NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 04-Mar-2011

Day Change Summary
	Previous	Current
	03-Mar-2011	04-Mar-2011	Change	Change %	Previous Week
Open	104.83	105.39	0.56	0.5%	102.86
High	105.00	106.83	1.83	1.7%	106.83
Low	103.72	105.39	1.67	1.6%	100.84
Close	104.96	106.65	1.69	1.6%	106.65
Range	1.28	1.44	0.16	12.5%	5.99
ATR	2.03	2.02	-0.01	-0.6%	0.00
Volume	9,852	8,358	-1,494	-15.2%	44,654

Daily Pivots for day following 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.61	110.07	107.44
R3	109.17	108.63	107.05
R2	107.73	107.73	106.91
R1	107.19	107.19	106.78	107.46
PP	106.29	106.29	106.29	106.43
S1	105.75	105.75	106.52	106.02
S2	104.85	104.85	106.39
S3	103.41	104.31	106.25
S4	101.97	102.87	105.86

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122.74	120.69	109.94
R3	116.75	114.70	108.30
R2	110.76	110.76	107.75
R1	108.71	108.71	107.20	109.74
PP	104.77	104.77	104.77	105.29
S1	102.72	102.72	106.10	103.75
S2	98.78	98.78	105.55
S3	92.79	96.73	105.00
S4	86.80	90.74	103.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.83	100.84	5.99	5.6%	1.72	1.6%	97%	True	False	8,930
10	106.83	95.63	11.20	10.5%	2.60	2.4%	98%	True	False	11,503
20	106.83	95.00	11.83	11.1%	1.99	1.9%	98%	True	False	10,283

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112.95
2.618	110.60
1.618	109.16
1.000	108.27
0.618	107.72
HIGH	106.83
0.618	106.28
0.500	106.11
0.382	105.94
LOW	105.39
0.618	104.50
1.000	103.95
1.618	103.06
2.618	101.62
4.250	99.27

Fisher Pivots for day following 04-Mar-2011
Pivot	1 day	3 day
R1	106.47	106.16
PP	106.29	105.67
S1	106.11	105.18

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

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