NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 28-Dec-2010

Day Change Summary
	Previous	Current
	27-Dec-2010	28-Dec-2010	Change	Change %	Previous Week
Open	91.07	90.79	-0.28	-0.3%	88.78
High	91.88	91.67	-0.21	-0.2%	91.63
Low	90.51	90.75	0.24	0.3%	87.73
Close	91.00	91.49	0.49	0.5%	91.51
Range	1.37	0.92	-0.45	-32.8%	3.90
ATR	1.70	1.65	-0.06	-3.3%	0.00
Volume	145,007	91,143	-53,864	-37.1%	728,503

Daily Pivots for day following 28-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	94.06	93.70	92.00
R3	93.14	92.78	91.74
R2	92.22	92.22	91.66
R1	91.86	91.86	91.57	92.04
PP	91.30	91.30	91.30	91.40
S1	90.94	90.94	91.41	91.12
S2	90.38	90.38	91.32
S3	89.46	90.02	91.24
S4	88.54	89.10	90.98

Weekly Pivots for week ending 24-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	101.99	100.65	93.66
R3	98.09	96.75	92.58
R2	94.19	94.19	92.23
R1	92.85	92.85	91.87	93.52
PP	90.29	90.29	90.29	90.63
S1	88.95	88.95	91.15	89.62
S2	86.39	86.39	90.80
S3	82.49	85.05	90.44
S4	78.59	81.15	89.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.88	89.06	2.82	3.1%	1.12	1.2%	86%	False	False	142,166
10	91.88	87.43	4.45	4.9%	1.35	1.5%	91%	False	False	162,964
20	91.88	84.09	7.79	8.5%	1.70	1.9%	95%	False	False	140,825
40	91.88	80.89	10.99	12.0%	1.82	2.0%	96%	False	False	96,490
60	91.88	80.89	10.99	12.0%	1.87	2.0%	96%	False	False	74,186
80	91.88	77.34	14.54	15.9%	1.82	2.0%	97%	False	False	60,602
100	91.88	73.76	18.12	19.8%	1.76	1.9%	98%	False	False	50,170
120	91.88	73.76	18.12	19.8%	1.68	1.8%	98%	False	False	42,442

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.44
Narrowest range in 83 trading days

Fibonacci Retracements and Extensions
4.250	95.58
2.618	94.08
1.618	93.16
1.000	92.59
0.618	92.24
HIGH	91.67
0.618	91.32
0.500	91.21
0.382	91.10
LOW	90.75
0.618	90.18
1.000	89.83
1.618	89.26
2.618	88.34
4.250	86.84

Fisher Pivots for day following 28-Dec-2010
Pivot	1 day	3 day
R1	91.40	91.36
PP	91.30	91.23
S1	91.21	91.11

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

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