NYMEX Light Sweet Crude Oil Future July 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	72.97	73.76	0.79	1.1%	74.79
High	75.55	74.06	-1.49	-2.0%	80.22
Low	71.64	72.67	1.03	1.4%	71.64
Close	72.97	73.78	0.81	1.1%	72.97
Range	3.91	1.39	-2.52	-64.5%	8.58
ATR	2.18	2.12	-0.06	-2.6%	0.00
Volume	10,571	21,558	10,987	103.9%	47,505

Daily Pivots for day following 08-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	77.67	77.12	74.54
R3	76.28	75.73	74.16
R2	74.89	74.89	74.03
R1	74.34	74.34	73.91	74.62
PP	73.50	73.50	73.50	73.64
S1	72.95	72.95	73.65	73.23
S2	72.11	72.11	73.53
S3	70.72	71.56	73.40
S4	69.33	70.17	73.02

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	100.68	95.41	77.69
R3	92.10	86.83	75.33
R2	83.52	83.52	74.54
R1	78.25	78.25	73.76	76.60
PP	74.94	74.94	74.94	74.12
S1	69.67	69.67	72.18	68.02
S2	66.36	66.36	71.40
S3	57.78	61.09	70.61
S4	49.20	52.51	68.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.22	71.64	8.58	11.6%	2.81	3.8%	25%	False	False	12,050
10	80.22	71.64	8.58	11.6%	2.32	3.1%	25%	False	False	10,457
20	86.41	71.64	14.77	20.0%	2.07	2.8%	14%	False	False	8,652
40	86.41	71.64	14.77	20.0%	1.70	2.3%	14%	False	False	6,085
60	86.41	71.64	14.77	20.0%	1.72	2.3%	14%	False	False	5,157
80	86.41	71.64	14.77	20.0%	1.72	2.3%	14%	False	False	4,724
100	86.41	70.06	16.35	22.2%	1.67	2.3%	23%	False	False	4,299
120	86.41	70.06	16.35	22.2%	1.66	2.2%	23%	False	False	4,105

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.53
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	79.97
2.618	77.70
1.618	76.31
1.000	75.45
0.618	74.92
HIGH	74.06
0.618	73.53
0.500	73.37
0.382	73.20
LOW	72.67
0.618	71.81
1.000	71.28
1.618	70.42
2.618	69.03
4.250	66.76

Fisher Pivots for day following 08-Feb-2010
Pivot	1 day	3 day
R1	73.64	75.36
PP	73.50	74.83
S1	73.37	74.31

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

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