NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 04-Feb-2010

Day Change Summary
	Previous	Current
	03-Feb-2010	04-Feb-2010	Change	Change %	Previous Week
Open	80.13	79.37	-0.76	-0.9%	78.50
High	80.95	79.37	-1.58	-2.0%	78.44
Low	80.13	75.62	-4.51	-5.6%	75.81
Close	80.13	76.31	-3.82	-4.8%	76.05
Range	0.82	3.75	2.93	357.3%	2.63
ATR	1.44	1.66	0.22	15.2%	0.00
Volume	5,834	4,028	-1,806	-31.0%	23,348

Daily Pivots for day following 04-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.35	86.08	78.37
R3	84.60	82.33	77.34
R2	80.85	80.85	77.00
R1	78.58	78.58	76.65	77.84
PP	77.10	77.10	77.10	76.73
S1	74.83	74.83	75.97	74.09
S2	73.35	73.35	75.62
S3	69.60	71.08	75.28
S4	65.85	67.33	74.25

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.66	82.98	77.50
R3	82.03	80.35	76.77
R2	79.40	79.40	76.53
R1	77.72	77.72	76.29	77.25
PP	76.77	76.77	76.77	76.53
S1	75.09	75.09	75.81	74.62
S2	74.14	74.14	75.57
S3	71.51	72.46	75.33
S4	68.88	69.83	74.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.95	75.62	5.33	7.0%	1.97	2.6%	13%	False	True	4,648
10	80.95	75.62	5.33	7.0%	1.56	2.0%	13%	False	True	4,592
20	87.30	75.62	11.68	15.3%	1.33	1.7%	6%	False	True	4,120
40	87.30	75.62	11.68	15.3%	1.14	1.5%	6%	False	True	3,245
60	87.30	75.62	11.68	15.3%	1.13	1.5%	6%	False	True	2,951

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 68 trading days

Fibonacci Retracements and Extensions
4.250	95.31
2.618	89.19
1.618	85.44
1.000	83.12
0.618	81.69
HIGH	79.37
0.618	77.94
0.500	77.50
0.382	77.05
LOW	75.62
0.618	73.30
1.000	71.87
1.618	69.55
2.618	65.80
4.250	59.68

Fisher Pivots for day following 04-Feb-2010
Pivot	1 day	3 day
R1	77.50	78.29
PP	77.10	77.63
S1	76.71	76.97

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

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