NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 25-Jan-2011

Day Change Summary
	Previous	Current
	24-Jan-2011	25-Jan-2011	Change	Change %	Previous Week
Open	94.52	93.22	-1.30	-1.4%	95.47
High	94.52	93.30	-1.22	-1.3%	96.22
Low	93.00	91.88	-1.12	-1.2%	93.31
Close	93.29	91.92	-1.37	-1.5%	94.24
Range	1.52	1.42	-0.10	-6.6%	2.91
ATR	1.35	1.36	0.00	0.3%	0.00
Volume	11,749	15,939	4,190	35.7%	31,829

Daily Pivots for day following 25-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	96.63	95.69	92.70
R3	95.21	94.27	92.31
R2	93.79	93.79	92.18
R1	92.85	92.85	92.05	92.61
PP	92.37	92.37	92.37	92.25
S1	91.43	91.43	91.79	91.19
S2	90.95	90.95	91.66
S3	89.53	90.01	91.53
S4	88.11	88.59	91.14

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	91.88	4.34	4.7%	1.32	1.4%	1%	False	True	10,191
10	96.32	91.88	4.44	4.8%	1.26	1.4%	1%	False	True	9,801
20	96.32	91.78	4.54	4.9%	1.42	1.5%	3%	False	False	8,177
40	96.32	86.20	10.12	11.0%	1.27	1.4%	57%	False	False	6,255

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	0.19
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.34
2.618	97.02
1.618	95.60
1.000	94.72
0.618	94.18
HIGH	93.30
0.618	92.76
0.500	92.59
0.382	92.42
LOW	91.88
0.618	91.00
1.000	90.46
1.618	89.58
2.618	88.16
4.250	85.85

Fisher Pivots for day following 25-Jan-2011
Pivot	1 day	3 day
R1	92.59	93.22
PP	92.37	92.78
S1	92.14	92.35

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

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