NYMEX Light Sweet Crude Oil Future May 2011

Trading Metrics calculated at close of trading on 23-Mar-2011

Day Change Summary
	Previous	Current
	22-Mar-2011	23-Mar-2011	Change	Change %	Previous Week
Open	102.74	104.85	2.11	2.1%	101.64
High	105.18	106.34	1.16	1.1%	104.54
Low	102.10	104.38	2.28	2.2%	97.02
Close	104.97	105.75	0.78	0.7%	101.85
Range	3.08	1.96	-1.12	-36.4%	7.52
ATR	3.29	3.19	-0.09	-2.9%	0.00
Volume	292,810	239,657	-53,153	-18.2%	887,062

Daily Pivots for day following 23-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	111.37	110.52	106.83
R3	109.41	108.56	106.29
R2	107.45	107.45	106.11
R1	106.60	106.60	105.93	107.03
PP	105.49	105.49	105.49	105.70
S1	104.64	104.64	105.57	105.07
S2	103.53	103.53	105.39
S3	101.57	102.68	105.21
S4	99.61	100.72	104.67

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	106.34	97.62	8.72	8.2%	3.12	2.9%	93%	True	False	225,745
10	106.42	97.02	9.40	8.9%	3.57	3.4%	93%	False	False	196,081
20	108.25	97.02	11.23	10.6%	3.51	3.3%	78%	False	False	160,922
40	108.25	89.54	18.71	17.7%	2.93	2.8%	87%	False	False	133,734
60	108.25	89.40	18.85	17.8%	2.56	2.4%	87%	False	False	105,205
80	108.25	85.11	23.14	21.9%	2.28	2.2%	89%	False	False	83,141
100	108.25	82.22	26.03	24.6%	2.12	2.0%	90%	False	False	68,460
120	108.25	82.22	26.03	24.6%	1.99	1.9%	90%	False	False	58,116

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.80
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114.67
2.618	111.47
1.618	109.51
1.000	108.30
0.618	107.55
HIGH	106.34
0.618	105.59
0.500	105.36
0.382	105.13
LOW	104.38
0.618	103.17
1.000	102.42
1.618	101.21
2.618	99.25
4.250	96.05

Fisher Pivots for day following 23-Mar-2011
Pivot	1 day	3 day
R1	105.62	105.24
PP	105.49	104.73
S1	105.36	104.22

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

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