NYMEX Light Sweet Crude Oil Future May 2011

Trading Metrics calculated at close of trading on 25-Feb-2011

Day Change Summary
	Previous	Current
	24-Feb-2011	25-Feb-2011	Change	Change %	Previous Week
Open	100.75	98.30	-2.45	-2.4%	92.43
High	104.95	100.67	-4.28	-4.1%	104.95
Low	97.21	97.66	0.45	0.5%	92.29
Close	98.74	99.36	0.62	0.6%	99.36
Range	7.74	3.01	-4.73	-61.1%	12.66
ATR	2.81	2.83	0.01	0.5%	0.00
Volume	144,314	89,310	-55,004	-38.1%	387,472

Daily Pivots for day following 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.26	106.82	101.02
R3	105.25	103.81	100.19
R2	102.24	102.24	99.91
R1	100.80	100.80	99.64	101.52
PP	99.23	99.23	99.23	99.59
S1	97.79	97.79	99.08	98.51
S2	96.22	96.22	98.81
S3	93.21	94.78	98.53
S4	90.20	91.77	97.70

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	136.85	130.76	106.32
R3	124.19	118.10	102.84
R2	111.53	111.53	101.68
R1	105.44	105.44	100.52	108.49
PP	98.87	98.87	98.87	100.39
S1	92.78	92.78	98.20	95.83
S2	86.21	86.21	97.04
S3	73.55	80.12	95.88
S4	60.89	67.46	92.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.95	90.94	14.01	14.1%	5.11	5.1%	60%	False	False	110,659
10	104.95	90.27	14.68	14.8%	3.44	3.5%	62%	False	False	118,033
20	104.95	90.27	14.68	14.8%	2.72	2.7%	62%	False	False	110,598
40	104.95	89.40	15.55	15.7%	2.31	2.3%	64%	False	False	82,683
60	104.95	86.45	18.50	18.6%	1.98	2.0%	70%	False	False	60,862
80	104.95	82.22	22.73	22.9%	1.87	1.9%	75%	False	False	48,137
100	104.95	82.22	22.73	22.9%	1.77	1.8%	75%	False	False	39,739
120	104.95	79.39	25.56	25.7%	1.61	1.6%	78%	False	False	34,031

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.72
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	113.46
2.618	108.55
1.618	105.54
1.000	103.68
0.618	102.53
HIGH	100.67
0.618	99.52
0.500	99.17
0.382	98.81
LOW	97.66
0.618	95.80
1.000	94.65
1.618	92.79
2.618	89.78
4.250	84.87

Fisher Pivots for day following 25-Feb-2011
Pivot	1 day	3 day
R1	99.30	100.70
PP	99.23	100.25
S1	99.17	99.81

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

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