NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 23-Feb-2011

Day Change Summary
	Previous	Current
	22-Feb-2011	23-Feb-2011	Change	Change %	Previous Week
Open	98.00	99.78	1.78	1.8%	97.73
High	102.78	102.69	-0.09	-0.1%	99.29
Low	98.00	99.78	1.78	1.8%	95.74
Close	99.52	101.92	2.40	2.4%	97.20
Range	4.78	2.91	-1.87	-39.1%	3.55
ATR	1.65	1.76	0.11	6.6%	0.00
Volume	9,543	12,982	3,439	36.0%	34,523

Daily Pivots for day following 23-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.19	108.97	103.52
R3	107.28	106.06	102.72
R2	104.37	104.37	102.45
R1	103.15	103.15	102.19	103.76
PP	101.46	101.46	101.46	101.77
S1	100.24	100.24	101.65	100.85
S2	98.55	98.55	101.39
S3	95.64	97.33	101.12
S4	92.73	94.42	100.32

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.06	106.18	99.15
R3	104.51	102.63	98.18
R2	100.96	100.96	97.85
R1	99.08	99.08	97.53	98.25
PP	97.41	97.41	97.41	96.99
S1	95.53	95.53	96.87	94.70
S2	93.86	93.86	96.55
S3	90.31	91.98	96.22
S4	86.76	88.43	95.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.78	95.74	7.04	6.9%	2.23	2.2%	88%	False	False	9,167
10	102.78	95.74	7.04	6.9%	1.79	1.8%	88%	False	False	7,727
20	102.78	94.18	8.60	8.4%	1.57	1.5%	90%	False	False	7,871

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115.06
2.618	110.31
1.618	107.40
1.000	105.60
0.618	104.49
HIGH	102.69
0.618	101.58
0.500	101.24
0.382	100.89
LOW	99.78
0.618	97.98
1.000	96.87
1.618	95.07
2.618	92.16
4.250	87.41

Fisher Pivots for day following 23-Feb-2011
Pivot	1 day	3 day
R1	101.69	101.05
PP	101.46	100.19
S1	101.24	99.32

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

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