NYMEX Light Sweet Crude Oil Future September 2011

Trading Metrics calculated at close of trading on 02-Feb-2011

Day Change Summary
	Previous	Current
	01-Feb-2011	02-Feb-2011	Change	Change %	Previous Week
Open	97.92	98.23	0.31	0.3%	94.32
High	98.59	98.94	0.35	0.4%	96.67
Low	97.79	98.15	0.36	0.4%	92.33
Close	98.31	98.99	0.68	0.7%	96.62
Range	0.80	0.79	-0.01	-1.3%	4.34
ATR	1.46	1.41	-0.05	-3.3%	0.00
Volume	14,559	17,147	2,588	17.8%	63,372

Daily Pivots for day following 02-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.06	100.82	99.42
R3	100.27	100.03	99.21
R2	99.48	99.48	99.13
R1	99.24	99.24	99.06	99.36
PP	98.69	98.69	98.69	98.76
S1	98.45	98.45	98.92	98.57
S2	97.90	97.90	98.85
S3	97.11	97.66	98.77
S4	96.32	96.87	98.56

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.23	106.76	99.01
R3	103.89	102.42	97.81
R2	99.55	99.55	97.42
R1	98.08	98.08	97.02	98.82
PP	95.21	95.21	95.21	95.57
S1	93.74	93.74	96.22	94.48
S2	90.87	90.87	95.82
S3	86.53	89.40	95.43
S4	82.19	85.06	94.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.94	93.84	5.10	5.2%	1.61	1.6%	101%	True	False	17,401
10	98.94	92.33	6.61	6.7%	1.51	1.5%	101%	True	False	13,420
20	98.94	91.94	7.00	7.1%	1.44	1.5%	101%	True	False	10,556

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	0.22
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	102.30
2.618	101.01
1.618	100.22
1.000	99.73
0.618	99.43
HIGH	98.94
0.618	98.64
0.500	98.55
0.382	98.45
LOW	98.15
0.618	97.66
1.000	97.36
1.618	96.87
2.618	96.08
4.250	94.79

Fisher Pivots for day following 02-Feb-2011
Pivot	1 day	3 day
R1	98.84	98.50
PP	98.69	98.01
S1	98.55	97.52

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

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