NYMEX Light Sweet Crude Oil Future May 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	98.30	100.17	1.87	1.9%	92.43
High	100.67	101.26	0.59	0.6%	104.95
Low	97.66	98.32	0.66	0.7%	92.29
Close	99.36	98.64	-0.72	-0.7%	99.36
Range	3.01	2.94	-0.07	-2.3%	12.66
ATR	2.83	2.84	0.01	0.3%	0.00
Volume	89,310	76,160	-13,150	-14.7%	387,472

Daily Pivots for day following 28-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.23	106.37	100.26
R3	105.29	103.43	99.45
R2	102.35	102.35	99.18
R1	100.49	100.49	98.91	99.95
PP	99.41	99.41	99.41	99.14
S1	97.55	97.55	98.37	97.01
S2	96.47	96.47	98.10
S3	93.53	94.61	97.83
S4	90.59	91.67	97.02

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	92.29	12.66	12.8%	5.24	5.3%	50%	False	False	92,726
10	104.95	90.27	14.68	14.9%	3.56	3.6%	57%	False	False	109,948
20	104.95	90.27	14.68	14.9%	2.70	2.7%	57%	False	False	108,594
40	104.95	89.40	15.55	15.8%	2.33	2.4%	59%	False	False	84,218
60	104.95	87.81	17.14	17.4%	2.00	2.0%	63%	False	False	61,972
80	104.95	82.22	22.73	23.0%	1.90	1.9%	72%	False	False	48,953
100	104.95	82.22	22.73	23.0%	1.79	1.8%	72%	False	False	40,410
120	104.95	79.39	25.56	25.9%	1.62	1.6%	75%	False	False	34,645

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.83
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	113.76
2.618	108.96
1.618	106.02
1.000	104.20
0.618	103.08
HIGH	101.26
0.618	100.14
0.500	99.79
0.382	99.44
LOW	98.32
0.618	96.50
1.000	95.38
1.618	93.56
2.618	90.62
4.250	85.83

Fisher Pivots for day following 28-Feb-2011
Pivot	1 day	3 day
R1	99.79	101.08
PP	99.41	100.27
S1	99.02	99.45

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

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