NYMEX Light Sweet Crude Oil Future April 2010

Trading Metrics calculated at close of trading on 03-Feb-2010

Day Change Summary
	Previous	Current
	02-Feb-2010	03-Feb-2010	Change	Change %	Previous Week
Open	75.47	77.47	2.00	2.7%	74.60
High	77.88	78.54	0.66	0.8%	75.82
Low	74.88	76.98	2.10	2.8%	72.89
Close	77.72	77.43	-0.29	-0.4%	73.35
Range	3.00	1.56	-1.44	-48.0%	2.93
ATR	2.05	2.01	-0.03	-1.7%	0.00
Volume	63,158	89,994	26,836	42.5%	410,774

Daily Pivots for day following 03-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.33	81.44	78.29
R3	80.77	79.88	77.86
R2	79.21	79.21	77.72
R1	78.32	78.32	77.57	77.99
PP	77.65	77.65	77.65	77.48
S1	76.76	76.76	77.29	76.43
S2	76.09	76.09	77.14
S3	74.53	75.20	77.00
S4	72.97	73.64	76.57

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.81	81.01	74.96
R3	79.88	78.08	74.16
R2	76.95	76.95	73.89
R1	75.15	75.15	73.62	74.59
PP	74.02	74.02	74.02	73.74
S1	72.22	72.22	73.08	71.66
S2	71.09	71.09	72.81
S3	68.16	69.29	72.54
S4	65.23	66.36	71.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.54	72.89	5.65	7.3%	2.18	2.8%	80%	True	False	77,596
10	78.79	72.89	5.90	7.6%	2.13	2.7%	77%	False	False	77,678
20	84.96	72.89	12.07	15.6%	2.02	2.6%	38%	False	False	64,965
40	84.96	72.89	12.07	15.6%	1.86	2.4%	38%	False	False	42,973
60	84.96	72.89	12.07	15.6%	1.97	2.5%	38%	False	False	32,149
80	84.96	72.89	12.07	15.6%	1.94	2.5%	38%	False	False	25,657
100	84.96	68.38	16.58	21.4%	1.86	2.4%	55%	False	False	21,312
120	84.96	68.38	16.58	21.4%	1.72	2.2%	55%	False	False	18,158

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.51
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	85.17
2.618	82.62
1.618	81.06
1.000	80.10
0.618	79.50
HIGH	78.54
0.618	77.94
0.500	77.76
0.382	77.58
LOW	76.98
0.618	76.02
1.000	75.42
1.618	74.46
2.618	72.90
4.250	70.35

Fisher Pivots for day following 03-Feb-2010
Pivot	1 day	3 day
R1	77.76	76.87
PP	77.65	76.31
S1	77.54	75.75

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

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