NYMEX Light Sweet Crude Oil Future June 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	101.47	99.40	-2.07	-2.0%	93.75
High	105.55	101.46	-4.09	-3.9%	105.55
Low	97.92	98.44	0.52	0.5%	93.75
Close	99.44	100.08	0.64	0.6%	100.08
Range	7.63	3.02	-4.61	-60.4%	11.80
ATR	2.71	2.73	0.02	0.8%	0.00
Volume	126,157	77,941	-48,216	-38.2%	339,506

Daily Pivots for day following 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.05	107.59	101.74
R3	106.03	104.57	100.91
R2	103.01	103.01	100.63
R1	101.55	101.55	100.36	102.28
PP	99.99	99.99	99.99	100.36
S1	98.53	98.53	99.80	99.26
S2	96.97	96.97	99.53
S3	93.95	95.51	99.25
S4	90.93	92.49	98.42

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	135.19	129.44	106.57
R3	123.39	117.64	103.33
R2	111.59	111.59	102.24
R1	105.84	105.84	101.16	108.72
PP	99.79	99.79	99.79	101.23
S1	94.04	94.04	99.00	96.92
S2	87.99	87.99	97.92
S3	76.19	82.24	96.84
S4	64.39	70.44	93.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.55	92.44	13.11	13.1%	4.90	4.9%	58%	False	False	91,645
10	105.55	91.97	13.58	13.6%	3.32	3.3%	60%	False	False	90,153
20	105.55	91.90	13.65	13.6%	2.59	2.6%	60%	False	False	88,122
40	105.55	90.50	15.05	15.0%	2.24	2.2%	64%	False	False	72,528
60	105.55	85.73	19.82	19.8%	1.95	1.9%	72%	False	False	58,706
80	105.55	82.46	23.09	23.1%	1.90	1.9%	76%	False	False	49,624
100	105.55	82.46	23.09	23.1%	1.89	1.9%	76%	False	False	43,481
120	105.55	79.39	26.16	26.1%	1.83	1.8%	79%	False	False	39,341

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	114.30
2.618	109.37
1.618	106.35
1.000	104.48
0.618	103.33
HIGH	101.46
0.618	100.31
0.500	99.95
0.382	99.59
LOW	98.44
0.618	96.57
1.000	95.42
1.618	93.55
2.618	90.53
4.250	85.61

Fisher Pivots for day following 25-Feb-2011
Pivot	1 day	3 day
R1	100.04	101.40
PP	99.99	100.96
S1	99.95	100.52

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

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