NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 01-Feb-2011

Day Change Summary
	Previous	Current
	31-Jan-2011	01-Feb-2011	Change	Change %	Previous Week
Open	96.40	97.81	1.41	1.5%	94.52
High	98.18	98.27	0.09	0.1%	96.26
Low	95.76	97.32	1.56	1.6%	91.88
Close	98.05	97.91	-0.14	-0.1%	96.19
Range	2.42	0.95	-1.47	-60.7%	4.38
ATR	1.56	1.52	-0.04	-2.8%	0.00
Volume	27,324	17,101	-10,223	-37.4%	79,970

Daily Pivots for day following 01-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.68	100.25	98.43
R3	99.73	99.30	98.17
R2	98.78	98.78	98.08
R1	98.35	98.35	98.00	98.57
PP	97.83	97.83	97.83	97.94
S1	97.40	97.40	97.82	97.62
S2	96.88	96.88	97.74
S3	95.93	96.45	97.65
S4	94.98	95.50	97.39

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	98.27	92.09	6.18	6.3%	1.84	1.9%	94%	True	False	19,341
10	98.27	91.88	6.39	6.5%	1.58	1.6%	94%	True	False	14,766
20	98.27	91.78	6.49	6.6%	1.55	1.6%	94%	True	False	12,066
40	98.27	89.40	8.87	9.1%	1.33	1.4%	96%	True	False	8,355

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.23
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	102.31
2.618	100.76
1.618	99.81
1.000	99.22
0.618	98.86
HIGH	98.27
0.618	97.91
0.500	97.80
0.382	97.68
LOW	97.32
0.618	96.73
1.000	96.37
1.618	95.78
2.618	94.83
4.250	93.28

Fisher Pivots for day following 01-Feb-2011
Pivot	1 day	3 day
R1	97.87	97.27
PP	97.83	96.64
S1	97.80	96.00

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

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