NYMEX Light Sweet Crude Oil Future April 2011

Trading Metrics calculated at close of trading on 16-Dec-2010

Day Change Summary
	Previous	Current
	15-Dec-2010	16-Dec-2010	Change	Change %	Previous Week
Open	89.72	90.04	0.32	0.4%	90.40
High	90.73	90.45	-0.28	-0.3%	91.65
Low	88.58	89.77	1.19	1.3%	88.43
Close	90.38	89.79	-0.59	-0.7%	89.17
Range	2.15	0.68	-1.47	-68.4%	3.22
ATR	1.82	1.74	-0.08	-4.5%	0.00
Volume	23,132	32,910	9,778	42.3%	158,019

Daily Pivots for day following 16-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.04	91.60	90.16
R3	91.36	90.92	89.98
R2	90.68	90.68	89.91
R1	90.24	90.24	89.85	90.12
PP	90.00	90.00	90.00	89.95
S1	89.56	89.56	89.73	89.44
S2	89.32	89.32	89.67
S3	88.64	88.88	89.60
S4	87.96	88.20	89.42

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.41	97.51	90.94
R3	96.19	94.29	90.06
R2	92.97	92.97	89.76
R1	91.07	91.07	89.47	90.41
PP	89.75	89.75	89.75	89.42
S1	87.85	87.85	88.87	87.19
S2	86.53	86.53	88.58
S3	83.31	84.63	88.28
S4	80.09	81.41	87.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.85	88.43	2.42	2.7%	1.51	1.7%	56%	False	False	24,931
10	91.65	88.24	3.41	3.8%	1.64	1.8%	45%	False	False	28,904
20	91.65	81.81	9.84	11.0%	1.84	2.1%	81%	False	False	21,763
40	91.65	81.81	9.84	11.0%	1.65	1.8%	81%	False	False	17,160
60	91.65	78.63	13.02	14.5%	1.64	1.8%	86%	False	False	14,706
80	91.65	74.98	16.67	18.6%	1.56	1.7%	89%	False	False	12,637
100	91.65	74.98	16.67	18.6%	1.37	1.5%	89%	False	False	10,641

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Narrowest range in 76 trading days

Fibonacci Retracements and Extensions
4.250	93.34
2.618	92.23
1.618	91.55
1.000	91.13
0.618	90.87
HIGH	90.45
0.618	90.19
0.500	90.11
0.382	90.03
LOW	89.77
0.618	89.35
1.000	89.09
1.618	88.67
2.618	87.99
4.250	86.88

Fisher Pivots for day following 16-Dec-2010
Pivot	1 day	3 day
R1	90.11	89.75
PP	90.00	89.70
S1	89.90	89.66

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

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