NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 29-Mar-2011

Day Change Summary
	Previous	Current
	28-Mar-2011	29-Mar-2011	Change	Change %	Previous Week
Open	107.20	105.61	-1.59	-1.5%	105.00
High	107.28	106.64	-0.64	-0.6%	107.70
Low	105.59	104.54	-1.05	-1.0%	104.25
Close	105.93	106.50	0.57	0.5%	107.06
Range	1.69	2.10	0.41	24.3%	3.45
ATR	2.53	2.50	-0.03	-1.2%	0.00
Volume	32,612	24,879	-7,733	-23.7%	199,197

Daily Pivots for day following 29-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	112.19	111.45	107.66
R3	110.09	109.35	107.08
R2	107.99	107.99	106.89
R1	107.25	107.25	106.69	107.62
PP	105.89	105.89	105.89	106.08
S1	105.15	105.15	106.31	105.52
S2	103.79	103.79	106.12
S3	101.69	103.05	105.92
S4	99.59	100.95	105.35

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	116.69	115.32	108.96
R3	113.24	111.87	108.01
R2	109.79	109.79	107.69
R1	108.42	108.42	107.38	109.11
PP	106.34	106.34	106.34	106.68
S1	104.97	104.97	106.74	105.66
S2	102.89	102.89	106.43
S3	99.44	101.52	106.11
S4	95.99	98.07	105.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107.70	104.54	3.16	3.0%	1.60	1.5%	62%	False	True	37,130
10	107.70	99.07	8.63	8.1%	2.38	2.2%	86%	False	False	38,548
20	109.10	99.07	10.03	9.4%	2.58	2.4%	74%	False	False	48,771
40	109.10	95.75	13.35	12.5%	2.45	2.3%	81%	False	False	54,840

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.60
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	115.57
2.618	112.14
1.618	110.04
1.000	108.74
0.618	107.94
HIGH	106.64
0.618	105.84
0.500	105.59
0.382	105.34
LOW	104.54
0.618	103.24
1.000	102.44
1.618	101.14
2.618	99.04
4.250	95.62

Fisher Pivots for day following 29-Mar-2011
Pivot	1 day	3 day
R1	106.20	106.34
PP	105.89	106.18
S1	105.59	106.02

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

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