NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 19-Oct-2010

Day Change Summary
	Previous	Current
	18-Oct-2010	19-Oct-2010	Change	Change %	Previous Week
Open	83.25	85.46	2.21	2.7%	85.46
High	85.64	85.54	-0.10	-0.1%	86.44
Low	82.79	81.91	-0.88	-1.1%	83.09
Close	85.56	82.08	-3.48	-4.1%	83.65
Range	2.85	3.63	0.78	27.4%	3.35
ATR	1.81	1.95	0.13	7.2%	0.00
Volume	18,556	17,019	-1,537	-8.3%	90,506

Daily Pivots for day following 19-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.07	91.70	84.08
R3	90.44	88.07	83.08
R2	86.81	86.81	82.75
R1	84.44	84.44	82.41	83.81
PP	83.18	83.18	83.18	82.86
S1	80.81	80.81	81.75	80.18
S2	79.55	79.55	81.41
S3	75.92	77.18	81.08
S4	72.29	73.55	80.08

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.44	92.40	85.49
R3	91.09	89.05	84.57
R2	87.74	87.74	84.26
R1	85.70	85.70	83.96	85.05
PP	84.39	84.39	84.39	84.07
S1	82.35	82.35	83.34	81.70
S2	81.04	81.04	83.04
S3	77.69	79.00	82.73
S4	74.34	75.65	81.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.44	81.91	4.53	5.5%	2.35	2.9%	4%	False	True	18,173
10	86.75	81.91	4.84	5.9%	2.16	2.6%	4%	False	True	20,716
20	86.75	78.05	8.70	10.6%	1.87	2.3%	46%	False	False	19,870
40	86.75	74.29	12.46	15.2%	1.75	2.1%	63%	False	False	16,473
60	86.75	74.29	12.46	15.2%	1.63	2.0%	63%	False	False	12,644
80	86.75	74.29	12.46	15.2%	1.58	1.9%	63%	False	False	10,163

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.52
Widest range in 89 trading days

Fibonacci Retracements and Extensions
4.250	100.97
2.618	95.04
1.618	91.41
1.000	89.17
0.618	87.78
HIGH	85.54
0.618	84.15
0.500	83.73
0.382	83.30
LOW	81.91
0.618	79.67
1.000	78.28
1.618	76.04
2.618	72.41
4.250	66.48

Fisher Pivots for day following 19-Oct-2010
Pivot	1 day	3 day
R1	83.73	83.78
PP	83.18	83.21
S1	82.63	82.65

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

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