NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 01-Mar-2011

Day Change Summary
	Previous	Current
	28-Feb-2011	01-Mar-2011	Change	Change %	Previous Week
Open	102.86	101.64	-1.22	-1.2%	97.16
High	103.00	103.79	0.79	0.8%	105.32
Low	100.84	101.64	0.80	0.8%	97.14
Close	101.09	103.59	2.50	2.5%	101.62
Range	2.16	2.15	-0.01	-0.5%	8.18
ATR	2.08	2.13	0.04	2.1%	0.00
Volume	7,415	8,913	1,498	20.2%	59,544

Daily Pivots for day following 01-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.46	108.67	104.77
R3	107.31	106.52	104.18
R2	105.16	105.16	103.98
R1	104.37	104.37	103.79	104.77
PP	103.01	103.01	103.01	103.20
S1	102.22	102.22	103.39	102.62
S2	100.86	100.86	103.20
S3	98.71	100.07	103.00
S4	96.56	97.92	102.41

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	99.43	5.89	5.7%	3.02	2.9%	71%	False	False	13,438
10	105.32	95.00	10.32	10.0%	2.60	2.5%	83%	False	False	10,801
20	105.32	95.00	10.32	10.0%	1.94	1.9%	83%	False	False	10,556

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	0.37
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112.93
2.618	109.42
1.618	107.27
1.000	105.94
0.618	105.12
HIGH	103.79
0.618	102.97
0.500	102.72
0.382	102.46
LOW	101.64
0.618	100.31
1.000	99.49
1.618	98.16
2.618	96.01
4.250	92.50

Fisher Pivots for day following 01-Mar-2011
Pivot	1 day	3 day
R1	103.30	103.10
PP	103.01	102.60
S1	102.72	102.11

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

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