NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 20-Oct-2010

Day Change Summary
	Previous	Current
	19-Oct-2010	20-Oct-2010	Change	Change %	Previous Week
Open	86.57	83.26	-3.31	-3.8%	86.93
High	86.57	85.35	-1.22	-1.4%	87.46
Low	83.08	83.26	0.18	0.2%	84.30
Close	83.26	85.34	2.08	2.5%	84.75
Range	3.49	2.09	-1.40	-40.1%	3.16
ATR	1.90	1.91	0.01	0.7%	0.00
Volume	17,077	24,141	7,064	41.4%	91,786

Daily Pivots for day following 20-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.92	90.22	86.49
R3	88.83	88.13	85.91
R2	86.74	86.74	85.72
R1	86.04	86.04	85.53	86.39
PP	84.65	84.65	84.65	84.83
S1	83.95	83.95	85.15	84.30
S2	82.56	82.56	84.96
S3	80.47	81.86	84.77
S4	78.38	79.77	84.19

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	5.1%	2.45	2.9%	52%	False	False	20,686
10	87.80	83.08	4.72	5.5%	2.16	2.5%	48%	False	False	20,466
20	87.80	79.39	8.41	9.9%	1.88	2.2%	71%	False	False	22,039
40	87.80	75.70	12.10	14.2%	1.73	2.0%	80%	False	False	18,504
60	87.80	75.70	12.10	14.2%	1.65	1.9%	80%	False	False	15,047

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	94.23
2.618	90.82
1.618	88.73
1.000	87.44
0.618	86.64
HIGH	85.35
0.618	84.55
0.500	84.31
0.382	84.06
LOW	83.26
0.618	81.97
1.000	81.17
1.618	79.88
2.618	77.79
4.250	74.38

Fisher Pivots for day following 20-Oct-2010
Pivot	1 day	3 day
R1	85.00	85.18
PP	84.65	85.02
S1	84.31	84.87

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

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