NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 26-Oct-2010

Day Change Summary
	Previous	Current
	25-Oct-2010	26-Oct-2010	Change	Change %	Previous Week
Open	85.50	84.85	-0.65	-0.8%	84.20
High	85.94	85.45	-0.49	-0.6%	86.65
Low	84.39	84.63	0.24	0.3%	83.08
Close	85.28	85.29	0.01	0.0%	84.68
Range	1.55	0.82	-0.73	-47.1%	3.57
ATR	1.88	1.80	-0.08	-4.0%	0.00
Volume	9,617	13,129	3,512	36.5%	102,129

Daily Pivots for day following 26-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.58	87.26	85.74
R3	86.76	86.44	85.52
R2	85.94	85.94	85.44
R1	85.62	85.62	85.37	85.78
PP	85.12	85.12	85.12	85.21
S1	84.80	84.80	85.21	84.96
S2	84.30	84.30	85.14
S3	83.48	83.98	85.06
S4	82.66	83.16	84.84

Weekly Pivots for week ending 22-Oct-2010
	Classic	Woodie	Camarilla	DeMark
R4	95.51	93.67	86.64
R3	91.94	90.10	85.66
R2	88.37	88.37	85.33
R1	86.53	86.53	85.01	87.45
PP	84.80	84.80	84.80	85.27
S1	82.96	82.96	84.35	83.88
S2	81.23	81.23	84.03
S3	77.66	79.39	83.70
S4	74.09	75.82	82.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.94	83.16	2.78	3.3%	1.63	1.9%	77%	False	False	17,638
10	87.46	83.08	4.38	5.1%	1.95	2.3%	50%	False	False	18,441
20	87.80	80.91	6.89	8.1%	1.87	2.2%	64%	False	False	21,536
40	87.80	78.80	9.00	10.6%	1.71	2.0%	72%	False	False	18,775
60	87.80	75.70	12.10	14.2%	1.63	1.9%	79%	False	False	15,717

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	88.94
2.618	87.60
1.618	86.78
1.000	86.27
0.618	85.96
HIGH	85.45
0.618	85.14
0.500	85.04
0.382	84.94
LOW	84.63
0.618	84.12
1.000	83.81
1.618	83.30
2.618	82.48
4.250	81.15

Fisher Pivots for day following 26-Oct-2010
Pivot	1 day	3 day
R1	85.21	85.12
PP	85.12	84.94
S1	85.04	84.77

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

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