NYMEX Light Sweet Crude Oil Future June 2011

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

Day Change Summary
	Previous	Current
	01-Mar-2011	02-Mar-2011	Change	Change %	Previous Week
Open	99.35	102.95	3.60	3.6%	93.75
High	103.07	104.58	1.51	1.5%	105.55
Low	98.94	101.71	2.77	2.8%	93.75
Close	102.17	104.03	1.86	1.8%	100.08
Range	4.13	2.87	-1.26	-30.5%	11.80
ATR	2.84	2.84	0.00	0.1%	0.00
Volume	79,839	102,071	22,232	27.8%	339,506

Daily Pivots for day following 02-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	112.05	110.91	105.61
R3	109.18	108.04	104.82
R2	106.31	106.31	104.56
R1	105.17	105.17	104.29	105.74
PP	103.44	103.44	103.44	103.73
S1	102.30	102.30	103.77	102.87
S2	100.57	100.57	103.50
S3	97.70	99.43	103.24
S4	94.83	96.56	102.45

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.19	129.44	106.57
R3	123.39	117.64	103.33
R2	111.59	111.59	102.24
R1	105.84	105.84	101.16	108.72
PP	99.79	99.79	99.79	101.23
S1	94.04	94.04	99.00	96.92
S2	87.99	87.99	97.92
S3	76.19	82.24	96.84
S4	64.39	70.44	93.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.55	97.92	7.63	7.3%	4.11	3.9%	80%	False	False	90,010
10	105.55	91.97	13.58	13.1%	3.71	3.6%	89%	False	False	88,502
20	105.55	91.97	13.58	13.1%	2.71	2.6%	89%	False	False	82,890
40	105.55	90.50	15.05	14.5%	2.33	2.2%	90%	False	False	77,004
60	105.55	88.86	16.69	16.0%	2.01	1.9%	91%	False	False	61,161
80	105.55	82.46	23.09	22.2%	1.97	1.9%	93%	False	False	52,046
100	105.55	82.46	23.09	22.2%	1.93	1.9%	93%	False	False	45,038
120	105.55	79.39	26.16	25.1%	1.87	1.8%	94%	False	False	41,111

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	0.90
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	116.78
2.618	112.09
1.618	109.22
1.000	107.45
0.618	106.35
HIGH	104.58
0.618	103.48
0.500	103.15
0.382	102.81
LOW	101.71
0.618	99.94
1.000	98.84
1.618	97.07
2.618	94.20
4.250	89.51

Fisher Pivots for day following 02-Mar-2011
Pivot	1 day	3 day
R1	103.74	103.27
PP	103.44	102.52
S1	103.15	101.76

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

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