NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 19-Oct-2010

Day Change Summary
	Previous	Current
	18-Oct-2010	19-Oct-2010	Change	Change %	Previous Week
Open	84.20	86.57	2.37	2.8%	86.93
High	86.65	86.57	-0.08	-0.1%	87.46
Low	84.03	83.08	-0.95	-1.1%	84.30
Close	86.67	83.26	-3.41	-3.9%	84.75
Range	2.62	3.49	0.87	33.2%	3.16
ATR	1.77	1.90	0.13	7.3%	0.00
Volume	19,607	17,077	-2,530	-12.9%	91,786

Daily Pivots for day following 19-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.77	92.51	85.18
R3	91.28	89.02	84.22
R2	87.79	87.79	83.90
R1	85.53	85.53	83.58	84.92
PP	84.30	84.30	84.30	84.00
S1	82.04	82.04	82.94	81.43
S2	80.81	80.81	82.62
S3	77.32	78.55	82.30
S4	73.83	75.06	81.34

Weekly Pivots for week ending 15-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.98	93.03	86.49
R3	91.82	89.87	85.62
R2	88.66	88.66	85.33
R1	86.71	86.71	85.04	86.11
PP	85.50	85.50	85.50	85.20
S1	83.55	83.55	84.46	82.95
S2	82.34	82.34	84.17
S3	79.18	80.39	83.88
S4	76.02	77.23	83.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.46	83.08	4.38	5.3%	2.27	2.7%	4%	False	True	19,244
10	87.80	83.08	4.72	5.7%	2.11	2.5%	4%	False	True	21,458
20	87.80	79.39	8.41	10.1%	1.84	2.2%	46%	False	False	21,896
40	87.80	75.70	12.10	14.5%	1.70	2.0%	62%	False	False	18,022
60	87.80	75.70	12.10	14.5%	1.66	2.0%	62%	False	False	14,712

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	0.42
Widest range in 65 trading days

Fibonacci Retracements and Extensions
4.250	101.40
2.618	95.71
1.618	92.22
1.000	90.06
0.618	88.73
HIGH	86.57
0.618	85.24
0.500	84.83
0.382	84.41
LOW	83.08
0.618	80.92
1.000	79.59
1.618	77.43
2.618	73.94
4.250	68.25

Fisher Pivots for day following 19-Oct-2010
Pivot	1 day	3 day
R1	84.83	84.87
PP	84.30	84.33
S1	83.78	83.80

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

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