NYMEX Light Sweet Crude Oil Future June 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Nov-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Nov-2010 | 05-Nov-2010 | Change | Change % | Previous Week |  
                        | Open | 87.55 | 89.20 | 1.65 | 1.9% | 84.55 |  
                        | High | 89.23 | 89.80 | 0.57 | 0.6% | 89.80 |  
                        | Low | 87.55 | 88.47 | 0.92 | 1.1% | 84.53 |  
                        | Close | 89.00 | 89.37 | 0.37 | 0.4% | 89.37 |  
                        | Range | 1.68 | 1.33 | -0.35 | -20.8% | 5.27 |  
                        | ATR | 1.71 | 1.69 | -0.03 | -1.6% | 0.00 |  
                        | Volume | 19,701 | 28,718 | 9,017 | 45.8% | 91,417 |  | 
    
| 
        
            | Daily Pivots for day following 05-Nov-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 93.20 | 92.62 | 90.10 |  |  
                | R3 | 91.87 | 91.29 | 89.74 |  |  
                | R2 | 90.54 | 90.54 | 89.61 |  |  
                | R1 | 89.96 | 89.96 | 89.49 | 90.25 |  
                | PP | 89.21 | 89.21 | 89.21 | 89.36 |  
                | S1 | 88.63 | 88.63 | 89.25 | 88.92 |  
                | S2 | 87.88 | 87.88 | 89.13 |  |  
                | S3 | 86.55 | 87.30 | 89.00 |  |  
                | S4 | 85.22 | 85.97 | 88.64 |  |  | 
        
            | Weekly Pivots for week ending 05-Nov-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 103.71 | 101.81 | 92.27 |  |  
                | R3 | 98.44 | 96.54 | 90.82 |  |  
                | R2 | 93.17 | 93.17 | 90.34 |  |  
                | R1 | 91.27 | 91.27 | 89.85 | 92.22 |  
                | PP | 87.90 | 87.90 | 87.90 | 88.38 |  
                | S1 | 86.00 | 86.00 | 88.89 | 86.95 |  
                | S2 | 82.63 | 82.63 | 88.40 |  |  
                | S3 | 77.36 | 80.73 | 87.92 |  |  
                | S4 | 72.09 | 75.46 | 86.47 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 89.80 | 84.53 | 5.27 | 5.9% | 1.56 | 1.7% | 92% | True | False | 18,283 |  
                | 10 | 89.80 | 83.59 | 6.21 | 6.9% | 1.39 | 1.6% | 93% | True | False | 15,120 |  
                | 20 | 89.80 | 83.08 | 6.72 | 7.5% | 1.68 | 1.9% | 94% | True | False | 17,255 |  
                | 40 | 89.80 | 79.39 | 10.41 | 11.6% | 1.66 | 1.9% | 96% | True | False | 19,662 |  
                | 60 | 89.80 | 75.70 | 14.10 | 15.8% | 1.63 | 1.8% | 97% | True | False | 16,619 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 95.45 |  
            | 2.618 | 93.28 |  
            | 1.618 | 91.95 |  
            | 1.000 | 91.13 |  
            | 0.618 | 90.62 |  
            | HIGH | 89.80 |  
            | 0.618 | 89.29 |  
            | 0.500 | 89.14 |  
            | 0.382 | 88.98 |  
            | LOW | 88.47 |  
            | 0.618 | 87.65 |  
            | 1.000 | 87.14 |  
            | 1.618 | 86.32 |  
            | 2.618 | 84.99 |  
            | 4.250 | 82.82 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Nov-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 89.29 | 88.93 |  
                                | PP | 89.21 | 88.49 |  
                                | S1 | 89.14 | 88.06 |  |