NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 25-Feb-2011

Day Change Summary
	Previous	Current
	24-Feb-2011	25-Feb-2011	Change	Change %	Previous Week
Open	102.50	100.88	-1.62	-1.6%	97.70
High	105.00	103.19	-1.81	-1.7%	105.00
Low	99.52	100.54	1.02	1.0%	97.70
Close	100.99	101.97	0.98	1.0%	101.97
Range	5.48	2.65	-2.83	-51.6%	7.30
ATR	2.42	2.43	0.02	0.7%	0.00
Volume	140,085	104,820	-35,265	-25.2%	406,226

Daily Pivots for day following 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.85	108.56	103.43
R3	107.20	105.91	102.70
R2	104.55	104.55	102.46
R1	103.26	103.26	102.21	103.91
PP	101.90	101.90	101.90	102.22
S1	100.61	100.61	101.73	101.26
S2	99.25	99.25	101.48
S3	96.60	97.96	101.24
S4	93.95	95.31	100.51

Weekly Pivots for week ending 25-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	123.46	120.01	105.99
R3	116.16	112.71	103.98
R2	108.86	108.86	103.31
R1	105.41	105.41	102.64	107.14
PP	101.56	101.56	101.56	102.42
S1	98.11	98.11	101.30	99.84
S2	94.26	94.26	100.63
S3	86.96	90.81	99.96
S4	79.66	83.51	97.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.00	95.97	9.03	8.9%	3.84	3.8%	66%	False	False	92,656
10	105.00	95.75	9.25	9.1%	2.80	2.7%	67%	False	False	71,496
20	105.00	95.13	9.87	9.7%	2.30	2.3%	69%	False	False	63,842

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.56
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	114.45
2.618	110.13
1.618	107.48
1.000	105.84
0.618	104.83
HIGH	103.19
0.618	102.18
0.500	101.87
0.382	101.55
LOW	100.54
0.618	98.90
1.000	97.89
1.618	96.25
2.618	93.60
4.250	89.28

Fisher Pivots for day following 25-Feb-2011
Pivot	1 day	3 day
R1	101.94	102.16
PP	101.90	102.10
S1	101.87	102.03

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

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