NYMEX Light Sweet Crude Oil Future June 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Nov-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Nov-2010 | 10-Nov-2010 | Change | Change % | Previous Week |  
                        | Open | 89.11 | 89.05 | -0.06 | -0.1% | 84.55 |  
                        | High | 90.13 | 90.15 | 0.02 | 0.0% | 89.80 |  
                        | Low | 88.26 | 88.65 | 0.39 | 0.4% | 84.53 |  
                        | Close | 89.37 | 89.89 | 0.52 | 0.6% | 89.37 |  
                        | Range | 1.87 | 1.50 | -0.37 | -19.8% | 5.27 |  
                        | ATR | 1.67 | 1.66 | -0.01 | -0.7% | 0.00 |  
                        | Volume | 19,300 | 23,593 | 4,293 | 22.2% | 91,417 |  | 
    
| 
        
            | Daily Pivots for day following 10-Nov-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 94.06 | 93.48 | 90.72 |  |  
                | R3 | 92.56 | 91.98 | 90.30 |  |  
                | R2 | 91.06 | 91.06 | 90.17 |  |  
                | R1 | 90.48 | 90.48 | 90.03 | 90.77 |  
                | PP | 89.56 | 89.56 | 89.56 | 89.71 |  
                | S1 | 88.98 | 88.98 | 89.75 | 89.27 |  
                | S2 | 88.06 | 88.06 | 89.62 |  |  
                | S3 | 86.56 | 87.48 | 89.48 |  |  
                | S4 | 85.06 | 85.98 | 89.07 |  |  | 
        
            | 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 | 90.15 | 87.55 | 2.60 | 2.9% | 1.52 | 1.7% | 90% | True | False | 24,006 |  
                | 10 | 90.15 | 83.67 | 6.48 | 7.2% | 1.46 | 1.6% | 96% | True | False | 19,116 |  
                | 20 | 90.15 | 83.08 | 7.07 | 7.9% | 1.72 | 1.9% | 96% | True | False | 18,377 |  
                | 40 | 90.15 | 79.39 | 10.76 | 12.0% | 1.70 | 1.9% | 98% | True | False | 19,861 |  
                | 60 | 90.15 | 75.70 | 14.45 | 16.1% | 1.63 | 1.8% | 98% | True | False | 17,439 |  
                | 80 | 90.15 | 75.70 | 14.45 | 16.1% | 1.62 | 1.8% | 98% | True | False | 14,907 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 96.53 |  
            | 2.618 | 94.08 |  
            | 1.618 | 92.58 |  
            | 1.000 | 91.65 |  
            | 0.618 | 91.08 |  
            | HIGH | 90.15 |  
            | 0.618 | 89.58 |  
            | 0.500 | 89.40 |  
            | 0.382 | 89.22 |  
            | LOW | 88.65 |  
            | 0.618 | 87.72 |  
            | 1.000 | 87.15 |  
            | 1.618 | 86.22 |  
            | 2.618 | 84.72 |  
            | 4.250 | 82.28 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Nov-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 89.73 | 89.66 |  
                                | PP | 89.56 | 89.43 |  
                                | S1 | 89.40 | 89.21 |  |