NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 31-Jan-2011

Day Change Summary
	Previous	Current
	28-Jan-2011	31-Jan-2011	Change	Change %	Previous Week
Open	85.28	89.97	4.69	5.5%	89.26
High	89.73	92.84	3.11	3.5%	89.73
Low	85.11	88.40	3.29	3.9%	85.11
Close	89.34	92.19	2.85	3.2%	89.34
Range	4.62	4.44	-0.18	-3.9%	4.62
ATR	2.09	2.26	0.17	8.0%	0.00
Volume	553,314	411,297	-142,017	-25.7%	1,887,026

Daily Pivots for day following 31-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.46	102.77	94.63
R3	100.02	98.33	93.41
R2	95.58	95.58	93.00
R1	93.89	93.89	92.60	94.74
PP	91.14	91.14	91.14	91.57
S1	89.45	89.45	91.78	90.30
S2	86.70	86.70	91.38
S3	82.26	85.01	90.97
S4	77.82	80.57	89.75

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.92	100.25	91.88
R3	97.30	95.63	90.61
R2	92.68	92.68	90.19
R1	91.01	91.01	89.76	91.85
PP	88.06	88.06	88.06	88.48
S1	86.39	86.39	88.92	87.23
S2	83.44	83.44	88.49
S3	78.82	81.77	88.07
S4	74.20	77.15	86.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.84	85.11	7.73	8.4%	2.96	3.2%	92%	True	False	392,122
10	93.02	85.11	7.91	8.6%	2.44	2.6%	90%	False	False	354,603
20	93.46	85.11	8.35	9.1%	2.27	2.5%	85%	False	False	271,569
40	93.46	85.11	8.35	9.1%	1.92	2.1%	85%	False	False	167,361
60	93.46	81.41	12.05	13.1%	1.94	2.1%	89%	False	False	122,810
80	93.46	81.41	12.05	13.1%	1.93	2.1%	89%	False	False	97,217
100	93.46	78.05	15.41	16.7%	1.86	2.0%	92%	False	False	81,494
120	93.46	74.29	19.17	20.8%	1.81	2.0%	93%	False	False	69,258

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.44
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111.71
2.618	104.46
1.618	100.02
1.000	97.28
0.618	95.58
HIGH	92.84
0.618	91.14
0.500	90.62
0.382	90.10
LOW	88.40
0.618	85.66
1.000	83.96
1.618	81.22
2.618	76.78
4.250	69.53

Fisher Pivots for day following 31-Jan-2011
Pivot	1 day	3 day
R1	91.67	91.12
PP	91.14	90.05
S1	90.62	88.98

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

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