NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 18-Apr-2011

Day Change Summary
	Previous	Current
	15-Apr-2011	18-Apr-2011	Change	Change %	Previous Week
Open	109.21	110.25	1.04	1.0%	114.28
High	111.26	110.26	-1.00	-0.9%	114.65
Low	108.89	108.34	-0.55	-0.5%	107.77
Close	111.18	108.67	-2.51	-2.3%	111.18
Range	2.37	1.92	-0.45	-19.0%	6.88
ATR	1.99	2.05	0.06	3.1%	0.00
Volume	11,146	6,448	-4,698	-42.1%	49,773

Daily Pivots for day following 18-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.85	113.68	109.73
R3	112.93	111.76	109.20
R2	111.01	111.01	109.02
R1	109.84	109.84	108.85	109.47
PP	109.09	109.09	109.09	108.90
S1	107.92	107.92	108.49	107.55
S2	107.17	107.17	108.32
S3	105.25	106.00	108.14
S4	103.33	104.08	107.61

Weekly Pivots for week ending 15-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	131.84	128.39	114.96
R3	124.96	121.51	113.07
R2	118.08	118.08	112.44
R1	114.63	114.63	111.81	112.92
PP	111.20	111.20	111.20	110.34
S1	107.75	107.75	110.55	106.04
S2	104.32	104.32	109.92
S3	97.44	100.87	109.29
S4	90.56	93.99	107.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111.47	107.77	3.70	3.4%	2.14	2.0%	24%	False	False	9,443
10	114.65	107.77	6.88	6.3%	2.01	1.8%	13%	False	False	8,215
20	114.65	104.42	10.23	9.4%	1.65	1.5%	42%	False	False	8,190
40	114.65	98.00	16.65	15.3%	2.12	2.0%	64%	False	False	8,857

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	False
Stretch	0.37
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118.42
2.618	115.29
1.618	113.37
1.000	112.18
0.618	111.45
HIGH	110.26
0.618	109.53
0.500	109.30
0.382	109.07
LOW	108.34
0.618	107.15
1.000	106.42
1.618	105.23
2.618	103.31
4.250	100.18

Fisher Pivots for day following 18-Apr-2011
Pivot	1 day	3 day
R1	109.30	109.80
PP	109.09	109.42
S1	108.88	109.05

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

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