NYMEX Light Sweet Crude Oil Future April 2011

Trading Metrics calculated at close of trading on 09-Feb-2011

Day Change Summary
	Previous	Current
	08-Feb-2011	09-Feb-2011	Change	Change %	Previous Week
Open	90.60	90.65	0.05	0.1%	91.99
High	91.24	91.09	-0.15	-0.2%	94.89
Low	89.01	89.67	0.66	0.7%	90.89
Close	90.24	90.10	-0.14	-0.2%	91.85
Range	2.23	1.42	-0.81	-36.3%	4.00
ATR	2.07	2.03	-0.05	-2.2%	0.00
Volume	158,279	218,966	60,687	38.3%	912,230

Daily Pivots for day following 09-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	94.55	93.74	90.88
R3	93.13	92.32	90.49
R2	91.71	91.71	90.36
R1	90.90	90.90	90.23	90.60
PP	90.29	90.29	90.29	90.13
S1	89.48	89.48	89.97	89.18
S2	88.87	88.87	89.84
S3	87.45	88.06	89.71
S4	86.03	86.64	89.32

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%	19%	False	False	159,515
10	94.89	87.96	6.93	7.7%	2.30	2.5%	31%	False	False	177,089
20	94.89	87.83	7.06	7.8%	2.00	2.2%	32%	False	False	146,762
40	94.89	87.83	7.06	7.8%	1.84	2.0%	32%	False	False	96,149
60	94.89	81.81	13.08	14.5%	1.87	2.1%	63%	False	False	70,597
80	94.89	81.81	13.08	14.5%	1.78	2.0%	63%	False	False	55,941
100	94.89	78.63	16.26	18.0%	1.73	1.9%	71%	False	False	46,716
120	94.89	74.98	19.91	22.1%	1.63	1.8%	76%	False	False	39,835

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	97.13
2.618	94.81
1.618	93.39
1.000	92.51
0.618	91.97
HIGH	91.09
0.618	90.55
0.500	90.38
0.382	90.21
LOW	89.67
0.618	88.79
1.000	88.25
1.618	87.37
2.618	85.95
4.250	83.64

Fisher Pivots for day following 09-Feb-2011
Pivot	1 day	3 day
R1	90.38	90.72
PP	90.29	90.51
S1	90.19	90.31

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

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