NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 07-Feb-2011

Day Change Summary
	Previous	Current
	04-Feb-2011	07-Feb-2011	Change	Change %	Previous Week
Open	99.46	98.06	-1.40	-1.4%	97.06
High	99.46	98.20	-1.26	-1.3%	100.07
Low	97.33	97.41	0.08	0.1%	96.73
Close	97.84	97.42	-0.42	-0.4%	97.84
Range	2.13	0.79	-1.34	-62.9%	3.34
ATR	1.37	1.33	-0.04	-3.0%	0.00
Volume	7,570	12,827	5,257	69.4%	57,082

Daily Pivots for day following 07-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.05	99.52	97.85
R3	99.26	98.73	97.64
R2	98.47	98.47	97.56
R1	97.94	97.94	97.49	97.81
PP	97.68	97.68	97.68	97.61
S1	97.15	97.15	97.35	97.02
S2	96.89	96.89	97.28
S3	96.10	96.36	97.20
S4	95.31	95.57	96.99

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.23	106.38	99.68
R3	104.89	103.04	98.76
R2	101.55	101.55	98.45
R1	99.70	99.70	98.15	100.63
PP	98.21	98.21	98.21	98.68
S1	96.36	96.36	97.53	97.29
S2	94.87	94.87	97.23
S3	91.53	93.02	96.92
S4	88.19	89.68	96.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.07	97.33	2.74	2.8%	1.20	1.2%	3%	False	False	10,839
10	100.07	92.69	7.38	7.6%	1.47	1.5%	64%	False	False	9,817

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	101.56
2.618	100.27
1.618	99.48
1.000	98.99
0.618	98.69
HIGH	98.20
0.618	97.90
0.500	97.81
0.382	97.71
LOW	97.41
0.618	96.92
1.000	96.62
1.618	96.13
2.618	95.34
4.250	94.05

Fisher Pivots for day following 07-Feb-2011
Pivot	1 day	3 day
R1	97.81	98.70
PP	97.68	98.27
S1	97.55	97.85

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

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