NYMEX Light Sweet Crude Oil Future March 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	84.38	82.74	-1.64	-1.9%	83.25
High	84.47	83.85	-0.62	-0.7%	85.64
Low	82.05	82.38	0.33	0.4%	81.91
Close	82.46	83.56	1.10	1.3%	83.56
Range	2.42	1.47	-0.95	-39.3%	3.73
ATR	2.00	1.96	-0.04	-1.9%	0.00
Volume	31,986	25,214	-6,772	-21.2%	120,026

Daily Pivots for day following 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.67	87.09	84.37
R3	86.20	85.62	83.96
R2	84.73	84.73	83.83
R1	84.15	84.15	83.69	84.44
PP	83.26	83.26	83.26	83.41
S1	82.68	82.68	83.43	82.97
S2	81.79	81.79	83.29
S3	80.32	81.21	83.16
S4	78.85	79.74	82.75

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.89	92.96	85.61
R3	91.16	89.23	84.59
R2	87.43	87.43	84.24
R1	85.50	85.50	83.90	86.47
PP	83.70	83.70	83.70	84.19
S1	81.77	81.77	83.22	82.74
S2	79.97	79.97	82.88
S3	76.24	78.04	82.53
S4	72.51	74.31	81.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.64	81.91	3.73	4.5%	2.52	3.0%	44%	False	False	24,005
10	86.44	81.91	4.53	5.4%	2.03	2.4%	36%	False	False	21,053
20	86.75	78.76	7.99	9.6%	1.94	2.3%	60%	False	False	21,740
40	86.75	76.92	9.83	11.8%	1.80	2.2%	68%	False	False	18,214
60	86.75	74.29	12.46	14.9%	1.66	2.0%	74%	False	False	13,856
80	86.75	74.29	12.46	14.9%	1.61	1.9%	74%	False	False	11,130

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	0.28
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	90.10
2.618	87.70
1.618	86.23
1.000	85.32
0.618	84.76
HIGH	83.85
0.618	83.29
0.500	83.12
0.382	82.94
LOW	82.38
0.618	81.47
1.000	80.91
1.618	80.00
2.618	78.53
4.250	76.13

Fisher Pivots for day following 22-Oct-2010
Pivot	1 day	3 day
R1	83.41	83.46
PP	83.26	83.36
S1	83.12	83.26

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

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