NYMEX Light Sweet Crude Oil Future September 2011

Trading Metrics calculated at close of trading on 02-Mar-2011

Day Change Summary
	Previous	Current
	01-Mar-2011	02-Mar-2011	Change	Change %	Previous Week
Open	100.79	103.86	3.07	3.0%	96.58
High	103.94	105.48	1.54	1.5%	106.00
Low	100.79	103.23	2.44	2.4%	96.58
Close	103.37	104.90	1.53	1.5%	101.39
Range	3.15	2.25	-0.90	-28.6%	9.42
ATR	2.30	2.29	0.00	-0.1%	0.00
Volume	13,987	20,896	6,909	49.4%	116,751

Daily Pivots for day following 02-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	111.29	110.34	106.14
R3	109.04	108.09	105.52
R2	106.79	106.79	105.31
R1	105.84	105.84	105.11	106.32
PP	104.54	104.54	104.54	104.77
S1	103.59	103.59	104.69	104.07
S2	102.29	102.29	104.49
S3	100.04	101.34	104.28
S4	97.79	99.09	103.66

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	99.45	6.55	6.2%	3.24	3.1%	83%	False	False	24,376
10	106.00	94.50	11.50	11.0%	2.93	2.8%	90%	False	False	21,003
20	106.00	94.50	11.50	11.0%	2.20	2.1%	90%	False	False	17,411
40	106.00	91.94	14.06	13.4%	1.87	1.8%	92%	False	False	13,631

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.45
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115.04
2.618	111.37
1.618	109.12
1.000	107.73
0.618	106.87
HIGH	105.48
0.618	104.62
0.500	104.36
0.382	104.09
LOW	103.23
0.618	101.84
1.000	100.98
1.618	99.59
2.618	97.34
4.250	93.67

Fisher Pivots for day following 02-Mar-2011
Pivot	1 day	3 day
R1	104.72	104.28
PP	104.54	103.66
S1	104.36	103.04

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

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