NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 28-Oct-2010

Day Change Summary
	Previous	Current
	27-Oct-2010	28-Oct-2010	Change	Change %	Previous Week
Open	84.13	83.98	-0.15	-0.2%	83.25
High	84.32	84.44	0.12	0.1%	85.64
Low	82.39	83.39	1.00	1.2%	81.91
Close	83.79	84.08	0.29	0.3%	83.56
Range	1.93	1.05	-0.88	-45.6%	3.73
ATR	1.88	1.82	-0.06	-3.2%	0.00
Volume	17,657	21,664	4,007	22.7%	120,026

Daily Pivots for day following 28-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.12	86.65	84.66
R3	86.07	85.60	84.37
R2	85.02	85.02	84.27
R1	84.55	84.55	84.18	84.79
PP	83.97	83.97	83.97	84.09
S1	83.50	83.50	83.98	83.74
S2	82.92	82.92	83.89
S3	81.87	82.45	83.79
S4	80.82	81.40	83.50

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	82.38	2.58	3.1%	1.43	1.7%	66%	False	False	19,513
10	85.64	81.91	3.73	4.4%	2.06	2.4%	58%	False	False	21,123
20	86.75	81.91	4.84	5.8%	1.86	2.2%	45%	False	False	21,605
40	86.75	78.05	8.70	10.3%	1.76	2.1%	69%	False	False	18,809
60	86.75	74.29	12.46	14.8%	1.65	2.0%	79%	False	False	14,793
80	86.75	74.29	12.46	14.8%	1.59	1.9%	79%	False	False	11,888

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.90
2.618	87.19
1.618	86.14
1.000	85.49
0.618	85.09
HIGH	84.44
0.618	84.04
0.500	83.92
0.382	83.79
LOW	83.39
0.618	82.74
1.000	82.34
1.618	81.69
2.618	80.64
4.250	78.93

Fisher Pivots for day following 28-Oct-2010
Pivot	1 day	3 day
R1	84.03	83.86
PP	83.97	83.64
S1	83.92	83.43

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

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