NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 08-Feb-2010

Day Change Summary
	Previous	Current
	05-Feb-2010	08-Feb-2010	Change	Change %	Previous Week
Open	73.04	72.18	-0.86	-1.2%	72.84
High	73.94	72.39	-1.55	-2.1%	78.04
Low	69.50	70.77	1.27	1.8%	69.50
Close	71.19	71.89	0.70	1.0%	71.19
Range	4.44	1.62	-2.82	-63.5%	8.54
ATR	2.41	2.35	-0.06	-2.3%	0.00
Volume	523,892	596,142	72,250	13.8%	1,894,136

Daily Pivots for day following 08-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	76.54	75.84	72.78
R3	74.92	74.22	72.34
R2	73.30	73.30	72.19
R1	72.60	72.60	72.04	72.14
PP	71.68	71.68	71.68	71.46
S1	70.98	70.98	71.74	70.52
S2	70.06	70.06	71.59
S3	68.44	69.36	71.44
S4	66.82	67.74	71.00

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	98.53	93.40	75.89
R3	89.99	84.86	73.54
R2	81.45	81.45	72.76
R1	76.32	76.32	71.97	74.62
PP	72.91	72.91	72.91	72.06
S1	67.78	67.78	70.41	66.08
S2	64.37	64.37	69.62
S3	55.83	59.24	68.84
S4	47.29	50.70	66.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.04	69.50	8.54	11.9%	3.07	4.3%	28%	False	False	431,001
10	78.04	69.50	8.54	11.9%	2.58	3.6%	28%	False	False	367,613
20	84.45	69.50	14.95	20.8%	2.33	3.2%	16%	False	False	301,363
40	84.45	69.50	14.95	20.8%	2.02	2.8%	16%	False	False	188,828
60	84.45	69.50	14.95	20.8%	2.15	3.0%	16%	False	False	139,092
80	84.45	69.50	14.95	20.8%	2.18	3.0%	16%	False	False	108,213
100	84.45	67.46	16.99	23.6%	2.11	2.9%	26%	False	False	88,188
120	84.45	67.46	16.99	23.6%	2.09	2.9%	26%	False	False	74,380

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	79.28
2.618	76.63
1.618	75.01
1.000	74.01
0.618	73.39
HIGH	72.39
0.618	71.77
0.500	71.58
0.382	71.39
LOW	70.77
0.618	69.77
1.000	69.15
1.618	68.15
2.618	66.53
4.250	63.89

Fisher Pivots for day following 08-Feb-2010
Pivot	1 day	3 day
R1	71.79	73.34
PP	71.68	72.85
S1	71.58	72.37

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

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