NYMEX Light Sweet Crude Oil Future October 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	101.64	103.74	2.10	2.1%	97.16
High	103.79	105.07	1.28	1.2%	105.32
Low	101.64	103.52	1.88	1.8%	97.14
Close	103.59	105.03	1.44	1.4%	101.62
Range	2.15	1.55	-0.60	-27.9%	8.18
ATR	2.13	2.09	-0.04	-1.9%	0.00
Volume	8,913	10,116	1,203	13.5%	59,544

Daily Pivots for day following 02-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.19	108.66	105.88
R3	107.64	107.11	105.46
R2	106.09	106.09	105.31
R1	105.56	105.56	105.17	105.83
PP	104.54	104.54	104.54	104.67
S1	104.01	104.01	104.89	104.28
S2	102.99	102.99	104.75
S3	101.44	102.46	104.60
S4	99.89	100.91	104.18

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	5.6%	2.76	2.6%	95%	False	False	12,452
10	105.32	95.00	10.32	9.8%	2.50	2.4%	97%	False	False	11,028
20	105.32	95.00	10.32	9.8%	1.96	1.9%	97%	False	False	10,471

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.39
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	111.66
2.618	109.13
1.618	107.58
1.000	106.62
0.618	106.03
HIGH	105.07
0.618	104.48
0.500	104.30
0.382	104.11
LOW	103.52
0.618	102.56
1.000	101.97
1.618	101.01
2.618	99.46
4.250	96.93

Fisher Pivots for day following 02-Mar-2011
Pivot	1 day	3 day
R1	104.79	104.34
PP	104.54	103.65
S1	104.30	102.96

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

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