NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 07-Oct-2010

Day Change Summary
	Previous	Current
	06-Oct-2010	07-Oct-2010	Change	Change %	Previous Week
Open	86.57	86.95	0.38	0.4%	81.33
High	87.67	87.80	0.13	0.1%	85.75
Low	86.09	84.83	-1.26	-1.5%	80.00
Close	86.95	85.40	-1.55	-1.8%	85.74
Range	1.58	2.97	1.39	88.0%	5.75
ATR	1.58	1.68	0.10	6.3%	0.00
Volume	34,062	28,384	-5,678	-16.7%	110,536

Daily Pivots for day following 07-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.92	93.13	87.03
R3	91.95	90.16	86.22
R2	88.98	88.98	85.94
R1	87.19	87.19	85.67	86.60
PP	86.01	86.01	86.01	85.72
S1	84.22	84.22	85.13	83.63
S2	83.04	83.04	84.86
S3	80.07	81.25	84.58
S4	77.10	78.28	83.77

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	87.80	84.37	3.43	4.0%	1.75	2.1%	30%	True	False	29,051
10	87.80	80.00	7.80	9.1%	1.73	2.0%	69%	True	False	24,856
20	87.80	79.39	8.41	9.8%	1.57	1.8%	71%	True	False	21,481
40	87.80	75.70	12.10	14.2%	1.59	1.9%	80%	True	False	15,965

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	100.42
2.618	95.58
1.618	92.61
1.000	90.77
0.618	89.64
HIGH	87.80
0.618	86.67
0.500	86.32
0.382	85.96
LOW	84.83
0.618	82.99
1.000	81.86
1.618	80.02
2.618	77.05
4.250	72.21

Fisher Pivots for day following 07-Oct-2010
Pivot	1 day	3 day
R1	86.32	86.32
PP	86.01	86.01
S1	85.71	85.71

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

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