NYMEX Light Sweet Crude Oil Future October 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	102.20	100.67	-1.53	-1.5%	97.16
High	105.32	102.45	-2.87	-2.7%	105.32
Low	99.43	100.42	0.99	1.0%	97.14
Close	100.81	101.62	0.81	0.8%	101.62
Range	5.89	2.03	-3.86	-65.5%	8.18
ATR	2.08	2.08	0.00	-0.2%	0.00
Volume	19,291	16,525	-2,766	-14.3%	59,544

Daily Pivots for day following 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.59	106.63	102.74
R3	105.56	104.60	102.18
R2	103.53	103.53	101.99
R1	102.57	102.57	101.81	103.05
PP	101.50	101.50	101.50	101.74
S1	100.54	100.54	101.43	101.02
S2	99.47	99.47	101.25
S3	97.44	98.51	101.06
S4	95.41	96.48	100.50

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.90	121.94	106.12
R3	117.72	113.76	103.87
R2	109.54	109.54	103.12
R1	105.58	105.58	102.37	107.56
PP	101.36	101.36	101.36	102.35
S1	97.40	97.40	100.87	99.38
S2	93.18	93.18	100.12
S3	85.00	89.22	99.37
S4	76.82	81.04	97.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.32	95.63	9.69	9.5%	3.49	3.4%	62%	False	False	14,076
10	105.32	95.00	10.32	10.2%	2.46	2.4%	64%	False	False	11,760
20	105.32	94.55	10.77	10.6%	1.94	1.9%	66%	False	False	11,103

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	0.37
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	111.08
2.618	107.76
1.618	105.73
1.000	104.48
0.618	103.70
HIGH	102.45
0.618	101.67
0.500	101.44
0.382	101.20
LOW	100.42
0.618	99.17
1.000	98.39
1.618	97.14
2.618	95.11
4.250	91.79

Fisher Pivots for day following 25-Feb-2011
Pivot	1 day	3 day
R1	101.56	102.38
PP	101.50	102.12
S1	101.44	101.87

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

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