NYMEX Light Sweet Crude Oil Future April 2011

Trading Metrics calculated at close of trading on 08-Feb-2011

Day Change Summary
	Previous	Current
	07-Feb-2011	08-Feb-2011	Change	Change %	Previous Week
Open	92.01	90.60	-1.41	-1.5%	91.99
High	92.42	91.24	-1.18	-1.3%	94.89
Low	90.41	89.01	-1.40	-1.5%	90.89
Close	90.64	90.24	-0.40	-0.4%	91.85
Range	2.01	2.23	0.22	10.9%	4.00
ATR	2.06	2.07	0.01	0.6%	0.00
Volume	146,776	158,279	11,503	7.8%	912,230

Daily Pivots for day following 08-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	96.85	95.78	91.47
R3	94.62	93.55	90.85
R2	92.39	92.39	90.65
R1	91.32	91.32	90.44	90.74
PP	90.16	90.16	90.16	89.88
S1	89.09	89.09	90.04	88.51
S2	87.93	87.93	89.83
S3	85.70	86.86	89.63
S4	83.47	84.63	89.01

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.54	102.20	94.05
R3	100.54	98.20	92.95
R2	96.54	96.54	92.58
R1	94.20	94.20	92.22	93.37
PP	92.54	92.54	92.54	92.13
S1	90.20	90.20	91.48	89.37
S2	88.54	88.54	91.12
S3	84.54	86.20	90.75
S4	80.54	82.20	89.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.64	89.01	5.63	6.2%	2.10	2.3%	22%	False	True	149,621
10	94.89	87.85	7.04	7.8%	2.36	2.6%	34%	False	False	168,936
20	94.89	87.83	7.06	7.8%	2.04	2.3%	34%	False	False	139,934
40	94.89	87.83	7.06	7.8%	1.85	2.1%	34%	False	False	91,109
60	94.89	81.81	13.08	14.5%	1.88	2.1%	64%	False	False	67,244
80	94.89	81.81	13.08	14.5%	1.78	2.0%	64%	False	False	53,286
100	94.89	78.63	16.26	18.0%	1.73	1.9%	71%	False	False	44,610
120	94.89	74.98	19.91	22.1%	1.64	1.8%	77%	False	False	38,031

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.46
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.72
2.618	97.08
1.618	94.85
1.000	93.47
0.618	92.62
HIGH	91.24
0.618	90.39
0.500	90.13
0.382	89.86
LOW	89.01
0.618	87.63
1.000	86.78
1.618	85.40
2.618	83.17
4.250	79.53

Fisher Pivots for day following 08-Feb-2011
Pivot	1 day	3 day
R1	90.20	91.62
PP	90.16	91.16
S1	90.13	90.70

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

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