NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 01-Nov-2010

Day Change Summary
	Previous	Current
	29-Oct-2010	01-Nov-2010	Change	Change %	Previous Week
Open	83.75	83.59	-0.16	-0.2%	83.90
High	83.94	85.56	1.62	1.9%	84.96
Low	82.50	83.39	0.89	1.1%	82.39
Close	83.21	84.71	1.50	1.8%	83.21
Range	1.44	2.17	0.73	50.7%	2.57
ATR	1.80	1.84	0.04	2.2%	0.00
Volume	17,043	18,369	1,326	7.8%	89,398

Daily Pivots for day following 01-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.06	90.06	85.90
R3	88.89	87.89	85.31
R2	86.72	86.72	85.11
R1	85.72	85.72	84.91	86.22
PP	84.55	84.55	84.55	84.81
S1	83.55	83.55	84.51	84.05
S2	82.38	82.38	84.31
S3	80.21	81.38	84.11
S4	78.04	79.21	83.52

Weekly Pivots for week ending 29-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.23	89.79	84.62
R3	88.66	87.22	83.92
R2	86.09	86.09	83.68
R1	84.65	84.65	83.45	84.09
PP	83.52	83.52	83.52	83.24
S1	82.08	82.08	82.97	81.52
S2	80.95	80.95	82.74
S3	78.38	79.51	82.50
S4	75.81	76.94	81.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.56	82.39	3.17	3.7%	1.51	1.8%	73%	True	False	18,908
10	85.56	81.91	3.65	4.3%	1.91	2.2%	77%	True	False	20,923
20	86.75	81.91	4.84	5.7%	1.92	2.3%	58%	False	False	21,304
40	86.75	78.05	8.70	10.3%	1.76	2.1%	77%	False	False	19,049
60	86.75	74.29	12.46	14.7%	1.67	2.0%	84%	False	False	15,242
80	86.75	74.29	12.46	14.7%	1.60	1.9%	84%	False	False	12,273

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	0.26
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	94.78
2.618	91.24
1.618	89.07
1.000	87.73
0.618	86.90
HIGH	85.56
0.618	84.73
0.500	84.48
0.382	84.22
LOW	83.39
0.618	82.05
1.000	81.22
1.618	79.88
2.618	77.71
4.250	74.17

Fisher Pivots for day following 01-Nov-2010
Pivot	1 day	3 day
R1	84.63	84.48
PP	84.55	84.26
S1	84.48	84.03

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

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