NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 26-Oct-2010

Day Change Summary
	Previous	Current
	25-Oct-2010	26-Oct-2010	Change	Change %	Previous Week
Open	83.90	84.15	0.25	0.3%	83.25
High	84.96	84.46	-0.50	-0.6%	85.64
Low	83.24	83.48	0.24	0.3%	81.91
Close	84.22	84.20	-0.02	0.0%	83.56
Range	1.72	0.98	-0.74	-43.0%	3.73
ATR	1.94	1.87	-0.07	-3.5%	0.00
Volume	13,227	19,807	6,580	49.7%	120,026

Daily Pivots for day following 26-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.99	86.57	84.74
R3	86.01	85.59	84.47
R2	85.03	85.03	84.38
R1	84.61	84.61	84.29	84.82
PP	84.05	84.05	84.05	84.15
S1	83.63	83.63	84.11	83.84
S2	83.07	83.07	84.02
S3	82.09	82.65	83.93
S4	81.11	81.67	83.66

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	84.96	82.05	2.91	3.5%	1.77	2.1%	74%	False	False	23,497
10	86.44	81.91	4.53	5.4%	2.06	2.4%	51%	False	False	20,835
20	86.75	79.51	7.24	8.6%	1.92	2.3%	65%	False	False	21,638
40	86.75	77.26	9.49	11.3%	1.78	2.1%	73%	False	False	18,393
60	86.75	74.29	12.46	14.8%	1.64	1.9%	80%	False	False	14,301
80	86.75	74.29	12.46	14.8%	1.60	1.9%	80%	False	False	11,468

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	0.31
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	88.63
2.618	87.03
1.618	86.05
1.000	85.44
0.618	85.07
HIGH	84.46
0.618	84.09
0.500	83.97
0.382	83.85
LOW	83.48
0.618	82.87
1.000	82.50
1.618	81.89
2.618	80.91
4.250	79.32

Fisher Pivots for day following 26-Oct-2010
Pivot	1 day	3 day
R1	84.12	84.02
PP	84.05	83.85
S1	83.97	83.67

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

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