NYMEX Light Sweet Crude Oil Future May 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	76.11	78.10	1.99	2.6%	75.27
High	78.50	79.15	0.65	0.8%	76.31
Low	75.50	77.62	2.12	2.8%	73.47
Close	78.34	78.05	-0.29	-0.4%	73.95
Range	3.00	1.53	-1.47	-49.0%	2.84
ATR	1.97	1.94	-0.03	-1.6%	0.00
Volume	25,394	38,268	12,874	50.7%	177,268

Daily Pivots for day following 03-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.86	81.99	78.89
R3	81.33	80.46	78.47
R2	79.80	79.80	78.33
R1	78.93	78.93	78.19	78.60
PP	78.27	78.27	78.27	78.11
S1	77.40	77.40	77.91	77.07
S2	76.74	76.74	77.77
S3	75.21	75.87	77.63
S4	73.68	74.34	77.21

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.10	81.36	75.51
R3	80.26	78.52	74.73
R2	77.42	77.42	74.47
R1	75.68	75.68	74.21	75.13
PP	74.58	74.58	74.58	74.30
S1	72.84	72.84	73.69	72.29
S2	71.74	71.74	73.43
S3	68.90	70.00	73.17
S4	66.06	67.16	72.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.15	73.47	5.68	7.3%	2.16	2.8%	81%	True	False	33,928
10	79.25	73.47	5.78	7.4%	2.06	2.6%	79%	False	False	33,810
20	85.43	73.47	11.96	15.3%	1.94	2.5%	38%	False	False	28,782
40	85.43	73.47	11.96	15.3%	1.79	2.3%	38%	False	False	19,901
60	85.43	73.47	11.96	15.3%	1.84	2.4%	38%	False	False	15,688
80	85.43	73.47	11.96	15.3%	1.75	2.2%	38%	False	False	13,059
100	85.43	68.84	16.59	21.3%	1.61	2.1%	56%	False	False	11,130
120	85.43	68.84	16.59	21.3%	1.45	1.9%	56%	False	False	9,652

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	0.47
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	85.65
2.618	83.16
1.618	81.63
1.000	80.68
0.618	80.10
HIGH	79.15
0.618	78.57
0.500	78.39
0.382	78.20
LOW	77.62
0.618	76.67
1.000	76.09
1.618	75.14
2.618	73.61
4.250	71.12

Fisher Pivots for day following 03-Feb-2010
Pivot	1 day	3 day
R1	78.39	77.49
PP	78.27	76.94
S1	78.16	76.38

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

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