NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 21-Jan-2011

Day Change Summary
	Previous	Current
	20-Jan-2011	21-Jan-2011	Change	Change %	Previous Week
Open	91.63	89.45	-2.18	-2.4%	92.55
High	91.80	90.22	-1.58	-1.7%	93.02
Low	88.90	88.87	-0.03	0.0%	88.87
Close	89.59	89.11	-0.48	-0.5%	89.11
Range	2.90	1.35	-1.55	-53.4%	4.15
ATR	1.89	1.85	-0.04	-2.0%	0.00
Volume	427,261	271,703	-155,558	-36.4%	1,247,712

Daily Pivots for day following 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	93.45	92.63	89.85
R3	92.10	91.28	89.48
R2	90.75	90.75	89.36
R1	89.93	89.93	89.23	89.67
PP	89.40	89.40	89.40	89.27
S1	88.58	88.58	88.99	88.32
S2	88.05	88.05	88.86
S3	86.70	87.23	88.74
S4	85.35	85.88	88.37

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.78	100.10	91.39
R3	98.63	95.95	90.25
R2	94.48	94.48	89.87
R1	91.80	91.80	89.49	91.07
PP	90.33	90.33	90.33	89.97
S1	87.65	87.65	88.73	86.92
S2	86.18	86.18	88.35
S3	82.03	83.50	87.97
S4	77.88	79.35	86.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.02	88.87	4.15	4.7%	1.75	2.0%	6%	False	True	296,025
10	93.46	88.45	5.01	5.6%	1.78	2.0%	13%	False	False	269,833
20	93.46	88.45	5.01	5.6%	1.89	2.1%	13%	False	False	170,710
40	93.46	82.11	11.35	12.7%	1.85	2.1%	62%	False	False	115,278
60	93.46	81.41	12.05	13.5%	1.81	2.0%	64%	False	False	86,430
80	93.46	79.51	13.95	15.7%	1.84	2.1%	69%	False	False	70,232
100	93.46	77.26	16.20	18.2%	1.80	2.0%	73%	False	False	59,215
120	93.46	74.29	19.17	21.5%	1.73	1.9%	77%	False	False	50,366

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	0.54
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	95.96
2.618	93.75
1.618	92.40
1.000	91.57
0.618	91.05
HIGH	90.22
0.618	89.70
0.500	89.55
0.382	89.39
LOW	88.87
0.618	88.04
1.000	87.52
1.618	86.69
2.618	85.34
4.250	83.13

Fisher Pivots for day following 21-Jan-2011
Pivot	1 day	3 day
R1	89.55	90.95
PP	89.40	90.33
S1	89.26	89.72

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

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