NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 28-Feb-2011

Day Change Summary
	Previous	Current
	25-Feb-2011	28-Feb-2011	Change	Change %	Previous Week
Open	103.00	103.09	0.09	0.1%	98.00
High	103.00	103.09	0.09	0.1%	105.07
Low	100.77	101.01	0.24	0.2%	98.00
Close	101.82	101.31	-0.51	-0.5%	101.82
Range	2.23	2.08	-0.15	-6.7%	7.07
ATR	2.02	2.02	0.00	0.2%	0.00
Volume	17,099	8,286	-8,813	-51.5%	59,733

Daily Pivots for day following 28-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.04	106.76	102.45
R3	105.96	104.68	101.88
R2	103.88	103.88	101.69
R1	102.60	102.60	101.50	102.20
PP	101.80	101.80	101.80	101.61
S1	100.52	100.52	101.12	100.12
S2	99.72	99.72	100.93
S3	97.64	98.44	100.74
S4	95.56	96.36	100.17

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	122.84	119.40	105.71
R3	115.77	112.33	103.76
R2	108.70	108.70	103.12
R1	105.26	105.26	102.47	106.98
PP	101.63	101.63	101.63	102.49
S1	98.19	98.19	101.17	99.91
S2	94.56	94.56	100.52
S3	87.49	91.12	99.88
S4	80.42	84.05	97.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.07	98.00	7.07	7.0%	3.42	3.4%	47%	False	False	13,603
10	105.07	95.74	9.33	9.2%	2.42	2.4%	60%	False	False	10,254
20	105.07	95.74	9.33	9.2%	1.83	1.8%	60%	False	False	9,080

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Stretch	0.25
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	111.93
2.618	108.54
1.618	106.46
1.000	105.17
0.618	104.38
HIGH	103.09
0.618	102.30
0.500	102.05
0.382	101.80
LOW	101.01
0.618	99.72
1.000	98.93
1.618	97.64
2.618	95.56
4.250	92.17

Fisher Pivots for day following 28-Feb-2011
Pivot	1 day	3 day
R1	102.05	102.51
PP	101.80	102.11
S1	101.56	101.71

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

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