NYMEX Light Sweet Crude Oil Future August 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	102.49	100.80	-1.69	-1.6%	95.94
High	105.49	101.25	-4.24	-4.0%	105.49
Low	100.00	99.83	-0.17	-0.2%	95.94
Close	100.44	101.10	0.66	0.7%	101.10
Range	5.49	1.42	-4.07	-74.1%	9.55
ATR	2.27	2.21	-0.06	-2.7%	0.00
Volume	44,528	36,041	-8,487	-19.1%	134,829

Daily Pivots for day following 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.99	104.46	101.88
R3	103.57	103.04	101.49
R2	102.15	102.15	101.36
R1	101.62	101.62	101.23	101.89
PP	100.73	100.73	100.73	100.86
S1	100.20	100.20	100.97	100.47
S2	99.31	99.31	100.84
S3	97.89	98.78	100.71
S4	96.47	97.36	100.32

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	129.49	124.85	106.35
R3	119.94	115.30	103.73
R2	110.39	110.39	102.85
R1	105.75	105.75	101.98	108.07
PP	100.84	100.84	100.84	102.01
S1	96.20	96.20	100.22	98.52
S2	91.29	91.29	99.35
S3	81.74	86.65	98.47
S4	72.19	77.10	95.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.49	94.21	11.28	11.2%	3.73	3.7%	61%	False	False	31,259
10	105.49	93.92	11.57	11.4%	2.68	2.7%	62%	False	False	22,950
20	105.49	93.73	11.76	11.6%	2.12	2.1%	63%	False	False	20,598
40	105.49	91.78	13.71	13.6%	1.82	1.8%	68%	False	False	14,828
60	105.49	86.23	19.26	19.1%	1.57	1.5%	77%	False	False	11,366

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	0.47
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	107.29
2.618	104.97
1.618	103.55
1.000	102.67
0.618	102.13
HIGH	101.25
0.618	100.71
0.500	100.54
0.382	100.37
LOW	99.83
0.618	98.95
1.000	98.41
1.618	97.53
2.618	96.11
4.250	93.80

Fisher Pivots for day following 25-Feb-2011
Pivot	1 day	3 day
R1	100.91	101.93
PP	100.73	101.65
S1	100.54	101.38

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

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