NYMEX Light Sweet Crude Oil Future April 2011

Trading Metrics calculated at close of trading on 28-Feb-2011

Day Change Summary
	Previous	Current
	25-Feb-2011	28-Feb-2011	Change	Change %	Previous Week
Open	96.63	98.50	1.87	1.9%	90.04
High	99.20	99.96	0.76	0.8%	103.41
Low	96.17	96.71	0.54	0.6%	89.77
Close	97.88	96.97	-0.91	-0.9%	97.88
Range	3.03	3.25	0.22	7.3%	13.64
ATR	3.05	3.07	0.01	0.5%	0.00
Volume	285,923	238,328	-47,595	-16.6%	1,235,954

Daily Pivots for day following 28-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.63	105.55	98.76
R3	104.38	102.30	97.86
R2	101.13	101.13	97.57
R1	99.05	99.05	97.27	98.47
PP	97.88	97.88	97.88	97.59
S1	95.80	95.80	96.67	95.22
S2	94.63	94.63	96.37
S3	91.38	92.55	96.08
S4	88.13	89.30	95.18

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	137.94	131.55	105.38
R3	124.30	117.91	101.63
R2	110.66	110.66	100.38
R1	104.27	104.27	99.13	107.47
PP	97.02	97.02	97.02	98.62
S1	90.63	90.63	96.63	93.83
S2	83.38	83.38	95.38
S3	69.74	76.99	94.13
S4	56.10	63.35	90.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.41	89.77	13.64	14.1%	5.53	5.7%	53%	False	False	294,856
10	103.41	87.09	16.32	16.8%	3.81	3.9%	61%	False	False	282,527
20	103.41	87.09	16.32	16.8%	2.96	3.1%	61%	False	False	236,569
40	103.41	87.09	16.32	16.8%	2.52	2.6%	61%	False	False	170,355
60	103.41	87.09	16.32	16.8%	2.16	2.2%	61%	False	False	122,911
80	103.41	81.81	21.60	22.3%	2.07	2.1%	70%	False	False	95,680
100	103.41	81.81	21.60	22.3%	1.97	2.0%	70%	False	False	78,515
120	103.41	78.63	24.78	25.6%	1.87	1.9%	74%	False	False	66,883

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.96
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113.77
2.618	108.47
1.618	105.22
1.000	103.21
0.618	101.97
HIGH	99.96
0.618	98.72
0.500	98.34
0.382	97.95
LOW	96.71
0.618	94.70
1.000	93.46
1.618	91.45
2.618	88.20
4.250	82.90

Fisher Pivots for day following 28-Feb-2011
Pivot	1 day	3 day
R1	98.34	99.52
PP	97.88	98.67
S1	97.43	97.82

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

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