NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 22-Feb-2011

Day Change Summary
	Previous	Current
	18-Feb-2011	22-Feb-2011	Change	Change %	Previous Week
Open	94.52	95.94	1.42	1.5%	96.44
High	96.24	101.49	5.25	5.5%	97.88
Low	94.21	95.94	1.73	1.8%	93.92
Close	95.66	98.66	3.00	3.1%	95.66
Range	2.03	5.55	3.52	173.4%	3.96
ATR	1.55	1.86	0.31	19.7%	0.00
Volume	21,469	18,892	-2,577	-12.0%	79,358

Daily Pivots for day following 22-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	115.35	112.55	101.71
R3	109.80	107.00	100.19
R2	104.25	104.25	99.68
R1	101.45	101.45	99.17	102.85
PP	98.70	98.70	98.70	99.40
S1	95.90	95.90	98.15	97.30
S2	93.15	93.15	97.64
S3	87.60	90.35	97.13
S4	82.05	84.80	95.61

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.70	105.64	97.84
R3	103.74	101.68	96.75
R2	99.78	99.78	96.39
R1	97.72	97.72	96.02	96.77
PP	95.82	95.82	95.82	95.35
S1	93.76	93.76	95.30	92.81
S2	91.86	91.86	94.93
S3	87.90	89.80	94.57
S4	83.94	85.84	93.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.49	93.92	7.57	7.7%	2.55	2.6%	63%	True	False	16,798
10	101.49	93.92	7.57	7.7%	1.95	2.0%	63%	True	False	15,775
20	101.49	91.88	9.61	9.7%	1.80	1.8%	71%	True	False	16,746
40	101.49	91.78	9.71	9.8%	1.59	1.6%	71%	True	False	12,150
60	101.49	85.65	15.84	16.1%	1.44	1.5%	82%	True	False	9,515

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 70 trading days

Fibonacci Retracements and Extensions
4.250	125.08
2.618	116.02
1.618	110.47
1.000	107.04
0.618	104.92
HIGH	101.49
0.618	99.37
0.500	98.72
0.382	98.06
LOW	95.94
0.618	92.51
1.000	90.39
1.618	86.96
2.618	81.41
4.250	72.35

Fisher Pivots for day following 22-Feb-2011
Pivot	1 day	3 day
R1	98.72	98.34
PP	98.70	98.02
S1	98.68	97.71

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

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