NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 01-Oct-2010

Day Change Summary
	Previous	Current
	30-Sep-2010	01-Oct-2010	Change	Change %	Previous Week
Open	83.00	84.37	1.37	1.7%	81.33
High	84.47	85.75	1.28	1.5%	85.75
Low	82.68	84.37	1.69	2.0%	80.00
Close	84.37	85.74	1.37	1.6%	85.74
Range	1.79	1.38	-0.41	-22.9%	5.75
ATR	1.62	1.60	-0.02	-1.0%	0.00
Volume	25,448	29,380	3,932	15.5%	110,536

Daily Pivots for day following 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.43	88.96	86.50
R3	88.05	87.58	86.12
R2	86.67	86.67	85.99
R1	86.20	86.20	85.87	86.44
PP	85.29	85.29	85.29	85.40
S1	84.82	84.82	85.61	85.06
S2	83.91	83.91	85.49
S3	82.53	83.44	85.36
S4	81.15	82.06	84.98

Weekly Pivots for week ending 01-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	101.08	99.16	88.90
R3	95.33	93.41	87.32
R2	89.58	89.58	86.79
R1	87.66	87.66	86.27	88.62
PP	83.83	83.83	83.83	84.31
S1	81.91	81.91	85.21	82.87
S2	78.08	78.08	84.69
S3	72.33	76.16	84.16
S4	66.58	70.41	82.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.75	80.00	5.75	6.7%	1.67	1.9%	100%	True	False	22,107
10	85.75	79.39	6.36	7.4%	1.68	2.0%	100%	True	False	20,162
20	85.75	79.39	6.36	7.4%	1.55	1.8%	100%	True	False	18,054
40	85.94	75.70	10.24	11.9%	1.58	1.8%	98%	False	False	13,909

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.46
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	91.62
2.618	89.36
1.618	87.98
1.000	87.13
0.618	86.60
HIGH	85.75
0.618	85.22
0.500	85.06
0.382	84.90
LOW	84.37
0.618	83.52
1.000	82.99
1.618	82.14
2.618	80.76
4.250	78.51

Fisher Pivots for day following 01-Oct-2010
Pivot	1 day	3 day
R1	85.51	84.94
PP	85.29	84.13
S1	85.06	83.33

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

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