NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 14-Jan-2011

Day Change Summary
	Previous	Current
	13-Jan-2011	14-Jan-2011	Change	Change %	Previous Week
Open	92.00	90.99	-1.01	-1.1%	89.00
High	92.37	91.69	-0.68	-0.7%	92.39
Low	90.75	90.10	-0.65	-0.7%	88.13
Close	91.40	91.54	0.14	0.2%	91.54
Range	1.62	1.59	-0.03	-1.9%	4.26
ATR	1.97	1.94	-0.03	-1.4%	0.00
Volume	324,074	283,261	-40,813	-12.6%	1,745,273

Daily Pivots for day following 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	95.88	95.30	92.41
R3	94.29	93.71	91.98
R2	92.70	92.70	91.83
R1	92.12	92.12	91.69	92.41
PP	91.11	91.11	91.11	91.26
S1	90.53	90.53	91.39	90.82
S2	89.52	89.52	91.25
S3	87.93	88.94	91.10
S4	86.34	87.35	90.67

Weekly Pivots for week ending 14-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.47	101.76	93.88
R3	99.21	97.50	92.71
R2	94.95	94.95	92.32
R1	93.24	93.24	91.93	94.10
PP	90.69	90.69	90.69	91.11
S1	88.98	88.98	91.15	89.84
S2	86.43	86.43	90.76
S3	82.17	84.72	90.37
S4	77.91	80.46	89.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.39	88.13	4.26	4.7%	1.82	2.0%	80%	False	False	349,054
10	92.57	87.25	5.32	5.8%	2.20	2.4%	81%	False	False	357,106
20	92.57	87.25	5.32	5.8%	1.85	2.0%	81%	False	False	258,223
40	92.57	80.89	11.68	12.8%	1.93	2.1%	91%	False	False	181,898
60	92.57	80.89	11.68	12.8%	1.87	2.0%	91%	False	False	134,790
80	92.57	77.34	15.23	16.6%	1.91	2.1%	93%	False	False	108,142
100	92.57	73.76	18.81	20.5%	1.86	2.0%	95%	False	False	89,590
120	92.57	73.76	18.81	20.5%	1.78	1.9%	95%	False	False	75,636

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.57
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	98.45
2.618	95.85
1.618	94.26
1.000	93.28
0.618	92.67
HIGH	91.69
0.618	91.08
0.500	90.90
0.382	90.71
LOW	90.10
0.618	89.12
1.000	88.51
1.618	87.53
2.618	85.94
4.250	83.34

Fisher Pivots for day following 14-Jan-2011
Pivot	1 day	3 day
R1	91.33	91.44
PP	91.11	91.34
S1	90.90	91.25

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

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