NYMEX Light Sweet Crude Oil Future September 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	95.21	96.58	1.37	1.4%	97.32
High	96.76	101.90	5.14	5.3%	98.42
Low	95.05	96.58	1.53	1.6%	94.50
Close	96.24	98.98	2.74	2.8%	96.24
Range	1.71	5.32	3.61	211.1%	3.92
ATR	1.48	1.78	0.30	20.2%	0.00
Volume	19,135	13,064	-6,071	-31.7%	70,111

Daily Pivots for day following 22-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	115.11	112.37	101.91
R3	109.79	107.05	100.44
R2	104.47	104.47	99.96
R1	101.73	101.73	99.47	103.10
PP	99.15	99.15	99.15	99.84
S1	96.41	96.41	98.49	97.78
S2	93.83	93.83	98.00
S3	88.51	91.09	97.52
S4	83.19	85.77	96.05

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.15	106.11	98.40
R3	104.23	102.19	97.32
R2	100.31	100.31	96.96
R1	98.27	98.27	96.60	97.33
PP	96.39	96.39	96.39	95.92
S1	94.35	94.35	95.88	93.41
S2	92.47	92.47	95.52
S3	88.55	90.43	95.16
S4	84.63	86.51	94.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.90	94.50	7.40	7.5%	2.39	2.4%	61%	True	False	14,390
10	101.90	94.50	7.40	7.5%	1.87	1.9%	61%	True	False	13,669
20	101.90	92.33	9.57	9.7%	1.74	1.8%	69%	True	False	14,460
40	101.90	91.94	9.96	10.1%	1.53	1.6%	71%	True	False	10,329

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	0.22
Widest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	124.51
2.618	115.83
1.618	110.51
1.000	107.22
0.618	105.19
HIGH	101.90
0.618	99.87
0.500	99.24
0.382	98.61
LOW	96.58
0.618	93.29
1.000	91.26
1.618	87.97
2.618	82.65
4.250	73.97

Fisher Pivots for day following 22-Feb-2011
Pivot	1 day	3 day
R1	99.24	98.72
PP	99.15	98.46
S1	99.07	98.20

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

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