NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 18-Mar-2011

Day Change Summary
	Previous	Current
	17-Mar-2011	18-Mar-2011	Change	Change %	Previous Week
Open	99.84	103.44	3.60	3.6%	102.18
High	103.60	105.18	1.58	1.5%	105.18
Low	98.30	101.60	3.30	3.4%	97.61
Close	103.06	102.44	-0.62	-0.6%	102.44
Range	5.30	3.58	-1.72	-32.5%	7.57
ATR	3.27	3.29	0.02	0.7%	0.00
Volume	55,256	66,072	10,816	19.6%	345,141

Daily Pivots for day following 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.81	111.71	104.41
R3	110.23	108.13	103.42
R2	106.65	106.65	103.10
R1	104.55	104.55	102.77	103.81
PP	103.07	103.07	103.07	102.71
S1	100.97	100.97	102.11	100.23
S2	99.49	99.49	101.78
S3	95.91	97.39	101.46
S4	92.33	93.81	100.47

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.45	121.02	106.60
R3	116.88	113.45	104.52
R2	109.31	109.31	103.83
R1	105.88	105.88	103.13	107.60
PP	101.74	101.74	101.74	102.60
S1	98.31	98.31	101.75	100.03
S2	94.17	94.17	101.05
S3	86.60	90.74	100.36
S4	79.03	83.17	98.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.18	97.61	7.57	7.4%	4.06	4.0%	64%	True	False	69,028
10	108.80	97.61	11.19	10.9%	3.55	3.5%	43%	False	False	80,896
20	108.80	92.44	16.36	16.0%	3.79	3.7%	61%	False	False	84,601
40	108.80	90.50	18.30	17.9%	2.79	2.7%	65%	False	False	84,630
60	108.80	90.50	18.30	17.9%	2.42	2.4%	65%	False	False	70,353
80	108.80	82.46	26.34	25.7%	2.23	2.2%	76%	False	False	60,702
100	108.80	82.46	26.34	25.7%	2.10	2.1%	76%	False	False	52,644
120	108.80	80.18	28.62	27.9%	2.07	2.0%	78%	False	False	47,465

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	0.85
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120.40
2.618	114.55
1.618	110.97
1.000	108.76
0.618	107.39
HIGH	105.18
0.618	103.81
0.500	103.39
0.382	102.97
LOW	101.60
0.618	99.39
1.000	98.02
1.618	95.81
2.618	92.23
4.250	86.39

Fisher Pivots for day following 18-Mar-2011
Pivot	1 day	3 day
R1	103.39	102.09
PP	103.07	101.74
S1	102.76	101.40

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

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