NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 21-Dec-2010

Day Change Summary
	Previous	Current
	20-Dec-2010	21-Dec-2010	Change	Change %	Previous Week
Open	89.52	90.05	0.53	0.6%	88.75
High	90.34	90.74	0.40	0.4%	90.49
Low	88.56	89.85	1.29	1.5%	88.07
Close	90.16	90.64	0.48	0.5%	89.37
Range	1.78	0.89	-0.89	-50.0%	2.42
ATR	1.81	1.74	-0.07	-3.6%	0.00
Volume	72,858	96,954	24,096	33.1%	314,282

Daily Pivots for day following 21-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.08	92.75	91.13
R3	92.19	91.86	90.88
R2	91.30	91.30	90.80
R1	90.97	90.97	90.72	91.14
PP	90.41	90.41	90.41	90.49
S1	90.08	90.08	90.56	90.25
S2	89.52	89.52	90.48
S3	88.63	89.19	90.40
S4	87.74	88.30	90.15

Weekly Pivots for week ending 17-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	96.57	95.39	90.70
R3	94.15	92.97	90.04
R2	91.73	91.73	89.81
R1	90.55	90.55	89.59	91.14
PP	89.31	89.31	89.31	89.61
S1	88.13	88.13	89.15	88.72
S2	86.89	86.89	88.93
S3	84.47	85.71	88.70
S4	82.05	83.29	88.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.74	88.07	2.67	2.9%	1.44	1.6%	96%	True	False	73,824
10	90.74	88.07	2.67	2.9%	1.53	1.7%	96%	True	False	72,170
20	91.47	81.41	10.06	11.1%	1.84	2.0%	92%	False	False	58,382
40	91.47	81.41	10.06	11.1%	1.78	2.0%	92%	False	False	43,297
60	91.47	78.97	12.50	13.8%	1.84	2.0%	93%	False	False	35,975
80	91.47	77.26	14.21	15.7%	1.78	2.0%	94%	False	False	30,739
100	91.47	74.29	17.18	19.0%	1.70	1.9%	95%	False	False	25,734
120	91.47	74.29	17.18	19.0%	1.66	1.8%	95%	False	False	21,943

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	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	94.52
2.618	93.07
1.618	92.18
1.000	91.63
0.618	91.29
HIGH	90.74
0.618	90.40
0.500	90.30
0.382	90.19
LOW	89.85
0.618	89.30
1.000	88.96
1.618	88.41
2.618	87.52
4.250	86.07

Fisher Pivots for day following 21-Dec-2010
Pivot	1 day	3 day
R1	90.53	90.31
PP	90.41	89.98
S1	90.30	89.65

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

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