NYMEX Light Sweet Crude Oil Future September 2011

Trading Metrics calculated at close of trading on 09-Feb-2011

Day Change Summary
	Previous	Current
	08-Feb-2011	09-Feb-2011	Change	Change %	Previous Week
Open	97.22	97.53	0.31	0.3%	97.14
High	97.59	97.87	0.28	0.3%	99.66
Low	95.68	97.04	1.36	1.4%	96.09
Close	97.35	97.72	0.37	0.4%	97.41
Range	1.91	0.83	-1.08	-56.5%	3.57
ATR	1.47	1.43	-0.05	-3.1%	0.00
Volume	7,941	15,270	7,329	92.3%	83,399

Daily Pivots for day following 09-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.03	99.71	98.18
R3	99.20	98.88	97.95
R2	98.37	98.37	97.87
R1	98.05	98.05	97.80	98.21
PP	97.54	97.54	97.54	97.63
S1	97.22	97.22	97.64	97.38
S2	96.71	96.71	97.57
S3	95.88	96.39	97.49
S4	95.05	95.56	97.26

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.43	106.49	99.37
R3	104.86	102.92	98.39
R2	101.29	101.29	98.06
R1	99.35	99.35	97.74	100.32
PP	97.72	97.72	97.72	98.21
S1	95.78	95.78	97.08	96.75
S2	94.15	94.15	96.76
S3	90.58	92.21	96.43
S4	87.01	88.64	95.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.66	95.68	3.98	4.1%	1.48	1.5%	51%	False	False	13,395
10	99.66	93.84	5.82	6.0%	1.54	1.6%	67%	False	False	15,398
20	99.66	92.33	7.33	7.5%	1.37	1.4%	74%	False	False	11,894
40	99.66	89.83	9.83	10.1%	1.29	1.3%	80%	False	False	8,372

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.31
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	101.40
2.618	100.04
1.618	99.21
1.000	98.70
0.618	98.38
HIGH	97.87
0.618	97.55
0.500	97.46
0.382	97.36
LOW	97.04
0.618	96.53
1.000	96.21
1.618	95.70
2.618	94.87
4.250	93.51

Fisher Pivots for day following 09-Feb-2011
Pivot	1 day	3 day
R1	97.63	97.41
PP	97.54	97.09
S1	97.46	96.78

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

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