NYMEX Light Sweet Crude Oil Future May 2011

Trading Metrics calculated at close of trading on 01-Mar-2011

Day Change Summary
	Previous	Current
	28-Feb-2011	01-Mar-2011	Change	Change %	Previous Week
Open	100.17	98.64	-1.53	-1.5%	92.43
High	101.26	102.43	1.17	1.2%	104.95
Low	98.32	98.07	-0.25	-0.3%	92.29
Close	98.64	101.40	2.76	2.8%	99.36
Range	2.94	4.36	1.42	48.3%	12.66
ATR	2.84	2.95	0.11	3.8%	0.00
Volume	76,160	98,936	22,776	29.9%	387,472

Daily Pivots for day following 01-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.71	111.92	103.80
R3	109.35	107.56	102.60
R2	104.99	104.99	102.20
R1	103.20	103.20	101.80	104.10
PP	100.63	100.63	100.63	101.08
S1	98.84	98.84	101.00	99.74
S2	96.27	96.27	100.60
S3	91.91	94.48	100.20
S4	87.55	90.12	99.00

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	96.45	8.50	8.4%	4.61	4.5%	58%	False	False	112,513
10	104.95	90.27	14.68	14.5%	3.81	3.8%	76%	False	False	108,109
20	104.95	90.27	14.68	14.5%	2.74	2.7%	76%	False	False	104,986
40	104.95	89.40	15.55	15.3%	2.37	2.3%	77%	False	False	86,125
60	104.95	88.40	16.55	16.3%	2.05	2.0%	79%	False	False	63,400
80	104.95	82.22	22.73	22.4%	1.94	1.9%	84%	False	False	50,096
100	104.95	82.22	22.73	22.4%	1.82	1.8%	84%	False	False	41,296
120	104.95	79.39	25.56	25.2%	1.65	1.6%	86%	False	False	35,446

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.86
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120.96
2.618	113.84
1.618	109.48
1.000	106.79
0.618	105.12
HIGH	102.43
0.618	100.76
0.500	100.25
0.382	99.74
LOW	98.07
0.618	95.38
1.000	93.71
1.618	91.02
2.618	86.66
4.250	79.54

Fisher Pivots for day following 01-Mar-2011
Pivot	1 day	3 day
R1	101.02	100.95
PP	100.63	100.50
S1	100.25	100.05

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

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