NYMEX Light Sweet Crude Oil Future May 2011

Trading Metrics calculated at close of trading on 21-Mar-2011

Day Change Summary
	Previous	Current
	18-Mar-2011	21-Mar-2011	Change	Change %	Previous Week
Open	102.80	103.02	0.22	0.2%	101.64
High	104.54	104.27	-0.27	-0.3%	104.54
Low	101.01	102.60	1.59	1.6%	97.02
Close	101.85	103.09	1.24	1.2%	101.85
Range	3.53	1.67	-1.86	-52.7%	7.52
ATR	3.37	3.30	-0.07	-2.0%	0.00
Volume	215,815	229,337	13,522	6.3%	887,062

Daily Pivots for day following 21-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.33	107.38	104.01
R3	106.66	105.71	103.55
R2	104.99	104.99	103.40
R1	104.04	104.04	103.24	104.52
PP	103.32	103.32	103.32	103.56
S1	102.37	102.37	102.94	102.85
S2	101.65	101.65	102.78
S3	99.98	100.70	102.63
S4	98.31	99.03	102.17

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	123.70	120.29	105.99
R3	116.18	112.77	103.92
R2	108.66	108.66	103.23
R1	105.25	105.25	102.54	106.96
PP	101.14	101.14	101.14	101.99
S1	97.73	97.73	101.16	99.44
S2	93.62	93.62	100.47
S3	86.10	90.21	99.78
S4	78.58	82.69	97.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.54	97.02	7.52	7.3%	3.84	3.7%	81%	False	False	200,794
10	107.08	97.02	10.06	9.8%	3.48	3.4%	60%	False	False	174,589
20	108.25	92.29	15.96	15.5%	3.88	3.8%	68%	False	False	141,991
40	108.25	89.40	18.85	18.3%	2.90	2.8%	73%	False	False	124,387
60	108.25	89.40	18.85	18.3%	2.51	2.4%	73%	False	False	96,954
80	108.25	83.21	25.04	24.3%	2.27	2.2%	79%	False	False	76,765
100	108.25	82.22	26.03	25.2%	2.09	2.0%	80%	False	False	63,248
120	108.25	81.06	27.19	26.4%	1.97	1.9%	81%	False	False	53,775

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.87
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	111.37
2.618	108.64
1.618	106.97
1.000	105.94
0.618	105.30
HIGH	104.27
0.618	103.63
0.500	103.44
0.382	103.24
LOW	102.60
0.618	101.57
1.000	100.93
1.618	99.90
2.618	98.23
4.250	95.50

Fisher Pivots for day following 21-Mar-2011
Pivot	1 day	3 day
R1	103.44	102.42
PP	103.32	101.75
S1	103.21	101.08

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

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