NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 21-Jan-2011

Day Change Summary
	Previous	Current
	20-Jan-2011	21-Jan-2011	Change	Change %	Previous Week
Open	95.28	94.44	-0.84	-0.9%	95.47
High	95.42	94.55	-0.87	-0.9%	96.22
Low	93.31	94.06	0.75	0.8%	93.31
Close	94.04	94.24	0.20	0.2%	94.24
Range	2.11	0.49	-1.62	-76.8%	2.91
ATR	1.41	1.34	-0.06	-4.6%	0.00
Volume	6,286	11,961	5,675	90.3%	31,829

Daily Pivots for day following 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	95.75	95.49	94.51
R3	95.26	95.00	94.37
R2	94.77	94.77	94.33
R1	94.51	94.51	94.28	94.40
PP	94.28	94.28	94.28	94.23
S1	94.02	94.02	94.20	93.91
S2	93.79	93.79	94.15
S3	93.30	93.53	94.11
S4	92.81	93.04	93.97

Weekly Pivots for week ending 21-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.32	101.69	95.84
R3	100.41	98.78	95.04
R2	97.50	97.50	94.77
R1	95.87	95.87	94.51	95.23
PP	94.59	94.59	94.59	94.27
S1	92.96	92.96	93.97	92.32
S2	91.68	91.68	93.71
S3	88.77	90.05	93.44
S4	85.86	87.14	92.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.22	93.31	2.91	3.1%	1.07	1.1%	32%	False	False	8,382
10	96.32	91.78	4.54	4.8%	1.20	1.3%	54%	False	False	9,490
20	96.32	91.78	4.54	4.8%	1.37	1.5%	54%	False	False	7,144
40	96.32	84.20	12.12	12.9%	1.29	1.4%	83%	False	False	5,661

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.18
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	96.63
2.618	95.83
1.618	95.34
1.000	95.04
0.618	94.85
HIGH	94.55
0.618	94.36
0.500	94.31
0.382	94.25
LOW	94.06
0.618	93.76
1.000	93.57
1.618	93.27
2.618	92.78
4.250	91.98

Fisher Pivots for day following 21-Jan-2011
Pivot	1 day	3 day
R1	94.31	94.77
PP	94.28	94.59
S1	94.26	94.42

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

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