NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 12-Apr-2011

Day Change Summary
	Previous	Current
	11-Apr-2011	12-Apr-2011	Change	Change %	Previous Week
Open	114.58	110.63	-3.95	-3.4%	109.65
High	114.90	112.20	-2.70	-2.3%	114.45
Low	110.82	107.70	-3.12	-2.8%	109.24
Close	111.83	108.69	-3.14	-2.8%	114.18
Range	4.08	4.50	0.42	10.3%	5.21
ATR	2.30	2.46	0.16	6.8%	0.00
Volume	48,880	39,248	-9,632	-19.7%	190,173

Daily Pivots for day following 12-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	123.03	120.36	111.17
R3	118.53	115.86	109.93
R2	114.03	114.03	109.52
R1	111.36	111.36	109.10	110.45
PP	109.53	109.53	109.53	109.07
S1	106.86	106.86	108.28	105.95
S2	105.03	105.03	107.87
S3	100.53	102.36	107.45
S4	96.03	97.86	106.22

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	128.25	126.43	117.05
R3	123.04	121.22	115.61
R2	117.83	117.83	115.14
R1	116.01	116.01	114.66	116.92
PP	112.62	112.62	112.62	113.08
S1	110.80	110.80	113.70	111.71
S2	107.41	107.41	113.22
S3	102.20	105.59	112.75
S4	96.99	100.38	111.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114.90	107.70	7.20	6.6%	2.93	2.7%	14%	False	True	41,589
10	114.90	105.46	9.44	8.7%	2.23	2.0%	34%	False	False	39,474
20	114.90	99.07	15.83	14.6%	2.30	2.1%	61%	False	False	39,011
40	114.90	95.75	19.15	17.6%	2.61	2.4%	68%	False	False	52,166

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	131.33
2.618	123.98
1.618	119.48
1.000	116.70
0.618	114.98
HIGH	112.20
0.618	110.48
0.500	109.95
0.382	109.42
LOW	107.70
0.618	104.92
1.000	103.20
1.618	100.42
2.618	95.92
4.250	88.58

Fisher Pivots for day following 12-Apr-2011
Pivot	1 day	3 day
R1	109.95	111.30
PP	109.53	110.43
S1	109.11	109.56

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

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