NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 30-Mar-2011

Day Change Summary
	Previous	Current
	29-Mar-2011	30-Mar-2011	Change	Change %	Previous Week
Open	104.50	105.05	0.55	0.5%	103.42
High	105.50	105.66	0.16	0.2%	107.14
Low	103.22	104.02	0.80	0.8%	102.74
Close	105.32	104.84	-0.48	-0.5%	105.94
Range	2.28	1.64	-0.64	-28.1%	4.40
ATR	2.81	2.73	-0.08	-3.0%	0.00
Volume	64,994	97,435	32,441	49.9%	365,525

Daily Pivots for day following 30-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.76	108.94	105.74
R3	108.12	107.30	105.29
R2	106.48	106.48	105.14
R1	105.66	105.66	104.99	105.25
PP	104.84	104.84	104.84	104.64
S1	104.02	104.02	104.69	103.61
S2	103.20	103.20	104.54
S3	101.56	102.38	104.39
S4	99.92	100.74	103.94

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	118.47	116.61	108.36
R3	114.07	112.21	107.15
R2	109.67	109.67	106.75
R1	107.81	107.81	106.34	108.74
PP	105.27	105.27	105.27	105.74
S1	103.41	103.41	105.54	104.34
S2	100.87	100.87	105.13
S3	96.47	99.01	104.73
S4	92.07	94.61	103.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107.14	103.22	3.92	3.7%	1.86	1.8%	41%	False	False	73,576
10	107.14	98.30	8.84	8.4%	2.46	2.3%	74%	False	False	70,345
20	108.80	97.61	11.19	10.7%	2.86	2.7%	65%	False	False	78,498
40	108.80	91.97	16.83	16.1%	2.78	2.7%	76%	False	False	80,694
60	108.80	90.50	18.30	17.5%	2.50	2.4%	78%	False	False	77,502
80	108.80	88.86	19.94	19.0%	2.22	2.1%	80%	False	False	65,495
100	108.80	82.46	26.34	25.1%	2.15	2.0%	85%	False	False	57,337
120	108.80	82.46	26.34	25.1%	2.08	2.0%	85%	False	False	50,614

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	0.79
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112.63
2.618	109.95
1.618	108.31
1.000	107.30
0.618	106.67
HIGH	105.66
0.618	105.03
0.500	104.84
0.382	104.65
LOW	104.02
0.618	103.01
1.000	102.38
1.618	101.37
2.618	99.73
4.250	97.05

Fisher Pivots for day following 30-Mar-2011
Pivot	1 day	3 day
R1	104.84	104.81
PP	104.84	104.79
S1	104.84	104.76

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

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