NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 06-Dec-2010

Day Change Summary
	Previous	Current
	03-Dec-2010	06-Dec-2010	Change	Change %	Previous Week
Open	88.64	90.12	1.48	1.7%	85.00
High	90.13	90.46	0.33	0.4%	90.13
Low	88.00	89.25	1.25	1.4%	84.52
Close	89.87	89.98	0.11	0.1%	89.87
Range	2.13	1.21	-0.92	-43.2%	5.61
ATR	2.05	1.99	-0.06	-2.9%	0.00
Volume	62,181	74,316	12,135	19.5%	209,423

Daily Pivots for day following 06-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.53	92.96	90.65
R3	92.32	91.75	90.31
R2	91.11	91.11	90.20
R1	90.54	90.54	90.09	90.22
PP	89.90	89.90	89.90	89.74
S1	89.33	89.33	89.87	89.01
S2	88.69	88.69	89.76
S3	87.48	88.12	89.65
S4	86.27	86.91	89.31

Weekly Pivots for week ending 03-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	105.00	103.05	92.96
R3	99.39	97.44	91.41
R2	93.78	93.78	90.90
R1	91.83	91.83	90.38	92.81
PP	88.17	88.17	88.17	88.66
S1	86.22	86.22	89.36	87.20
S2	82.56	82.56	88.84
S3	76.95	80.61	88.33
S4	71.34	75.00	86.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.46	84.52	5.94	6.6%	2.09	2.3%	92%	True	False	53,311
10	90.46	81.41	9.05	10.1%	2.12	2.4%	95%	True	False	41,941
20	90.46	81.41	9.05	10.1%	2.00	2.2%	95%	True	False	36,934
40	90.46	81.41	9.05	10.1%	1.89	2.1%	95%	True	False	29,244
60	90.46	78.05	12.41	13.8%	1.82	2.0%	96%	True	False	26,137
80	90.46	74.29	16.17	18.0%	1.75	1.9%	97%	True	False	21,764
100	90.46	74.29	16.17	18.0%	1.70	1.9%	97%	True	False	18,217
120	90.46	74.29	16.17	18.0%	1.64	1.8%	97%	True	False	15,601

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	95.60
2.618	93.63
1.618	92.42
1.000	91.67
0.618	91.21
HIGH	90.46
0.618	90.00
0.500	89.86
0.382	89.71
LOW	89.25
0.618	88.50
1.000	88.04
1.618	87.29
2.618	86.08
4.250	84.11

Fisher Pivots for day following 06-Dec-2010
Pivot	1 day	3 day
R1	89.94	89.60
PP	89.90	89.21
S1	89.86	88.83

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

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