NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 07-Feb-2011

Day Change Summary
	Previous	Current
	04-Feb-2011	07-Feb-2011	Change	Change %	Previous Week
Open	90.63	89.06	-1.57	-1.7%	89.97
High	91.67	89.54	-2.13	-2.3%	92.84
Low	88.45	87.18	-1.27	-1.4%	88.40
Close	89.03	87.48	-1.55	-1.7%	89.03
Range	3.22	2.36	-0.86	-26.7%	4.44
ATR	2.26	2.27	0.01	0.3%	0.00
Volume	334,500	280,803	-53,697	-16.1%	1,695,062

Daily Pivots for day following 07-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	95.15	93.67	88.78
R3	92.79	91.31	88.13
R2	90.43	90.43	87.91
R1	88.95	88.95	87.70	88.51
PP	88.07	88.07	88.07	87.85
S1	86.59	86.59	87.26	86.15
S2	85.71	85.71	87.05
S3	83.35	84.23	86.83
S4	80.99	81.87	86.18

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.41	100.66	91.47
R3	98.97	96.22	90.25
R2	94.53	94.53	89.84
R1	91.78	91.78	89.44	90.94
PP	90.09	90.09	90.09	89.67
S1	87.34	87.34	88.62	86.50
S2	85.65	85.65	88.22
S3	81.21	82.90	87.81
S4	76.77	78.46	86.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.45	87.18	5.27	6.0%	2.26	2.6%	6%	False	True	312,913
10	92.84	85.11	7.73	8.8%	2.61	3.0%	31%	False	False	352,517
20	93.46	85.11	8.35	9.5%	2.21	2.5%	28%	False	False	317,259
40	93.46	85.11	8.35	9.5%	1.98	2.3%	28%	False	False	197,344
60	93.46	81.41	12.05	13.8%	1.99	2.3%	50%	False	False	146,409
80	93.46	81.41	12.05	13.8%	1.96	2.2%	50%	False	False	115,481
100	93.46	78.05	15.41	17.6%	1.91	2.2%	61%	False	False	96,220
120	93.46	74.29	19.17	21.9%	1.85	2.1%	69%	False	False	82,082

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	0.53
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.57
2.618	95.72
1.618	93.36
1.000	91.90
0.618	91.00
HIGH	89.54
0.618	88.64
0.500	88.36
0.382	88.08
LOW	87.18
0.618	85.72
1.000	84.82
1.618	83.36
2.618	81.00
4.250	77.15

Fisher Pivots for day following 07-Feb-2011
Pivot	1 day	3 day
R1	88.36	89.62
PP	88.07	88.90
S1	87.77	88.19

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

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