daily Pivots for day following 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.26	86.66	83.89
R3	85.76	85.16	83.47
R2	84.26	84.26	83.34
R1	83.66	83.66	83.20	83.96
PP	82.76	82.76	82.76	82.91
S1	82.16	82.16	82.92	82.46
S2	81.26	81.26	82.79
S3	79.76	80.66	82.65
S4	78.26	79.16	82.24

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.77	92.77	85.18
R3	90.91	88.91	84.12
R2	87.05	87.05	83.77
R1	85.05	85.05	83.41	84.12
PP	83.19	83.19	83.19	82.72
S1	81.19	81.19	82.71	80.26
S2	79.33	79.33	82.35
S3	75.47	77.33	82.00
S4	71.61	73.47	80.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.18	81.32	3.86	4.6%	2.63	3.2%	45%	False	False	33,494
10	86.02	81.32	4.70	5.7%	2.15	2.6%	37%	False	False	30,368
20	86.30	78.14	8.16	9.8%	2.06	2.5%	60%	False	False	29,570
40	86.30	76.29	10.01	12.1%	1.87	2.3%	68%	False	False	23,349
60	86.30	73.76	12.54	15.1%	1.70	2.1%	74%	False	False	17,527
80	86.30	73.76	12.54	15.1%	1.61	1.9%	74%	False	False	13,953
100	86.30	73.76	12.54	15.1%	1.50	1.8%	74%	False	False	11,682

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	0.33
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	89.74
2.618	87.29
1.618	85.79
1.000	84.86
0.618	84.29
HIGH	83.36
0.618	82.79
0.500	82.61
0.382	82.43
LOW	81.86
0.618	80.93
1.000	80.36
1.618	79.43
2.618	77.93
4.250	75.49

Fisher Pivots for day following 22-Oct-2010
Pivot	1 day	3 day
R1	82.91	82.92
PP	82.76	82.78
S1	82.61	82.65

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

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