NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 08-Oct-2010

Day Change Summary
	Previous	Current
	07-Oct-2010	08-Oct-2010	Change	Change %	Previous Week
Open	86.95	85.35	-1.60	-1.8%	85.74
High	87.80	86.60	-1.20	-1.4%	87.80
Low	84.83	83.98	-0.85	-1.0%	83.98
Close	85.40	86.23	0.83	1.0%	86.23
Range	2.97	2.62	-0.35	-11.8%	3.82
ATR	1.68	1.74	0.07	4.0%	0.00
Volume	28,384	23,672	-4,712	-16.6%	139,547

Daily Pivots for day following 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.46	92.47	87.67
R3	90.84	89.85	86.95
R2	88.22	88.22	86.71
R1	87.23	87.23	86.47	87.73
PP	85.60	85.60	85.60	85.85
S1	84.61	84.61	85.99	85.11
S2	82.98	82.98	85.75
S3	80.36	81.99	85.51
S4	77.74	79.37	84.79

Weekly Pivots for week ending 08-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	97.46	95.67	88.33
R3	93.64	91.85	87.28
R2	89.82	89.82	86.93
R1	88.03	88.03	86.58	88.93
PP	86.00	86.00	86.00	86.45
S1	84.21	84.21	85.88	85.11
S2	82.18	82.18	85.53
S3	78.36	80.39	85.18
S4	74.54	76.57	84.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.80	83.98	3.82	4.4%	2.00	2.3%	59%	False	True	27,909
10	87.80	80.00	7.80	9.0%	1.83	2.1%	80%	False	False	25,008
20	87.80	79.39	8.41	9.8%	1.64	1.9%	81%	False	False	22,068
40	87.80	75.70	12.10	14.0%	1.60	1.9%	87%	False	False	16,300

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	0.47
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.74
2.618	93.46
1.618	90.84
1.000	89.22
0.618	88.22
HIGH	86.60
0.618	85.60
0.500	85.29
0.382	84.98
LOW	83.98
0.618	82.36
1.000	81.36
1.618	79.74
2.618	77.12
4.250	72.85

Fisher Pivots for day following 08-Oct-2010
Pivot	1 day	3 day
R1	85.92	86.12
PP	85.60	86.00
S1	85.29	85.89

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

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