NYMEX Light Sweet Crude Oil Future April 2011

Trading Metrics calculated at close of trading on 22-Mar-2011

Day Change Summary
	Previous	Current
	21-Mar-2011	22-Mar-2011	Change	Change %	Previous Week
Open	102.12	102.10	-0.02	0.0%	100.31
High	103.35	104.54	1.19	1.2%	103.66
Low	101.66	101.43	-0.23	-0.2%	96.22
Close	102.33	104.00	1.67	1.6%	101.07
Range	1.69	3.11	1.42	84.0%	7.44
ATR	3.38	3.36	-0.02	-0.6%	0.00
Volume	69,973	26,149	-43,824	-62.6%	1,394,766

Daily Pivots for day following 22-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	112.65	111.44	105.71
R3	109.54	108.33	104.86
R2	106.43	106.43	104.57
R1	105.22	105.22	104.29	105.83
PP	103.32	103.32	103.32	103.63
S1	102.11	102.11	103.71	102.72
S2	100.21	100.21	103.43
S3	97.10	99.00	103.14
S4	93.99	95.89	102.29

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122.64	119.29	105.16
R3	115.20	111.85	103.12
R2	107.76	107.76	102.43
R1	104.41	104.41	101.75	106.09
PP	100.32	100.32	100.32	101.15
S1	96.97	96.97	100.39	98.65
S2	92.88	92.88	99.71
S3	85.44	89.53	99.02
S4	78.00	82.09	96.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.54	96.22	8.32	8.0%	3.42	3.3%	94%	True	False	172,450
10	105.92	96.22	9.70	9.3%	3.58	3.4%	80%	False	False	251,793
20	106.95	95.14	11.81	11.4%	3.69	3.5%	75%	False	False	308,820
40	106.95	87.09	19.86	19.1%	3.09	3.0%	85%	False	False	251,180
60	106.95	87.09	19.86	19.1%	2.68	2.6%	85%	False	False	193,004
80	106.95	84.25	22.70	21.8%	2.42	2.3%	87%	False	False	151,601
100	106.95	81.81	25.14	24.2%	2.25	2.2%	88%	False	False	123,985
120	106.95	81.81	25.14	24.2%	2.15	2.1%	88%	False	False	105,024

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.87
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117.76
2.618	112.68
1.618	109.57
1.000	107.65
0.618	106.46
HIGH	104.54
0.618	103.35
0.500	102.99
0.382	102.62
LOW	101.43
0.618	99.51
1.000	98.32
1.618	96.40
2.618	93.29
4.250	88.21

Fisher Pivots for day following 22-Mar-2011
Pivot	1 day	3 day
R1	103.66	103.45
PP	103.32	102.89
S1	102.99	102.34

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

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