NYMEX Light Sweet Crude Oil Future September 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	101.88	100.83	-1.05	-1.0%	96.58
High	106.00	102.03	-3.97	-3.7%	106.00
Low	99.45	100.12	0.67	0.7%	96.58
Close	100.67	101.39	0.72	0.7%	101.39
Range	6.55	1.91	-4.64	-70.8%	9.42
ATR	2.25	2.22	-0.02	-1.1%	0.00
Volume	37,625	37,316	-309	-0.8%	116,751

Daily Pivots for day following 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	106.91	106.06	102.44
R3	105.00	104.15	101.92
R2	103.09	103.09	101.74
R1	102.24	102.24	101.57	102.67
PP	101.18	101.18	101.18	101.39
S1	100.33	100.33	101.21	100.76
S2	99.27	99.27	101.04
S3	97.36	98.42	100.86
S4	95.45	96.51	100.34

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	129.58	124.91	106.57
R3	120.16	115.49	103.98
R2	110.74	110.74	103.12
R1	106.07	106.07	102.25	108.41
PP	101.32	101.32	101.32	102.49
S1	96.65	96.65	100.53	98.99
S2	91.90	91.90	99.66
S3	82.48	87.23	98.80
S4	73.06	77.81	96.21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.00	95.05	10.95	10.8%	3.84	3.8%	58%	False	False	27,177
10	106.00	94.50	11.50	11.3%	2.71	2.7%	60%	False	False	20,583
20	106.00	94.19	11.81	11.6%	2.12	2.1%	61%	False	False	18,080
40	106.00	91.94	14.06	13.9%	1.79	1.8%	67%	False	False	12,679

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	0.45
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	110.15
2.618	107.03
1.618	105.12
1.000	103.94
0.618	103.21
HIGH	102.03
0.618	101.30
0.500	101.08
0.382	100.85
LOW	100.12
0.618	98.94
1.000	98.21
1.618	97.03
2.618	95.12
4.250	92.00

Fisher Pivots for day following 25-Feb-2011
Pivot	1 day	3 day
R1	101.29	102.45
PP	101.18	102.10
S1	101.08	101.74

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

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