NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 02-Feb-2011

Day Change Summary
	Previous	Current
	01-Feb-2011	02-Feb-2011	Change	Change %	Previous Week
Open	92.20	90.51	-1.69	-1.8%	89.26
High	92.45	91.78	-0.67	-0.7%	89.73
Low	90.44	90.10	-0.34	-0.4%	85.11
Close	90.77	90.86	0.09	0.1%	89.34
Range	2.01	1.68	-0.33	-16.4%	4.62
ATR	2.24	2.20	-0.04	-1.8%	0.00
Volume	374,742	297,784	-76,958	-20.5%	1,887,026

Daily Pivots for day following 02-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	95.95	95.09	91.78
R3	94.27	93.41	91.32
R2	92.59	92.59	91.17
R1	91.73	91.73	91.01	92.16
PP	90.91	90.91	90.91	91.13
S1	90.05	90.05	90.71	90.48
S2	89.23	89.23	90.55
S3	87.55	88.37	90.40
S4	85.87	86.69	89.94

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	8.5%	3.00	3.3%	74%	False	False	397,055
10	92.84	85.11	7.73	8.5%	2.51	2.8%	74%	False	False	366,981
20	93.46	85.11	8.35	9.2%	2.21	2.4%	69%	False	False	298,750
40	93.46	85.11	8.35	9.2%	1.93	2.1%	69%	False	False	180,761
60	93.46	81.41	12.05	13.3%	1.95	2.1%	78%	False	False	132,819
80	93.46	81.41	12.05	13.3%	1.91	2.1%	78%	False	False	105,003
100	93.46	78.05	15.41	17.0%	1.86	2.1%	83%	False	False	87,987
120	93.46	74.29	19.17	21.1%	1.81	2.0%	86%	False	False	74,763

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	0.40
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	98.92
2.618	96.18
1.618	94.50
1.000	93.46
0.618	92.82
HIGH	91.78
0.618	91.14
0.500	90.94
0.382	90.74
LOW	90.10
0.618	89.06
1.000	88.42
1.618	87.38
2.618	85.70
4.250	82.96

Fisher Pivots for day following 02-Feb-2011
Pivot	1 day	3 day
R1	90.94	90.78
PP	90.91	90.70
S1	90.89	90.62

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

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