NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 03-Mar-2010

Day Change Summary
	Previous	Current
	02-Mar-2010	03-Mar-2010	Change	Change %	Previous Week
Open	79.24	80.00	0.76	1.0%	80.66
High	81.32	81.60	0.28	0.3%	81.15
Low	78.67	79.81	1.14	1.4%	77.44
Close	80.06	81.26	1.20	1.5%	80.01
Range	2.65	1.79	-0.86	-32.5%	3.71
ATR	2.34	2.30	-0.04	-1.7%	0.00
Volume	84,974	75,318	-9,656	-11.4%	347,471

Daily Pivots for day following 03-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.26	85.55	82.24
R3	84.47	83.76	81.75
R2	82.68	82.68	81.59
R1	81.97	81.97	81.42	82.33
PP	80.89	80.89	80.89	81.07
S1	80.18	80.18	81.10	80.54
S2	79.10	79.10	80.93
S3	77.31	78.39	80.77
S4	75.52	76.60	80.28

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.66	89.05	82.05
R3	86.95	85.34	81.03
R2	83.24	83.24	80.69
R1	81.63	81.63	80.35	80.58
PP	79.53	79.53	79.53	79.01
S1	77.92	77.92	79.67	76.87
S2	75.82	75.82	79.33
S3	72.11	74.21	78.99
S4	68.40	70.50	77.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.60	77.44	4.16	5.1%	2.47	3.0%	92%	True	False	84,959
10	81.60	77.20	4.40	5.4%	2.26	2.8%	92%	True	False	70,674
20	81.60	70.28	11.32	13.9%	2.49	3.1%	97%	True	False	67,714
40	85.43	70.28	15.15	18.6%	2.20	2.7%	72%	False	False	47,679
60	85.43	70.28	15.15	18.6%	2.04	2.5%	72%	False	False	35,433
80	85.43	70.28	15.15	18.6%	1.99	2.4%	72%	False	False	28,315
100	85.43	70.28	15.15	18.6%	1.90	2.3%	72%	False	False	23,634
120	85.43	68.84	16.59	20.4%	1.75	2.2%	75%	False	False	20,276

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	0.52
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	89.21
2.618	86.29
1.618	84.50
1.000	83.39
0.618	82.71
HIGH	81.60
0.618	80.92
0.500	80.71
0.382	80.49
LOW	79.81
0.618	78.70
1.000	78.02
1.618	76.91
2.618	75.12
4.250	72.20

Fisher Pivots for day following 03-Mar-2010
Pivot	1 day	3 day
R1	81.08	80.85
PP	80.89	80.43
S1	80.71	80.02

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

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