NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 28-Jan-2011

Day Change Summary
	Previous	Current
	27-Jan-2011	28-Jan-2011	Change	Change %	Previous Week
Open	93.98	93.77	-0.21	-0.2%	94.52
High	94.51	96.26	1.75	1.9%	96.26
Low	93.40	93.73	0.33	0.4%	91.88
Close	93.62	96.19	2.57	2.7%	96.19
Range	1.11	2.53	1.42	127.9%	4.38
ATR	1.41	1.50	0.09	6.2%	0.00
Volume	11,474	29,313	17,839	155.5%	79,970

Daily Pivots for day following 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.98	102.12	97.58
R3	100.45	99.59	96.89
R2	97.92	97.92	96.65
R1	97.06	97.06	96.42	97.49
PP	95.39	95.39	95.39	95.61
S1	94.53	94.53	95.96	94.96
S2	92.86	92.86	95.73
S3	90.33	92.00	95.49
S4	87.80	89.47	94.80

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.92	106.43	98.60
R3	103.54	102.05	97.39
R2	99.16	99.16	96.99
R1	97.67	97.67	96.59	98.42
PP	94.78	94.78	94.78	95.15
S1	93.29	93.29	95.79	94.04
S2	90.40	90.40	95.39
S3	86.02	88.91	94.99
S4	81.64	84.53	93.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.26	91.88	4.38	4.6%	1.75	1.8%	98%	True	False	15,994
10	96.26	91.88	4.38	4.6%	1.41	1.5%	98%	True	False	12,188
20	96.32	91.78	4.54	4.7%	1.56	1.6%	97%	False	False	10,295
40	96.32	88.53	7.79	8.1%	1.30	1.3%	98%	False	False	7,444

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	107.01
2.618	102.88
1.618	100.35
1.000	98.79
0.618	97.82
HIGH	96.26
0.618	95.29
0.500	95.00
0.382	94.70
LOW	93.73
0.618	92.17
1.000	91.20
1.618	89.64
2.618	87.11
4.250	82.98

Fisher Pivots for day following 28-Jan-2011
Pivot	1 day	3 day
R1	95.79	95.52
PP	95.39	94.85
S1	95.00	94.18

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

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