NYMEX Light Sweet Crude Oil Future May 2011

Trading Metrics calculated at close of trading on 28-Mar-2011

Day Change Summary
	Previous	Current
	25-Mar-2011	28-Mar-2011	Change	Change %	Previous Week
Open	105.46	105.43	-0.03	0.0%	103.02
High	105.95	105.76	-0.19	-0.2%	106.69
Low	104.50	103.60	-0.90	-0.9%	102.10
Close	105.40	103.98	-1.42	-1.3%	105.40
Range	1.45	2.16	0.71	49.0%	4.59
ATR	2.99	2.93	-0.06	-2.0%	0.00
Volume	219,777	211,557	-8,220	-3.7%	1,227,132

Daily Pivots for day following 28-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.93	109.61	105.17
R3	108.77	107.45	104.57
R2	106.61	106.61	104.38
R1	105.29	105.29	104.18	104.87
PP	104.45	104.45	104.45	104.24
S1	103.13	103.13	103.78	102.71
S2	102.29	102.29	103.58
S3	100.13	100.97	103.39
S4	97.97	98.81	102.79

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	118.50	116.54	107.92
R3	113.91	111.95	106.66
R2	109.32	109.32	106.24
R1	107.36	107.36	105.82	108.34
PP	104.73	104.73	104.73	105.22
S1	102.77	102.77	104.98	103.75
S2	100.14	100.14	104.56
S3	95.55	98.18	104.14
S4	90.96	93.59	102.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.69	102.10	4.59	4.4%	2.12	2.0%	41%	False	False	241,870
10	106.69	97.02	9.67	9.3%	2.98	2.9%	72%	False	False	221,332
20	108.25	97.02	11.23	10.8%	3.10	3.0%	62%	False	False	179,277
40	108.25	90.27	17.98	17.3%	2.90	2.8%	76%	False	False	143,936
60	108.25	89.40	18.85	18.1%	2.59	2.5%	77%	False	False	115,905
80	108.25	87.81	20.44	19.7%	2.28	2.2%	79%	False	False	91,298
100	108.25	82.22	26.03	25.0%	2.14	2.1%	84%	False	False	75,017
120	108.25	82.22	26.03	25.0%	2.01	1.9%	84%	False	False	63,554

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.74
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	114.94
2.618	111.41
1.618	109.25
1.000	107.92
0.618	107.09
HIGH	105.76
0.618	104.93
0.500	104.68
0.382	104.43
LOW	103.60
0.618	102.27
1.000	101.44
1.618	100.11
2.618	97.95
4.250	94.42

Fisher Pivots for day following 28-Mar-2011
Pivot	1 day	3 day
R1	104.68	105.15
PP	104.45	104.76
S1	104.21	104.37

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

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