NYMEX Light Sweet Crude Oil Future May 2011

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

Day Change Summary
	Previous	Current
	24-Mar-2011	25-Mar-2011	Change	Change %	Previous Week
Open	105.52	105.46	-0.06	-0.1%	103.02
High	106.69	105.95	-0.74	-0.7%	106.69
Low	104.76	104.50	-0.26	-0.2%	102.10
Close	105.60	105.40	-0.20	-0.2%	105.40
Range	1.93	1.45	-0.48	-24.9%	4.59
ATR	3.10	2.99	-0.12	-3.8%	0.00
Volume	245,551	219,777	-25,774	-10.5%	1,227,132

Daily Pivots for day following 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.63	108.97	106.20
R3	108.18	107.52	105.80
R2	106.73	106.73	105.67
R1	106.07	106.07	105.53	105.68
PP	105.28	105.28	105.28	105.09
S1	104.62	104.62	105.27	104.23
S2	103.83	103.83	105.13
S3	102.38	103.17	105.00
S4	100.93	101.72	104.60

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	118.50	116.54	107.92
R3	113.91	111.95	106.66
R2	109.32	109.32	106.24
R1	107.36	107.36	105.82	108.34
PP	104.73	104.73	104.73	105.22
S1	102.77	102.77	104.98	103.75
S2	100.14	100.14	104.56
S3	95.55	98.18	104.14
S4	90.96	93.59	102.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.69	102.10	4.59	4.4%	2.02	1.9%	72%	False	False	245,426
10	106.69	97.02	9.67	9.2%	3.07	2.9%	87%	False	False	211,419
20	108.25	97.02	11.23	10.7%	3.14	3.0%	75%	False	False	172,507
40	108.25	90.27	17.98	17.1%	2.93	2.8%	84%	False	False	141,553
60	108.25	89.40	18.85	17.9%	2.59	2.5%	85%	False	False	112,624
80	108.25	86.45	21.80	20.7%	2.27	2.2%	87%	False	False	88,773
100	108.25	82.22	26.03	24.7%	2.13	2.0%	89%	False	False	73,011
120	108.25	82.22	26.03	24.7%	2.00	1.9%	89%	False	False	61,867

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.82
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	112.11
2.618	109.75
1.618	108.30
1.000	107.40
0.618	106.85
HIGH	105.95
0.618	105.40
0.500	105.23
0.382	105.05
LOW	104.50
0.618	103.60
1.000	103.05
1.618	102.15
2.618	100.70
4.250	98.34

Fisher Pivots for day following 25-Mar-2011
Pivot	1 day	3 day
R1	105.34	105.54
PP	105.28	105.49
S1	105.23	105.45

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

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