NYMEX Light Sweet Crude Oil Future May 2011

Trading Metrics calculated at close of trading on 15-Mar-2011

Day Change Summary
	Previous	Current
	14-Mar-2011	15-Mar-2011	Change	Change %	Previous Week
Open	101.64	102.78	1.14	1.1%	105.71
High	102.84	102.79	-0.05	0.0%	108.25
Low	99.77	97.70	-2.07	-2.1%	100.15
Close	102.19	97.98	-4.21	-4.1%	102.35
Range	3.07	5.09	2.02	65.8%	8.10
ATR	3.04	3.18	0.15	4.8%	0.00
Volume	112,428	199,043	86,615	77.0%	770,850

Daily Pivots for day following 15-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.76	111.46	100.78
R3	109.67	106.37	99.38
R2	104.58	104.58	98.91
R1	101.28	101.28	98.45	100.39
PP	99.49	99.49	99.49	99.04
S1	96.19	96.19	97.51	95.30
S2	94.40	94.40	97.05
S3	89.31	91.10	96.58
S4	84.22	86.01	95.18

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	127.88	123.22	106.81
R3	119.78	115.12	104.58
R2	111.68	111.68	103.84
R1	107.02	107.02	103.09	105.30
PP	103.58	103.58	103.58	102.73
S1	98.92	98.92	101.61	97.20
S2	95.48	95.48	100.87
S3	87.38	90.82	100.12
S4	79.28	82.72	97.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.78	97.70	9.08	9.3%	3.66	3.7%	3%	False	True	155,238
10	108.25	97.70	10.55	10.8%	3.29	3.4%	3%	False	True	147,233
20	108.25	90.27	17.98	18.4%	3.55	3.6%	43%	False	False	127,671
40	108.25	89.40	18.85	19.2%	2.72	2.8%	46%	False	False	110,142
60	108.25	89.40	18.85	19.2%	2.35	2.4%	46%	False	False	84,911
80	108.25	82.22	26.03	26.6%	2.17	2.2%	61%	False	False	67,092
100	108.25	82.22	26.03	26.6%	1.99	2.0%	61%	False	False	55,465
120	108.25	79.39	28.86	29.5%	1.87	1.9%	64%	False	False	47,226

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	0.62
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	124.42
2.618	116.12
1.618	111.03
1.000	107.88
0.618	105.94
HIGH	102.79
0.618	100.85
0.500	100.25
0.382	99.64
LOW	97.70
0.618	94.55
1.000	92.61
1.618	89.46
2.618	84.37
4.250	76.07

Fisher Pivots for day following 15-Mar-2011
Pivot	1 day	3 day
R1	100.25	100.89
PP	99.49	99.92
S1	98.74	98.95

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

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