NYMEX Light Sweet Crude Oil Future September 2011

Trading Metrics calculated at close of trading on 24-Feb-2011

Day Change Summary
	Previous	Current
	23-Feb-2011	24-Feb-2011	Change	Change %	Previous Week
Open	98.93	101.88	2.95	3.0%	97.32
High	102.60	106.00	3.40	3.3%	98.42
Low	98.90	99.45	0.55	0.6%	94.50
Close	101.66	100.67	-0.99	-1.0%	96.24
Range	3.70	6.55	2.85	77.0%	3.92
ATR	1.92	2.25	0.33	17.3%	0.00
Volume	28,746	37,625	8,879	30.9%	70,111

Daily Pivots for day following 24-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	121.69	117.73	104.27
R3	115.14	111.18	102.47
R2	108.59	108.59	101.87
R1	104.63	104.63	101.27	103.34
PP	102.04	102.04	102.04	101.39
S1	98.08	98.08	100.07	96.79
S2	95.49	95.49	99.47
S3	88.94	91.53	98.87
S4	82.39	84.98	97.07

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	106.00	94.50	11.50	11.4%	3.71	3.7%	54%	True	False	22,428
10	106.00	94.50	11.50	11.4%	2.62	2.6%	54%	True	False	17,985
20	106.00	93.84	12.16	12.1%	2.08	2.1%	56%	True	False	16,691
40	106.00	91.94	14.06	14.0%	1.76	1.7%	62%	True	False	11,852

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	0.39
Widest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	133.84
2.618	123.15
1.618	116.60
1.000	112.55
0.618	110.05
HIGH	106.00
0.618	103.50
0.500	102.73
0.382	101.95
LOW	99.45
0.618	95.40
1.000	92.90
1.618	88.85
2.618	82.30
4.250	71.61

Fisher Pivots for day following 24-Feb-2011
Pivot	1 day	3 day
R1	102.73	101.29
PP	102.04	101.08
S1	101.36	100.88

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

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