NYMEX Light Sweet Crude Oil Future March 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	78.80	80.28	1.48	1.9%	80.68
High	80.45	80.29	-0.16	-0.2%	81.24
Low	78.80	78.76	-0.04	-0.1%	78.05
Close	80.05	79.68	-0.37	-0.5%	80.05
Range	1.65	1.53	-0.12	-7.3%	3.19
ATR	1.63	1.62	-0.01	-0.4%	0.00
Volume	18,708	21,422	2,714	14.5%	75,093

Daily Pivots for day following 27-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.17	83.45	80.52
R3	82.64	81.92	80.10
R2	81.11	81.11	79.96
R1	80.39	80.39	79.82	79.99
PP	79.58	79.58	79.58	79.37
S1	78.86	78.86	79.54	78.46
S2	78.05	78.05	79.40
S3	76.52	77.33	79.26
S4	74.99	75.80	78.84

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.35	87.89	81.80
R3	86.16	84.70	80.93
R2	82.97	82.97	80.63
R1	81.51	81.51	80.34	80.65
PP	79.78	79.78	79.78	79.35
S1	78.32	78.32	79.76	77.46
S2	76.59	76.59	79.47
S3	73.40	75.13	79.17
S4	70.21	71.94	78.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.24	78.05	3.19	4.0%	1.63	2.0%	51%	False	False	16,409
10	81.74	78.05	3.69	4.6%	1.57	2.0%	44%	False	False	17,291
20	81.74	77.26	4.48	5.6%	1.61	2.0%	54%	False	False	15,032
40	85.62	74.29	11.33	14.2%	1.50	1.9%	48%	False	False	10,372
60	85.62	74.29	11.33	14.2%	1.48	1.9%	48%	False	False	7,910

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	0.40
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	86.79
2.618	84.30
1.618	82.77
1.000	81.82
0.618	81.24
HIGH	80.29
0.618	79.71
0.500	79.53
0.382	79.34
LOW	78.76
0.618	77.81
1.000	77.23
1.618	76.28
2.618	74.75
4.250	72.26

Fisher Pivots for day following 27-Sep-2010
Pivot	1 day	3 day
R1	79.63	79.54
PP	79.58	79.39
S1	79.53	79.25

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

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