NYMEX Light Sweet Crude Oil Future September 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	81.35	82.18	0.83	1.0%	82.14
High	82.80	82.60	-0.20	-0.2%	82.41
Low	81.33	81.66	0.33	0.4%	78.88
Close	82.55	82.18	-0.37	-0.4%	81.29
Range	1.47	0.94	-0.53	-36.1%	3.53
ATR	1.90	1.83	-0.07	-3.6%	0.00
Volume	6,148	10,521	4,373	71.1%	39,184

Daily Pivots for day following 04-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.97	84.51	82.70
R3	84.03	83.57	82.44
R2	83.09	83.09	82.35
R1	82.63	82.63	82.27	82.65
PP	82.15	82.15	82.15	82.16
S1	81.69	81.69	82.09	81.71
S2	81.21	81.21	82.01
S3	80.27	80.75	81.92
S4	79.33	79.81	81.66

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.45	89.90	83.23
R3	87.92	86.37	82.26
R2	84.39	84.39	81.94
R1	82.84	82.84	81.61	81.85
PP	80.86	80.86	80.86	80.37
S1	79.31	79.31	80.97	78.32
S2	77.33	77.33	80.64
S3	73.80	75.78	80.32
S4	70.27	72.25	79.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.80	79.79	3.01	3.7%	1.73	2.1%	79%	False	False	7,533
10	82.80	78.88	3.92	4.8%	1.70	2.1%	84%	False	False	7,770
20	82.80	72.43	10.37	12.6%	2.03	2.5%	94%	False	False	6,967
40	87.30	72.43	14.87	18.1%	1.64	2.0%	66%	False	False	5,507
60	87.30	72.43	14.87	18.1%	1.39	1.7%	66%	False	False	4,461
80	87.30	72.43	14.87	18.1%	1.33	1.6%	66%	False	False	3,937

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	0.42
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	86.60
2.618	85.06
1.618	84.12
1.000	83.54
0.618	83.18
HIGH	82.60
0.618	82.24
0.500	82.13
0.382	82.02
LOW	81.66
0.618	81.08
1.000	80.72
1.618	80.14
2.618	79.20
4.250	77.67

Fisher Pivots for day following 04-Mar-2010
Pivot	1 day	3 day
R1	82.16	81.97
PP	82.15	81.75
S1	82.13	81.54

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

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