NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 30-Sep-2010

Day Change Summary
	Previous	Current
	29-Sep-2010	30-Sep-2010	Change	Change %	Previous Week
Open	81.68	83.00	1.32	1.6%	81.25
High	83.03	84.47	1.44	1.7%	82.55
Low	80.91	82.68	1.77	2.2%	79.39
Close	82.90	84.37	1.47	1.8%	81.32
Range	2.12	1.79	-0.33	-15.6%	3.16
ATR	1.60	1.62	0.01	0.8%	0.00
Volume	19,694	25,448	5,754	29.2%	91,085

Daily Pivots for day following 30-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.21	88.58	85.35
R3	87.42	86.79	84.86
R2	85.63	85.63	84.70
R1	85.00	85.00	84.53	85.32
PP	83.84	83.84	83.84	84.00
S1	83.21	83.21	84.21	83.53
S2	82.05	82.05	84.04
S3	80.26	81.42	83.88
S4	78.47	79.63	83.39

Weekly Pivots for week ending 24-Sep-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.57	89.10	83.06
R3	87.41	85.94	82.19
R2	84.25	84.25	81.90
R1	82.78	82.78	81.61	83.52
PP	81.09	81.09	81.09	81.45
S1	79.62	79.62	81.03	80.36
S2	77.93	77.93	80.74
S3	74.77	76.46	80.45
S4	71.61	73.30	79.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.47	80.00	4.47	5.3%	1.71	2.0%	98%	True	False	20,661
10	84.47	79.39	5.08	6.0%	1.73	2.1%	98%	True	False	18,638
20	84.47	79.39	5.08	6.0%	1.56	1.8%	98%	True	False	17,130
40	85.94	75.70	10.24	12.1%	1.56	1.9%	85%	False	False	13,396

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	92.08
2.618	89.16
1.618	87.37
1.000	86.26
0.618	85.58
HIGH	84.47
0.618	83.79
0.500	83.58
0.382	83.36
LOW	82.68
0.618	81.57
1.000	80.89
1.618	79.78
2.618	77.99
4.250	75.07

Fisher Pivots for day following 30-Sep-2010
Pivot	1 day	3 day
R1	84.11	83.69
PP	83.84	83.01
S1	83.58	82.33

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

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