NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 18-Nov-2010

Day Change Summary
	Previous	Current
	17-Nov-2010	18-Nov-2010	Change	Change %	Previous Week
Open	83.48	81.84	-1.64	-2.0%	88.32
High	83.75	83.57	-0.18	-0.2%	89.44
Low	81.35	81.84	0.49	0.6%	85.47
Close	81.71	83.08	1.37	1.7%	85.80
Range	2.40	1.73	-0.67	-27.9%	3.97
ATR	1.93	1.92	0.00	-0.2%	0.00
Volume	54,714	78,107	23,393	42.8%	254,532

Daily Pivots for day following 18-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.02	87.28	84.03
R3	86.29	85.55	83.56
R2	84.56	84.56	83.40
R1	83.82	83.82	83.24	84.19
PP	82.83	82.83	82.83	83.02
S1	82.09	82.09	82.92	82.46
S2	81.10	81.10	82.76
S3	79.37	80.36	82.60
S4	77.64	78.63	82.13

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	98.81	96.28	87.98
R3	94.84	92.31	86.89
R2	90.87	90.87	86.53
R1	88.34	88.34	86.16	87.62
PP	86.90	86.90	86.90	86.55
S1	84.37	84.37	85.44	83.65
S2	82.93	82.93	85.07
S3	78.96	80.40	84.71
S4	74.99	76.43	83.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	88.65	81.35	7.30	8.8%	2.21	2.7%	24%	False	False	59,463
10	89.44	81.35	8.09	9.7%	1.89	2.3%	21%	False	False	53,129
20	89.44	81.35	8.09	9.7%	1.73	2.1%	21%	False	False	42,319
40	89.44	78.11	11.33	13.6%	1.90	2.3%	44%	False	False	35,779
60	89.44	76.24	13.20	15.9%	1.82	2.2%	52%	False	False	29,238
80	89.44	73.76	15.68	18.9%	1.72	2.1%	59%	False	False	23,421
100	89.44	73.76	15.68	18.9%	1.63	2.0%	59%	False	False	19,317
120	89.44	73.76	15.68	18.9%	1.52	1.8%	59%	False	False	16,530

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	90.92
2.618	88.10
1.618	86.37
1.000	85.30
0.618	84.64
HIGH	83.57
0.618	82.91
0.500	82.71
0.382	82.50
LOW	81.84
0.618	80.77
1.000	80.11
1.618	79.04
2.618	77.31
4.250	74.49

Fisher Pivots for day following 18-Nov-2010
Pivot	1 day	3 day
R1	82.96	83.54
PP	82.83	83.38
S1	82.71	83.23

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

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