NYMEX Light Sweet Crude Oil Future April 2011

Trading Metrics calculated at close of trading on 02-Feb-2011

Day Change Summary
	Previous	Current
	01-Feb-2011	02-Feb-2011	Change	Change %	Previous Week
Open	94.32	93.17	-1.15	-1.2%	90.80
High	94.57	94.28	-0.29	-0.3%	91.97
Low	93.19	92.88	-0.31	-0.3%	87.83
Close	93.50	93.68	0.18	0.2%	91.68
Range	1.38	1.40	0.02	1.4%	4.14
ATR	2.05	2.00	-0.05	-2.3%	0.00
Volume	178,845	169,495	-9,350	-5.2%	718,590

Daily Pivots for day following 02-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	97.81	97.15	94.45
R3	96.41	95.75	94.07
R2	95.01	95.01	93.94
R1	94.35	94.35	93.81	94.68
PP	93.61	93.61	93.61	93.78
S1	92.95	92.95	93.55	93.28
S2	92.21	92.21	93.42
S3	90.81	91.55	93.30
S4	89.41	90.15	92.91

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.91	101.44	93.96
R3	98.77	97.30	92.82
R2	94.63	94.63	92.44
R1	93.16	93.16	92.06	93.90
PP	90.49	90.49	90.49	90.86
S1	89.02	89.02	91.30	89.76
S2	86.35	86.35	90.92
S3	82.21	84.88	90.54
S4	78.07	80.74	89.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.89	87.96	6.93	7.4%	2.49	2.7%	83%	False	False	194,662
10	94.89	87.83	7.06	7.5%	2.25	2.4%	83%	False	False	161,556
20	94.89	87.83	7.06	7.5%	2.04	2.2%	83%	False	False	131,426
40	94.89	87.83	7.06	7.5%	1.81	1.9%	83%	False	False	79,687
60	94.89	81.81	13.08	14.0%	1.82	1.9%	91%	False	False	58,645
80	94.89	81.81	13.08	14.0%	1.73	1.8%	91%	False	False	46,518
100	94.89	78.63	16.26	17.4%	1.68	1.8%	93%	False	False	39,192
120	94.89	74.98	19.91	21.3%	1.60	1.7%	94%	False	False	33,356

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.23
2.618	97.95
1.618	96.55
1.000	95.68
0.618	95.15
HIGH	94.28
0.618	93.75
0.500	93.58
0.382	93.41
LOW	92.88
0.618	92.01
1.000	91.48
1.618	90.61
2.618	89.21
4.250	86.93

Fisher Pivots for day following 02-Feb-2011
Pivot	1 day	3 day
R1	93.65	93.42
PP	93.61	93.15
S1	93.58	92.89

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

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