NYMEX Light Sweet Crude Oil Future July 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	97.53	96.32	-1.21	-1.2%	95.75
High	98.12	96.99	-1.13	-1.2%	98.57
Low	95.56	95.51	-0.05	-0.1%	95.12
Close	96.24	95.72	-0.52	-0.5%	96.24
Range	2.56	1.48	-1.08	-42.2%	3.45
ATR	1.65	1.64	-0.01	-0.7%	0.00
Volume	16,658	20,498	3,840	23.1%	146,803

Daily Pivots for day following 07-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.51	99.60	96.53
R3	99.03	98.12	96.13
R2	97.55	97.55	95.99
R1	96.64	96.64	95.86	96.36
PP	96.07	96.07	96.07	95.93
S1	95.16	95.16	95.58	94.88
S2	94.59	94.59	95.45
S3	93.11	93.68	95.31
S4	91.63	92.20	94.91

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.99	105.07	98.14
R3	103.54	101.62	97.19
R2	100.09	100.09	96.87
R1	98.17	98.17	96.56	99.13
PP	96.64	96.64	96.64	97.13
S1	94.72	94.72	95.92	95.68
S2	93.19	93.19	95.61
S3	89.74	91.27	95.29
S4	86.29	87.82	94.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.57	95.51	3.06	3.2%	1.46	1.5%	7%	False	True	24,348
10	98.57	91.36	7.21	7.5%	1.78	1.9%	60%	False	False	28,577
20	98.57	91.36	7.21	7.5%	1.60	1.7%	60%	False	False	23,323
40	98.57	89.17	9.40	9.8%	1.46	1.5%	70%	False	False	15,885
60	98.57	83.16	15.41	16.1%	1.43	1.5%	82%	False	False	12,482
80	98.57	83.16	15.41	16.1%	1.33	1.4%	82%	False	False	10,154

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	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	103.28
2.618	100.86
1.618	99.38
1.000	98.47
0.618	97.90
HIGH	96.99
0.618	96.42
0.500	96.25
0.382	96.08
LOW	95.51
0.618	94.60
1.000	94.03
1.618	93.12
2.618	91.64
4.250	89.22

Fisher Pivots for day following 07-Feb-2011
Pivot	1 day	3 day
R1	96.25	97.04
PP	96.07	96.60
S1	95.90	96.16

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

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