NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 14-Dec-2010

Day Change Summary
	Previous	Current
	13-Dec-2010	14-Dec-2010	Change	Change %	Previous Week
Open	88.75	89.33	0.58	0.7%	90.12
High	90.49	90.03	-0.46	-0.5%	91.47
Low	88.47	88.95	0.48	0.5%	88.11
Close	89.63	89.43	-0.20	-0.2%	88.79
Range	2.02	1.08	-0.94	-46.5%	3.36
ATR	1.95	1.89	-0.06	-3.2%	0.00
Volume	51,658	63,315	11,657	22.6%	376,098

Daily Pivots for day following 14-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.71	92.15	90.02
R3	91.63	91.07	89.73
R2	90.55	90.55	89.63
R1	89.99	89.99	89.53	90.27
PP	89.47	89.47	89.47	89.61
S1	88.91	88.91	89.33	89.19
S2	88.39	88.39	89.23
S3	87.31	87.83	89.13
S4	86.23	86.75	88.84

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.54	97.52	90.64
R3	96.18	94.16	89.71
R2	92.82	92.82	89.41
R1	90.80	90.80	89.10	90.13
PP	89.46	89.46	89.46	89.12
S1	87.44	87.44	88.48	86.77
S2	86.10	86.10	88.17
S3	82.74	84.08	87.87
S4	79.38	80.72	86.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.49	88.11	2.38	2.7%	1.62	1.8%	55%	False	False	70,515
10	91.47	84.67	6.80	7.6%	1.86	2.1%	70%	False	False	64,502
20	91.47	81.41	10.06	11.2%	2.01	2.2%	80%	False	False	48,368
40	91.47	81.41	10.06	11.2%	1.89	2.1%	80%	False	False	36,937
60	91.47	78.05	13.42	15.0%	1.85	2.1%	85%	False	False	31,190
80	91.47	74.29	17.18	19.2%	1.79	2.0%	88%	False	False	26,545
100	91.47	74.29	17.18	19.2%	1.71	1.9%	88%	False	False	22,223
120	91.47	74.29	17.18	19.2%	1.67	1.9%	88%	False	False	18,966

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	0.47
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	94.62
2.618	92.86
1.618	91.78
1.000	91.11
0.618	90.70
HIGH	90.03
0.618	89.62
0.500	89.49
0.382	89.36
LOW	88.95
0.618	88.28
1.000	87.87
1.618	87.20
2.618	86.12
4.250	84.36

Fisher Pivots for day following 14-Dec-2010
Pivot	1 day	3 day
R1	89.49	89.39
PP	89.47	89.34
S1	89.45	89.30

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

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