NYMEX Light Sweet Crude Oil Future May 2011

Trading Metrics calculated at close of trading on 02-Mar-2011

Day Change Summary
	Previous	Current
	01-Mar-2011	02-Mar-2011	Change	Change %	Previous Week
Open	98.64	102.25	3.61	3.7%	92.43
High	102.43	103.94	1.51	1.5%	104.95
Low	98.07	100.96	2.89	2.9%	92.29
Close	101.40	103.48	2.08	2.1%	99.36
Range	4.36	2.98	-1.38	-31.7%	12.66
ATR	2.95	2.95	0.00	0.1%	0.00
Volume	98,936	151,657	52,721	53.3%	387,472

Daily Pivots for day following 02-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	111.73	110.59	105.12
R3	108.75	107.61	104.30
R2	105.77	105.77	104.03
R1	104.63	104.63	103.75	105.20
PP	102.79	102.79	102.79	103.08
S1	101.65	101.65	103.21	102.22
S2	99.81	99.81	102.93
S3	96.83	98.67	102.66
S4	93.85	95.69	101.84

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	97.21	7.74	7.5%	4.21	4.1%	81%	False	False	112,075
10	104.95	90.27	14.68	14.2%	3.85	3.7%	90%	False	False	112,020
20	104.95	90.27	14.68	14.2%	2.83	2.7%	90%	False	False	107,698
40	104.95	89.40	15.55	15.0%	2.41	2.3%	91%	False	False	89,530
60	104.95	88.68	16.27	15.7%	2.07	2.0%	91%	False	False	65,642
80	104.95	82.22	22.73	22.0%	1.95	1.9%	94%	False	False	51,868
100	104.95	82.22	22.73	22.0%	1.83	1.8%	94%	False	False	42,731
120	104.95	79.39	25.56	24.7%	1.68	1.6%	94%	False	False	36,679

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.92
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116.61
2.618	111.74
1.618	108.76
1.000	106.92
0.618	105.78
HIGH	103.94
0.618	102.80
0.500	102.45
0.382	102.10
LOW	100.96
0.618	99.12
1.000	97.98
1.618	96.14
2.618	93.16
4.250	88.30

Fisher Pivots for day following 02-Mar-2011
Pivot	1 day	3 day
R1	103.14	102.66
PP	102.79	101.83
S1	102.45	101.01

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

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