NYMEX Light Sweet Crude Oil Future September 2011

Trading Metrics calculated at close of trading on 28-Feb-2011

Day Change Summary
	Previous	Current
	25-Feb-2011	28-Feb-2011	Change	Change %	Previous Week
Open	100.83	102.95	2.12	2.1%	96.58
High	102.03	102.95	0.92	0.9%	106.00
Low	100.12	100.60	0.48	0.5%	96.58
Close	101.39	100.85	-0.54	-0.5%	101.39
Range	1.91	2.35	0.44	23.0%	9.42
ATR	2.22	2.23	0.01	0.4%	0.00
Volume	37,316	12,058	-25,258	-67.7%	116,751

Daily Pivots for day following 28-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.52	107.03	102.14
R3	106.17	104.68	101.50
R2	103.82	103.82	101.28
R1	102.33	102.33	101.07	101.90
PP	101.47	101.47	101.47	101.25
S1	99.98	99.98	100.63	99.55
S2	99.12	99.12	100.42
S3	96.77	97.63	100.20
S4	94.42	95.28	99.56

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	96.58	9.42	9.3%	3.97	3.9%	45%	False	False	25,761
10	106.00	94.50	11.50	11.4%	2.82	2.8%	55%	False	False	19,892
20	106.00	94.50	11.50	11.4%	2.12	2.1%	55%	False	False	17,600
40	106.00	91.94	14.06	13.9%	1.81	1.8%	63%	False	False	12,874

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112.94
2.618	109.10
1.618	106.75
1.000	105.30
0.618	104.40
HIGH	102.95
0.618	102.05
0.500	101.78
0.382	101.50
LOW	100.60
0.618	99.15
1.000	98.25
1.618	96.80
2.618	94.45
4.250	90.61

Fisher Pivots for day following 28-Feb-2011
Pivot	1 day	3 day
R1	101.78	102.73
PP	101.47	102.10
S1	101.16	101.48

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

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