NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 04-Mar-2010

Day Change Summary
	Previous	Current
	03-Mar-2010	04-Mar-2010	Change	Change %	Previous Week
Open	80.37	81.69	1.32	1.6%	80.96
High	81.95	81.81	-0.14	-0.2%	81.51
Low	80.24	80.60	0.36	0.4%	77.84
Close	81.64	81.10	-0.54	-0.7%	80.37
Range	1.71	1.21	-0.50	-29.2%	3.67
ATR	2.24	2.17	-0.07	-3.3%	0.00
Volume	43,262	53,914	10,652	24.6%	209,049

Daily Pivots for day following 04-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.80	84.16	81.77
R3	83.59	82.95	81.43
R2	82.38	82.38	81.32
R1	81.74	81.74	81.21	81.46
PP	81.17	81.17	81.17	81.03
S1	80.53	80.53	80.99	80.25
S2	79.96	79.96	80.88
S3	78.75	79.32	80.77
S4	77.54	78.11	80.43

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.92	89.31	82.39
R3	87.25	85.64	81.38
R2	83.58	83.58	81.04
R1	81.97	81.97	80.71	80.94
PP	79.91	79.91	79.91	79.39
S1	78.30	78.30	80.03	77.27
S2	76.24	76.24	79.70
S3	72.57	74.63	79.36
S4	68.90	70.96	78.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.95	78.65	3.30	4.1%	2.00	2.5%	74%	False	False	46,062
10	81.95	77.84	4.11	5.1%	2.02	2.5%	79%	False	False	45,589
20	81.95	70.75	11.20	13.8%	2.39	3.0%	92%	False	False	45,073
40	85.95	70.75	15.20	18.7%	2.16	2.7%	68%	False	False	38,399
60	85.95	70.75	15.20	18.7%	2.01	2.5%	68%	False	False	32,429
80	85.95	70.75	15.20	18.7%	2.05	2.5%	68%	False	False	28,743
100	85.95	70.75	15.20	18.7%	2.04	2.5%	68%	False	False	25,990
120	85.95	69.40	16.55	20.4%	2.04	2.5%	71%	False	False	23,561

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	86.95
2.618	84.98
1.618	83.77
1.000	83.02
0.618	82.56
HIGH	81.81
0.618	81.35
0.500	81.21
0.382	81.06
LOW	80.60
0.618	79.85
1.000	79.39
1.618	78.64
2.618	77.43
4.250	75.46

Fisher Pivots for day following 04-Mar-2010
Pivot	1 day	3 day
R1	81.21	80.91
PP	81.17	80.72
S1	81.14	80.53

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

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