NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 03-Mar-2011

Day Change Summary
	Previous	Current
	02-Mar-2011	03-Mar-2011	Change	Change %	Previous Week
Open	103.74	104.83	1.09	1.1%	97.16
High	105.07	105.00	-0.07	-0.1%	105.32
Low	103.52	103.72	0.20	0.2%	97.14
Close	105.03	104.96	-0.07	-0.1%	101.62
Range	1.55	1.28	-0.27	-17.4%	8.18
ATR	2.09	2.03	-0.06	-2.7%	0.00
Volume	10,116	9,852	-264	-2.6%	59,544

Daily Pivots for day following 03-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.40	107.96	105.66
R3	107.12	106.68	105.31
R2	105.84	105.84	105.19
R1	105.40	105.40	105.08	105.62
PP	104.56	104.56	104.56	104.67
S1	104.12	104.12	104.84	104.34
S2	103.28	103.28	104.73
S3	102.00	102.84	104.61
S4	100.72	101.56	104.26

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	105.07	100.42	4.65	4.4%	1.83	1.7%	98%	False	False	10,564
10	105.32	95.00	10.32	9.8%	2.58	2.5%	97%	False	False	11,507
20	105.32	95.00	10.32	9.8%	1.98	1.9%	97%	False	False	10,459

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.41
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	110.44
2.618	108.35
1.618	107.07
1.000	106.28
0.618	105.79
HIGH	105.00
0.618	104.51
0.500	104.36
0.382	104.21
LOW	103.72
0.618	102.93
1.000	102.44
1.618	101.65
2.618	100.37
4.250	98.28

Fisher Pivots for day following 03-Mar-2011
Pivot	1 day	3 day
R1	104.76	104.43
PP	104.56	103.89
S1	104.36	103.36

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

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