NYMEX Light Sweet Crude Oil Future May 2011

Trading Metrics calculated at close of trading on 29-Sep-2010

Day Change Summary
	Previous	Current
	28-Sep-2010	29-Sep-2010	Change	Change %	Previous Week
Open	80.84	81.08	0.24	0.3%	81.64
High	81.35	82.55	1.20	1.5%	82.11
Low	80.80	81.06	0.26	0.3%	79.39
Close	80.81	82.55	1.74	2.2%	80.94
Range	0.55	1.49	0.94	170.9%	2.72
ATR	1.06	1.11	0.05	4.6%	0.00
Volume	4,348	4,083	-265	-6.1%	26,417

Daily Pivots for day following 29-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.52	86.03	83.37
R3	85.03	84.54	82.96
R2	83.54	83.54	82.82
R1	83.05	83.05	82.69	83.30
PP	82.05	82.05	82.05	82.18
S1	81.56	81.56	82.41	81.81
S2	80.56	80.56	82.28
S3	79.07	80.07	82.14
S4	77.58	78.58	81.73

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.97	87.68	82.44
R3	86.25	84.96	81.69
R2	83.53	83.53	81.44
R1	82.24	82.24	81.19	81.53
PP	80.81	80.81	80.81	80.46
S1	79.52	79.52	80.69	78.81
S2	78.09	78.09	80.44
S3	75.37	76.80	80.19
S4	72.65	74.08	79.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.55	79.39	3.16	3.8%	0.88	1.1%	100%	True	False	4,618
10	82.55	79.39	3.16	3.8%	0.89	1.1%	100%	True	False	5,250
20	82.55	79.15	3.40	4.1%	0.76	0.9%	100%	True	False	4,869
40	86.21	75.91	10.30	12.5%	0.76	0.9%	64%	False	False	3,879

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	0.13
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	88.88
2.618	86.45
1.618	84.96
1.000	84.04
0.618	83.47
HIGH	82.55
0.618	81.98
0.500	81.81
0.382	81.63
LOW	81.06
0.618	80.14
1.000	79.57
1.618	78.65
2.618	77.16
4.250	74.73

Fisher Pivots for day following 29-Sep-2010
Pivot	1 day	3 day
R1	82.30	82.10
PP	82.05	81.65
S1	81.81	81.20

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

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