NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 14-Dec-2010

Day Change Summary
	Previous	Current
	13-Dec-2010	14-Dec-2010	Change	Change %	Previous Week
Open	89.68	90.37	0.69	0.8%	90.48
High	91.25	90.90	-0.35	-0.4%	91.82
Low	89.56	90.20	0.64	0.7%	88.86
Close	90.42	90.39	-0.03	0.0%	89.59
Range	1.69	0.70	-0.99	-58.6%	2.96
ATR	1.81	1.73	-0.08	-4.4%	0.00
Volume	21,532	31,919	10,387	48.2%	231,080

Daily Pivots for day following 14-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.60	92.19	90.78
R3	91.90	91.49	90.58
R2	91.20	91.20	90.52
R1	90.79	90.79	90.45	91.00
PP	90.50	90.50	90.50	90.60
S1	90.09	90.09	90.33	90.30
S2	89.80	89.80	90.26
S3	89.10	89.39	90.20
S4	88.40	88.69	90.01

Weekly Pivots for week ending 10-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	98.97	97.24	91.22
R3	96.01	94.28	90.40
R2	93.05	93.05	90.13
R1	91.32	91.32	89.86	90.71
PP	90.09	90.09	90.09	89.78
S1	88.36	88.36	89.32	87.75
S2	87.13	87.13	89.05
S3	84.17	85.40	88.78
S4	81.21	82.44	87.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.25	88.86	2.39	2.6%	1.42	1.6%	64%	False	False	35,818
10	91.82	85.73	6.09	6.7%	1.65	1.8%	77%	False	False	38,322
20	91.82	82.46	9.36	10.4%	1.85	2.0%	85%	False	False	30,037
40	91.82	82.46	9.36	10.4%	1.73	1.9%	85%	False	False	24,589
60	91.82	79.39	12.43	13.8%	1.74	1.9%	88%	False	False	23,638
80	91.82	75.70	16.12	17.8%	1.69	1.9%	91%	False	False	21,164
100	91.82	75.70	16.12	17.8%	1.66	1.8%	91%	False	False	18,552

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	0.25
Narrowest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	93.88
2.618	92.73
1.618	92.03
1.000	91.60
0.618	91.33
HIGH	90.90
0.618	90.63
0.500	90.55
0.382	90.47
LOW	90.20
0.618	89.77
1.000	89.50
1.618	89.07
2.618	88.37
4.250	87.23

Fisher Pivots for day following 14-Dec-2010
Pivot	1 day	3 day
R1	90.55	90.28
PP	90.50	90.17
S1	90.44	90.06

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

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